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Monthly Archives: August 2012


An easy-to-use Simplex solver class


Few days ago I decided to create a C++ implementation of the Simplex algorithm, which is a tool for solving Linear Programming problems. One of my motivations could have been my recent encounter with the Eigen linear algebra library, which really surprised me with its beautiful syntax and easy usage.  So I wanted to gain a little experience with Eigen, although some factorization-related project might have suited this purpose better. Another motivational factor was a not yet published project of mine, which might get finished in 1 or 2 months, and would give LP a real application.