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bolner / SimplexSolver

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An easy-to-use Simplex solver class for linear programming.

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SimplexSolver

A simple implementation of the simplex algorithm, used for solving linear programming problems. One known issue of this implementation is that it doesn't give a proper solution to problems where the origin is outside of the feasable region.

For more information visit: http://blog.bolner.hu/2012/08/22/simplex/

Compiling on Debian / Ubuntu

  1. Install g++ and the Eigen library

     apt-get install g++ libeigen3-dev libeigen3-doc
    
  2. Change to the project library and compile

     cd /path/to/the/project/library
     g++ -std=c++11 -I /usr/include/eigen3/ *.cpp -o simplex.exe
    
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