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bundles / scipy 1.17.1 / scipy / optimize / _linprog_rs / _phase_two

function

scipy.optimize._linprog_rs:_phase_two

source: /scipy/optimize/_linprog_rs.py:334

Signature

def _phase_two(c, A, x, b, callback, postsolve_args, maxiter, tol, disp, maxupdate, mast, pivot, iteration = 0, phase_one_n = None)

Summary

The heart of the simplex method. Beginning with a basic feasible solution, moves to adjacent basic feasible solutions successively lower reduced cost. Terminates when there are no basic feasible solutions with lower reduced cost or if the problem is determined to be unbounded.

Extended Summary

This implementation follows the revised simplex method based on LU decomposition. Rather than maintaining a tableau or an inverse of the basis matrix, we keep a factorization of the basis matrix that allows efficient solution of linear systems while avoiding stability issues associated with inverted matrices.

Aliases

  • scipy.optimize._linprog_rs._phase_two