LP solver for Simplex Method, based upon Hiller & Lieberman (1974)
This is really just a toolkit that provides a pivot and setup routines. Features include:
- maximize LP
- minimize LP
- basic oscillation detector with programmable size sliding window
Future work will focus on more loosely coupled analysis routines as well as a QLP processor that uses Wolfe's method.
Please be in touch if you have any interesting small problems that are tricky for simplex to solve - I'm interested in this toolkit's continual development.