function [x_B,c_B,index_B] = simplexSolve(type, B, D, c_B, c_D, h, x_B, ... x_D, index_B, index_D, itMax) % Solving a maximization problem with the simplex method % Initialize the number of iterations nIter = 0; % Compute B^{-1}*D and B^{-1}*h BiD = B\D; Bih = B\h; % Compute the reduced cost coefficients r_D = c_D - (c_B * BiD); % the optimality condition is satisfied if all % reduced cost coefficients are positive or negative (depending on the % problem) tol = max(size(r_D)); % Check the optimality condition, in order to skip the loop if the % solution is already optimal optCheck = typeCond(type, sum(r_D < 0), sum(r_D > 0)); while optCheck ~= tol % Find the index of the entering variable idxIN = find(r_D == typeCond(type, max(r_D), min(r_D))); in = D(:,idxIN); c_in = c_D(1,idxIN); index_in = index_D(1,idxIN); % Evaluate the coefficients ratio for the column corresponding to % the entering variable ratio = Bih ./ BiD(:,idxIN); % Find the smallest positive ratio idxOUT = find(ratio == min(ratio(ratio > 0))); out = B(:,idxOUT); c_out = c_B(1,idxOUT); index_out = index_B(1,idxOUT); % Update the matrices by exchanging the columns B(:,idxOUT) = in; D(:,idxIN) = out; c_B(1,idxOUT) = c_in; c_D(1,idxIN) = c_out; index_B(1,idxOUT) = index_in; index_D(1,idxIN) = index_out; % Compute B^{-1}*D and B^{-1}*h BiD = B\D; Bih = B\h; % Compute the reduced cost coefficients r_D = c_D - (c_B * BiD); % Check the optimality condition, in order to exit the loop if the % solution is already optimal optCheck = typeCond(type, sum(r_D < 0), sum(r_D > 0)); % Detect inefficient looping if nIter > total number of basic solutions nIter = nIter + 1; if nIter > itMax error('Incorrect loop, more iterations than the number of basic solutions'); end % Compute the new x_B x_B = Bih - BiD * x_D; end end function x = typeCond(type, ifMaximum, ifMinimum) if strcmp(type, 'max') x = ifMaximum; elseif strcmp(type, 'min') x = ifMinimum; else error('Incorrect type specified. Choose either a maximisation (max) or minimisation (min) problem.') end end