linear programming solver
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MACRo 2015 ◽  
2015 ◽  
Vol 1 (1) ◽  
pp. 293-301
Author(s):  
Bálint Stágel ◽  
Péter Tar ◽  
István Maros

AbstractThe simplex algorithm is one of the most widely used linear optimization algorithms. Although its history goes back to the 1950’s it is still an evergreen topic because it is usually the hidden computational engine behind other algorithms. Thus its performance heavily affects other optimization systems. The implementation of the simplex algorithm is not a trivial task. An efficient implementation uses very complex methods. Since most of the open-source systems can hardly be used for research purposes the development of a structured and well-documented system is relevant. In this talk we present our own state-of-the-art solver and our development experiences.


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