Maximize Z = X1 + 4 X2 + 9 X3 Subject To X1 + X2 <= 5 X1 + X3 >= 10 -X2 + X3 = 7 Bounds 0 <= X1 <= 4 0 <= X2 <= 1
Class PrimalSimplexSolver solves linear programming problems using the primal simplex method. DualSimplexSolver uses the dual simplex method. The simplex method solves LP problems by constructing an initial solution at a vertex of a simplex, then walking along edges of the simplex to vertices with successively higher values of the objective function until the optimum is reached.
This chapter describes how to solve LP problems using NMath.