4. Simplex method

The simplex method was developed by G. Dantzig (1947). It comprises two phases:

phase 1 – initialization: find a feasible basic solution (or detect the impossibility: );
phase 2 – progression: move from one vertex to a neighbouring vertex to increase the objective function F (or detect a non-major objective function F).

The terminology of the simplex method comes from the fact that we...

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Simplex method

Bibliography

(1) - BILLIONNET (A.) - Optimisation discrète – De la modélisation à la résolution par des logiciels de programmation mathématique. - Dunod (2007).
(2) - BREZINSKI (C.) - Initiation à la programmation linéaire et à l'algorithme du simplexe. -...