simplex method
<algorithm> An algorithm for solving the classical linear programming
problem; developed by George B. Dantzig in 1947.
The simplex method is an iterative procedure, solving a system of linear
equations in each of its steps, and stopping when either the optimum is reached,
or the solution proves infeasible. The basic method remained pretty much the
same over the years, though there were many refinements targeted at improving
performance (eg. using sparse matrix techniques), numerical accuracy and
stability, as well as solving special classes of problems, such as mixed-integer
programming.
(2003-07-09)
Nearby terms:
Simple Network Paging Protocol « Simple Object
Access Protocol « simplex « simplex method »
simplex printer » SIMPL/I » Simplified Multicast
Routing Protocol
|
