A step of the miprgr_native implementation. Called by miprgr_solve_relaxation.
See the file header for the source the module follows.
Usage
miprgr_simplex(A, b, c, tol = 1e-09, max_iter = 20000)
Arguments
- A
A matrix; indexed by row and column.
- b
A vector; its length is taken and its elements indexed.
- c
A vector; its length is taken.
- tol
Numeric; combined arithmetically in the body. Defaults to 1e-09.
- max_iter
Passed to run_phase. Defaults to 20000.
Value
A list with feasible, x, value.
Examples
# maximise 3 x1 + 5 x2 subject to x1 <= 4, 2 x2 <= 12, 3 x1 + 2 x2 <= 18
A <- rbind(c(1, 0), c(0, 2), c(3, 2))
miprgr_simplex(A, b = c(4, 12, 18), c = c(3, 5))[c("x", "value")] # (2, 6), 36
#> $x
#> [1] 2 6
#>
#> $value
#> [1] 36
#>
