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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)


#  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

  I don't remember if I saw "simplex" code for Octave (anyone). But I
know there is some simplex code for matlab

  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.



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