how to use simplex method for LP in matlab

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Pavlos
Pavlos am 26 Jun. 2019
Kommentiert: Matt J am 28 Jun. 2019
Hello,
i want to use the simplex-algorithm in matlab to solve my optimization problem. After reading the threads i underestand that the simplex-algorithm is not used for
linprog, instead the dual-simplex is the default solution which essentially performs a simplex algorithm on the dual problem. How can i use the simplex-algorithm to solve my linear problem? The most relevant thread that i found is: https://uk.mathworks.com/matlabcentral/fileexchange/61086-simplex-solver
any suggestions?
Thanks!
  1 Kommentar
Matt J
Matt J am 26 Jun. 2019
The most relevant thread that i found is:
Doesn't that solve the issue? What is wrong with the solver that you found there?

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Matt J
Matt J am 26 Jun. 2019
Bearbeitet: Matt J am 26 Jun. 2019
I do find it a bit strange that the primal simplex algorithm is not an option in linprog...
However, the dual of the dual is the primal, so a simple work around might be to input the dual problem to linprog instead. That way, when linprog applies the "dual simplex algorithm", it will really be applying the simplex algorithm to the primal. The Lagrange multipliers (lambda) that it returns
[x,fval,exitflag,output,lambda] = linprog(___)
should then give you the primal solution, as found by the primal simplex algorithm.
  6 Kommentare
Pavlos
Pavlos am 28 Jun. 2019
The unbounded solution is for the dual. The primal actually is infeasible in this case.
So i sovle the dual e.g.,
[dualVars, dualVal, dualFlag, dualOutput, dualLamba] = linprog(g, -A_dual, -b_dual, [], [], lb_dual, ub_dual);
thanks for your time!
Matt J
Matt J am 28 Jun. 2019
If the primal is infeasible (and so has no solution) why was your original goal to run the primal simplex algorithm?

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