Linear Programming Solving Tools for IE6001@NUS

LP.py standard solver for LP problem.

• LPSolver a class that storage the infomation needed for LP problem (A, b, c).
• .add_line add a new line for A.
• .initBasicSet the first stage of simplex algo: find a BFS.
• .getShadowPrice get the shadow price of b.

simplex an implementation of simplex algorithm.

• Simplex a class that implements classic simplex algorithm.
• .add_constraint add one constraint to the initial tableau.
• .set_index set the basic variable set.
• .solveStandard with standard rule. (faster)
• .solveBlandRule with bland's rule. (slower, but can avoid loop)

test.py some test cases.

• About duality.
• Refine the first stage algorithm implemented in LPSolver
• Make a balance between two rules.
• run TP-H

You can see how to use it, in test.py