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From "Jurgen Tas (JIRA)" <>
Subject [jira] Commented: (MATH-246) Simplex Method Implementation
Date Tue, 02 Feb 2010 21:24:24 GMT


Jurgen Tas commented on MATH-246:

Can anybody give me an explanation what the purpose (avoid 'cycling'?) of the the epsilon
parameter in the code is? Furthermore, is there a good reference (e.g. Numerical Recipes in
C++) exactly describing this Two Phase Simplex algorithm plus the use of the epsilon parameter?
I am interested in setting epsilon as optimal as possible depending on the linear program
I am providing as input.

> Simplex Method Implementation
> -----------------------------
>                 Key: MATH-246
>                 URL:
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Benjamin McCann
>            Assignee: Luc Maisonobe
>             Fix For: 2.0
>         Attachments:, simplex.patch, SimplexSolverTest.patch, SimplexTableau.patch,
> I've created an implementation of the Simplex algorithm for optimizing systems of constrained
linear equations that I'd like to contribute.

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