Simpleks algoritam

Simpleks algoritam je najpoznatiji algoritam vezan za linearno programiranje.

Postupak rada Simpleksa:

1. početni korak: generisati početno teme X_o dopustive oblasti.
2. iterativni korak za k = 0,1,...,n:
   • test optimalnosti: Ako je teme H_k bolje od susednih na dopustivoj oblasti, onda je optimalno. KRAJ.
   • k = k + 1; generisati novo rešenje (teme dopustive oblasti) X_k čija je funkcija cilja bolja.

Literatura

• Murty, Katta G. (1983). Linear programming. New York: John Wiley & Sons, Inc. str. xix+482. ISBN 978-0-471-09725-9. MR 720547. 
• Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest, and Clifford Stein. Introduction to Algorithms, Second Edition. MIT Press and McGraw-Hill. 2001. ISBN 978-0-262-03293-3.. Section 29.3: The simplex algorithm, pp. 790-804.
• Frederick S. Hillier and Gerald J. Lieberman: Introduction to Operations Research, 8th edition. McGraw-Hill. ISBN 978-0-07-123828-1.
• Rardin, Ronald L. (1997). Optimization in operations research. Prentice Hall. str. 919. ISBN 978-0-02-398415-0. 

Spoljašnje veze

• An Introduction to Linear Programming and the Simplex Algorithm by Spyros Reveliotis of the Georgia Institute of Technology.
• Greenberg, Harvey J., Klee-Minty Polytope Shows Exponential Time Complexity of Simplex Method University of Colorado at Denver (1997) PDF download Архивирано на сајту Wayback Machine (5. април 2016)
• Simplex Method A tutorial for Simplex Method with examples (also two-phase and M-method).
• Example of Simplex Procedure for a Standard Linear Programming Problem by Thomas McFarland of the University of Wisconsin-Whitewater.