Simplex algorithm
The Simplex algorithm is an algorithm which is used to solve problemsof Linear programming or linear optimization. It was first used by George Dantzig in 1947, but other people like Kantorovich laid the foundations in 1939. The algorithm runs in two distinct steps:
- First a solution to the problem is found, or the certainty that no solution exists.
- The solution found is improved.
Phase 2 is run multiple times: Each time, a given solution is improved, until this is no longer possible.
