This repository contains a simple implementation of a linear programming solver, in particular for the primal and dual simplex method in tableau form and the application of Gomory's cut in case of ...

ABSTRACT: Traditional linear program (LP) models are deterministic. The way that constraint limit uncertainty is handled is to compute the range of feasibility. After the optimal solution is obtained, ...

Abstract: The Simplex algorithm is a well known method to solve linear programming (LP) problems. In this paper, we propose an implementation via CUDA of the Simplex method on a multi GPU architecture ...

Abstract: Derivative free optimization algorithms are often used when it is difficult to find function derivatives, or if finding such derivatives are time consuming. The Nelder Mead's simplex method ...