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Re:Using the downsimplex routine
From: |
etienne grossmann |
Subject: |
Re:Using the downsimplex routine |
Date: |
Thu, 16 Mar 2000 08:26:21 +0000 (WET) |
Hello,
# this routine to solve the following problem:
# maximize(or minimize) z = 3x(1) + 2x(2) +x(3)
# subject to 2x(1) + x(2) + x(3) <= 150
# with x(1)>=0,x(2)>=0,x(3)>=0
The Nelder-Mead (aka "downsimplex") algorithm implemented in the
downsimplex() function is for unconstrained optimization.
It is not the same as the "simplex" for optimizing a linear
function subject to linear inequality constraints.
So the "downsimplex" function won't help you in for the problem
above.
I don't remember if I saw "simplex" code for Octave (anyone). But I
know there is some simplex code for matlab
ftp://ftp.mathworks.com/pub/contrib/v4/optim/simplex1
............................................/lpsolver
Here is the readme for this last directory :
======================================================================
This directory contains a set of m-files that perform the two phase
simplex method. The m-files are LINPROG, PHASEI and PHASEII. LINPROG is
the core function, and it calls PHASEI and PHASEII as subroutines. (Each
of PHASEI and PHASEII can also be run as independent functions.) Each
function provides a self-explanatory output display that includes reports
on feasibility, optimality, unboundedness or cycling, as appropriate.
Further, each m-file contains a substantial MATLAB "help" header.
This subdirectory on the disk contains a collection of *.MAT files
that contain some basic examples, two *.txt files that contain sample
output, and the three m-files renamed with .DOC extensions to indicate
that they are fully documented versions of the m-files. The three m-files
in this subdirectory are written to run under MATLAB 4.0.
Jeffrey L. Stuart
Department of Mathematics
University of Southern Mississippi
Hattiesburg, MS 39406-5045
December 14, 1993
======================================================================
I am not sure what licence this code has.
Hth,
Etienne
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