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bundles / scipy 1.17.1 / scipy / optimize / _linprog_rs

module

scipy.optimize._linprog_rs

source: /scipy/optimize/_linprog_rs.py :0

Members

Summary

Revised simplex method for linear programming

Extended Summary

The revised simplex method uses the method described in [1], except that a factorization [2] of the basis matrix, rather than its inverse, is efficiently maintained and used to solve the linear systems at each iteration of the algorithm.

Additional content

Revised simplex method for linear programming

The revised simplex method uses the method described in [1], except that a factorization [2] of the basis matrix, rather than its inverse, is efficiently maintained and used to solve the linear systems at each iteration of the algorithm.

References

[1]

Bertsimas, Dimitris, and J. Tsitsiklis. "Introduction to linear programming." Athena Scientific 1 (1997): 997.

[2]

Bartels, Richard H. "A stabilization of the simplex method." Journal in Numerische Mathematik 16.5 (1971): 414-434.

Aliases

  • scipy.optimize._linprog_rs