Programming Project 1
(due before class on Wednesday, October 25)
Write a MATLAB program that implements phase II of the simplex method in matrix form
(as presented in class) for the solution of general linear programs (with b 0) in standard
Here, c2Rn, A2Rm n, and b2Rm is such that b 0.
Structure your program such that the following two pivoting rules can be used:
The largest-coe cient pivoting rule
Bland’s pivoting rule
Use your program to solve the following linear programs:
(1) The linear program with data
For both Problems (1) and (2), run your program with both pivoting rules. For all your
runs, print the total number of simplex iteration steps, the nal dictionary D, the nal basic
indices B and nonbasic indices N, and the nal basic feasible solution.
For both Problems (1) and (2), comment on your results, discuss the total number of simplex
iteration steps, and compare your results obtained with the largest-coe cient pivoting rule
and Bland’s pivoting rule.
Please hand in a printout of your source code together with your written report