simplex method

simplex method

[′sim‚pleks ¦meth·əd] (mathematics) A finite iterative algorithm used in linear programming whereby successive solutions are obtained and tested for optimality.

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 asystem of linear equations in each of its steps, andstopping when either the optimum is reached, or the solutionproves infeasible. The basic method remained pretty much thesame over the years, though there were many refinementstargeted at improving performance (eg. using sparse matrixtechniques), numerical accuracy and stability, as well assolving special classes of problems, such as mixed-integerprogramming.