HepLean Documentation

Mathlib.Tactic.Linarith.Oracle.SimplexAlgorithm.SimplexAlgorithm

Simplex Algorithm #

To obtain required vector in Linarith.SimplexAlgorithm.findPositiveVector we run the Simplex Algorithm. We use Bland's rule for pivoting, which guarantees that the algorithm terminates.

An exception in the SimplexAlgorithmM monad.

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    Given indexes exitIdx and enterIdx of exiting and entering variables in the basic and free arrays, performs pivot operation, i.e. expresses one through the other and makes the free one basic and vice versa.

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      Check if the solution is found: the objective function is positive and all basic variables are nonnegative.

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        Chooses an entering variable: among the variables with a positive coefficient in the objective function, the one with the smallest index (in the initial indexing).

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          Chooses an exiting variable: the variable imposing the strictest limit on the increase of the entering variable, breaking ties by choosing the variable with smallest index.

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            Chooses entering and exiting variables using (Bland's rule)[(https://en.wikipedia.org/wiki/Bland%27s_rule)] that guarantees that the Simplex Algorithm terminates.

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              Runs the Simplex Algorithm inside the SimplexAlgorithmM. It always terminates, finding solution if such exists.

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