LP SOLVER

A linear program consists of a linear objective function to be optimized and a set of linear constraints (inequations and/or equations). The SIMPLEX method is a well known algorithm for solving linear programs. (see V.Chvatal, Linear Programming, Freeman, 1983)

Once you have selected the number of variables and the number of constraints, select the GO button to display the input grid.

Fill the input grid with the coefficients of the objective function and of each constraint. Also select the type of problem (minimization or maximization) and the type (<=, >=, =) and the right hand side constant of each constraint. The last line of the input grid contains the upper-bound values of the variables.

Solve delivers the optimal solution.
Tableau lets you run the algorithm one iteration at a time.
Random generates random coefficients, rhs, and upper-bound values.
Dual generates the dual problem. Because the applet assumes that all variables are non-negative, no dual is generated if the primal contains one or more equalities

Remarks

Please send your remarks and comments to olivier@riot.ieor.berkeley.edu

Olivier Goldschmidt