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Simplex solver for linear programming

GPL-3.0 License
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Freddie Wu
Freddie Wu add missing dll
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add missing dll
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added performance testing script with some twist in parameter constru…
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implemented #1 : completed x64 build and msvc upgrade
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README.md

simplex.q

Simplex solver for linear programming

Main scripts

  • simplex.q - q-based simplex solver ("Big M" variant)
  • simplex2.q/simplex.q.dll - COIN-OR CLP-based simplex solver (primal method)
  • test.q - Data test set
  • perf.q - Performance test set

About

Simplex solver for linear programming

Topics

simplex-algorithm kdb-library kdb q-language constraint-solver constraint-programming

Resources

Readme

License

GPL-3.0 License

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