Department of Computer Science

Numerical Calculus

Spring Semester 2012

Dr. Maury Eggen

Homework Exercise Eight involves the solution to a linear programming problem.

Assuming we have a linear progrmming in "standard form" write a program which will implement the simplex algorithm as discussed in class and provide the optimal solution to such a linear programming problem.

Your program may assume that you have the problem already in standard form. If it is not, it is the user's responsibility to put the problem in standard form before running the program. This assumption should make it easier to produce working code.

This problem and the associated simplex algorithm have been widely studied so considerable information exists on the web and other resources. However, the algorithm that must be implemented is the algorithm presented in class. It is a good programming problem and reinforces material from earlier in the semester.

Test your solution on at least one of the examples discussed in class. Can your algorithm solve the transportation problem?