A well-known method for solving linear programming, simplex method.
For implementing issue, I used C++ with Eigen Library to do complicate linear algebra more efficient.
The ultimate goal is to build a geneal MIP Solver.
In current version, only include "primal simplex method" & "dual simplex method" During the developing, I am still studying some classical textbook to strengthen my professional knowledge about discrete & combinatorial opitmization.
- Eigen3+
git clone https://gitlab.com/libeigen/eigen.git
cd eigen
mkdir build
cd build
cmake ..
sudo make install
sudo cp -r /usr/local/include/eigen3/Eigen usr/local/includegit clone https://github.com/ytsao/simplex-method.git
cd simplex-method
mkdir build
cd build
cmake ..
make
./simplex_method