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Simplex

This document contains the MATLAB code for performing the simplex method. It takes an initial simplex tableau as input and performs the steps of the simplex method, including finding the pivot column and row, normalizing the pivot element, and creating zeros below the pivot. The code includes options for displaying rational numbers and showing all steps. It iteratively performs these steps until an optimal solution is found or the problem is unbounded.

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Alejandro Maximiliano
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58 views4 pages

Simplex

This document contains the MATLAB code for performing the simplex method. It takes an initial simplex tableau as input and performs the steps of the simplex method, including finding the pivot column and row, normalizing the pivot element, and creating zeros below the pivot. The code includes options for displaying rational numbers and showing all steps. It iteratively performs these steps until an optimal solution is found or the problem is unbounded.

Uploaded by

Alejandro Maximiliano
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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function simplex(P)

%SIMPLEX
%Simplex method.
%Option of rational number format.
%Option of all steps.
%Calling format: simplex(A),
%where A is the initial simplex tableau.

%MATLAB computes to about 16 decimal digits

%Copyright Gareth Williams, Stetson University


%[email protected],
http://www.stetson.edu/~gwilliam
%Accompanies "Linear Algebra with Applications" by
Gareth Williams

tol=1e-20;
[n,m]=size(P);
format compact

disp(' ')
h=input('Rational numbers? y/n: ','s');
g=input('All steps? y/n: ','s');

disp(' ')
disp('initial simplex tableau')
if h=='y'
disp(rats(P))
else
disp(P)
end

disp(' ')

if g=='y';
disp('[press Enter at each step to continue]')
disp(' ')
pause
end

flag='T';
while flag=='T'
%find pivot column
t=0;
for pc=1:m-1,
if P(n,pc)-t<0
t=P(n,pc);
pivotcol=pc;
end
end

if t==0;
flag='F';
end

%find pivot
if flag == 'T'
tt=1E+100; %suitable large number
for pr=1:n-1,
if P(pr,pivotcol)>0
if P(pr,m)/P(pr,pivotcol)<tt
tt=P(pr,m)/P(pr,pivotcol);
pivotrow=pr;
end
end
end
end

%normalize leading element in row changing the rest


of the row accordingly
if flag=='T'
if (P(pivotrow, pivotcol) ~= 1)
if (abs(P(pivotrow, pivotcol)) > tol)
y = P(pivotrow, pivotcol);
for l=1:m,
P(pivotrow, l) = P(pivotrow, l)/y ;
end
if g=='y'; %allsteps
disp('normalize')
if h=='y'
disp(rats(P))
else
disp(P)
end
pause
disp(' ')
end %allsteps
end
end
for r=1:n,
if (abs(P(r, pivotcol)) >tol)
if (r ~= pivotrow)
z=P(r, pivotcol);
for c=1:m,
P(r, c)=P(r, c) - z * P(pivotrow, c);
end
if g=='y'; %allsteps
disp('create zero')
if h=='y'
disp(rats(P))
else
disp(P)
end
pause
disp(' ')
end%end allsteps
end
end
end %end for r=1:n loop
end %if flag'T'
end %while loop

%print out final matrix


disp('-final simplex tableau-')
if g~='y'
if h=='y'
disp(rats(P))
else
disp(P);
end
end
disp(' ')
format loose

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