SI152 Numerical Optimization: Final Project

Code

You will use

• Simplex.py : The main interface you will use to solve linear programming problem.

Classic Simplex

• Classical_Simplex.py: Implementation of classic simplex method.
• CS_Phase1.py: First phase of classic simplex method.
• CS_Phase2.py: Second phase of classic simplex method.

Revised Simplex

• Revised_Simplex.py: Implementation of classic simplex method.
• RS_Phase1.py: First phase of classic simplex method.
• RS_Phase2.py: Second phase of classic simplex method.

Notes

• Please remember that parameter method='classical' is the defaut parameter to choose classic method. You can input revised to test revised version.
• Size of input: $A\in R^{m\times n}$ , $b\in R^{m}$ and $C \in R^{n}$.
• Format like numpy array is perferred.
• Use np.loadtxt() to load data if you meet problems when testing my solver.