From: ADVAX::"kerr@eniac.seas.upenn.edu" "David E. Kerr" Subject: simplex I'm sending a makefile first which will tell you that as a stand-alone pgm, you run "sim" sim gets problem file specification and calls subroutine "simplx" simplx calls bldtab to build a tableau and returns the answer in argument X and RAY (if solution is unbounded, RAY is a direction along which the objective function can be minimized without limit and without violating constraints... incidently, the program assumes that problems are all minimization problems... to maximize an objective function, minimize its negative and change the sign of the final objective function value. in input file, as read by "sim" * starts a comment the first numbers are NVar (number of variables) and M (# of constraints) the next numbers are NVar coefficients of the linear objective function the next M lines are constraints with <=, >=, or = relations to right-hand-side the last line is up to NVar >= signs designating which of the problem variables are non-negative (usually, they all are) i'll send sample input files too. the makefile: CC=fort RM=/bin/rm -rf all: sim sim: sim.o smplx.o simrpt.o bldtab.o $(CC) -O -o sim sim.o smplx.o simrpt.o bldtab.o sim.o: sim.f $(CC) -O -c sim.f smplx.o: smplx.f $(CC) -O -c smplx.f simrpt.o: simrpt.f $(CC) -O -c simrpt.f bldtab.o: bldtab.f $(CC) -O -c bldtab.f clean: $(RM) *.o core sim sample inputs: * Nvar, M * Bazaraa & Jarvis p. 143 2, 3 * objective function 1, -2 * M=1 - 1st constraint, relation, rhs 1, 1 >= 2 * M=2 - 2nd constraint, relation, rhs -1, 1 >= 1 * M=3 - 2nd constraint, relation, rhs , 1 <= 3 * non-negativity of variables (relation wrt 0) >=, >= ** end * Bazaraa & Jarvis p. 166 : Beale's example of a degenerate, cycling problem * Nvar, M 7, 3 * objective function ,,,-0.75, 20, -0.5, 6 * M=1 - 1st constraint, relation, rhs 1, 0, 0, 0.25, -8, -1, 9 = 0 * M=2 - 2nd constraint, relation, rhs 0, -1, 0, -0.5, 12, 0.5, -3 = 0 * M=3 - 3rd constraint, relation, rhs ,, -1, , , -1, = -1 * non-negativity of variables (relation wrt 0) >=, >=, >=, >=, >=, >=, >= ** end * Nvar, M 3, 2 * objective function 1, 1, 4 * M=1 - 1st constraint, relation, rhs 3, 2, 3 <= 2 * M=2 - 2nd constraint, relation, rhs -2, 1, 5 >= 4 * non-negativity of variables (relation wrt 0) , >=, >= ** end