Package org.drip.sample.simplex

LP Simplex Formulation and Solution
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    LPConstraintFormulation
    LPConstraintFormulation illustrates the Formulation and Canonicalization of the LP Simplex Constraint.
    StandardFormConstructor
    StandardFormConstructor illustrates the Formulation and Standardization of the Simplex Canonical Form.