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 Post subject: Does ALGLIB contain an acceptable substitute for Simplex?
PostPosted: Fri Sep 28, 2018 4:11 am 
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Joined: Thu Aug 23, 2018 5:09 am
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The project I'm currently working on involves converting a linear programming solver from Excel to C# code. The Excel version uses the algorithm 'Simplex LP' to find the maximum of a certain value. I've spent most of the past month or so trying to find a working C# implementation of the Simplex algorithm, but all of the scripts I found were totally lacking comments and documentation, so I haven't been able to get them to work.

I know that ALGLIB doesn't support Simplex, but I was wondering if it may contain something that I could use as an acceptable substitute for Simplex instead. When I Googled this, all I could find was this thread (http://forum.alglib.net/viewtopic.php?f=2&t=155) from seven years ago, which stated that the "*current* version of ALGLIB doesn't support linear programming". Since that was so long ago, I figured I'd try asking now to see if anything's changed.

With all that said, does ALGLIB contain any kind of method that I could use as an acceptable substitute for the Simplex linear programming algorithm? I know that the ALGLIB website has documentation for several 'linear solvers' (http://www.alglib.net/linear-solvers/), but I'm not sure if they'd have the same functionality as what I'm trying to accomplish.

Any help on this would be appreciated.


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 Post subject: Re: Does ALGLIB contain an acceptable substitute for Simplex
PostPosted: Tue Oct 02, 2018 9:28 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 833
Would you like to tell about typical problem size? We have development version of the simplex method which will be included in the upcoming release, maybe it will work for you.


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 Post subject: Re: Does ALGLIB contain an acceptable substitute for Simplex
PostPosted: Thu Oct 11, 2018 10:10 am 
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Joined: Thu Aug 23, 2018 5:09 am
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Oh, that sounds great! The current problem size I'm working with involves ~45 variables and ~15 constraints, though I suppose that amount is subject to increase depending on the sort of data set I'm given.


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 Post subject: Re: Does ALGLIB contain an acceptable substitute for Simplex
PostPosted: Thu Oct 11, 2018 12:12 pm 
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Joined: Fri May 07, 2010 7:06 am
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Hi!

I just sent a download link for development snapshot + short instructions. I hope that it will work for you.


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 Post subject: Re: Does ALGLIB contain an acceptable substitute for Simplex
PostPosted: Fri Oct 12, 2018 1:29 am 
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Joined: Thu Aug 23, 2018 5:09 am
Posts: 3
Thank you very much! I'll give it a try and see if it works for me.


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