Saturday, April 11, 2009

Simplex algorithm

The simplex algorithm of George Dantzig is a popular technique for numerical solution of the linear programming problem. An unrelated, but similarly named method is the Nelder- Mead method or downhill simplex method due to Nelder & Mead (1965) and is a numerical method for optimising many-dimensional unconstrained problems, belonging to the more general class of search algorithms. In both cases, the method uses the concept of a simplex, which is a polytope of N + 1 vertices in N dimensions: a line segment on a line, a triangle on a plane, a tetrahedron in three-dimensional space and so forth.

References:

†Simplex algorithm - Wikipedia, the free encyclopedia, last modified 19:54, 6 April 2006 , http://en.wikipedia.org/wiki/Simplex_algorithm

Related Posts:

Some other Optimisation methods

Table of Contents

© 2006 Kumaravel & Project Team

No comments :

Post a Comment

Blog authors can delete the comment if it contains the inappropriate contents.