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Non-Iterative Linear Maximization Algorithm

posted on 29.07.2019, 17:47 authored by Gerardo L. FebresGerardo L. Febres
Explicit C sharp code for the Linear Optimization algorithm based on active constraints recognition. The algorithm is not iterative and its complexity is comparable to the Simplex algorithm.

To have the code working, copying it and pasting on Visual Studio may work.

Search "A non-iterative method for optimizing linear functions in convex linearly constrained spaces" by Gerardo L. Febres for the theoretical basis of this algorithm.