Re: Linear Programing

[Etienne Grossmann]

  Hello,

  would something like :

===============================================================
function [zmax,PHIiter,PHIIiter,xbasic,ibasic]=linprog(A,b,c);
## 
## Written for MATLAB version 5.0
## 
## LINPROG uses the two phase simplex method to solve the linear 
## program maximize cx subject to the constraints Ax = b and x >= 0 , 
## where A is m x n , rank(A) = m , and b >= 0 .    The output vector 
## is [zmax,PHIiter,PHIIiter,xbasic,ibasic], where zmax is the maximal 
## objective value, PHIiter and PHIIiter are the phase I and phase II 
## iteration counts, respectively, where xbasic is the vector of basic 
## x variables at optimality, and where ibasic is the set of indices of  
## the optimal basis columns in A (and hence the indices for the entries 
## in xbasic).  LINPROG detects infeasibility and unboundedness, and
## provides appropriate output messages in such cases.  LINPROG also
## contains a heuristic check for cycling, terminating the algorithm
## when m Phase II iterations occur without a change in the objective 
## value.  See also PHASEI and PHASEII.
## 
## Written by Jeff Stuart, Department of Mathematics,
## University of Southern Mississippi, Hattiesburg, MS 39406.
## December 1993. Revised, October, 1997.
## address@hidden
================================================================

  be useful? 

  Etienne



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