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Optimization.SimplexLP Function
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Linear optimization by using Simplex method.

Pascal
function SimplexLP(const A: TMtx; const b: TVec; const c: TVec; const AFinal: TMtx; const X: TVec; const Indexes: TVecInt; out SolutionType: TLPSolution; Minimize: boolean = true; const Verbose: TStrings = nil): double;
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Description

Solves the following optimization problem: 

 

where vector b must be a positive vector. Optionally, you can also assign TOptControl object to the Verbose parameter. This allows the optimization procedure to be interrupted from another thread and optionally also allows logging and iteration count monitoring.

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