The Simplex.lng Model

Simple Simplex iterator

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Simple Simplex iterator exploiting the (Simplex.lg4)
programming capabilites of a LINGO CALC section.
Assumptions:
 First row of matrix is objective,
 Objective is MIN,
 Last column of matrix is RHS,
 Constraints are already in equality form,
 Initial tableau is feasible.
Simplex iterations are performed until either:
 tableau is optimal, or
 entering column is unbounded, or
 iteration limit, ITERLIM, is exceeded;

Keywords:

Simplex Method | Algorithm for LP | Primal Simplex | Tableau | Pivoting |