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LP random problem generator
Generates random data for an LP problem in standard form.
2024.Nov.25 05:54:34
Constraints, m Number of constraints, all of the '≤' type. •
Struct. var.s, 'nvar' Number of (non-negative) structural variables. •
vL, vU Lower and upper bounds for random values. •
.Seed Seed for RNG (iff ≥ 1, repeatable). •

Generates random data for a Linear Programming problem. The data are c, A and b, such that, as usual, the problem will be [max|min] z = cTx subject to Axb. These data are meant to fit the revised simplex plate.

Only the case amenable to the (simple) standard form is considered, i.e., containing only slack variables and no artificial variables. The necessary identity sub-matrix is produced. Also, b will be converted to |b|, to avoid any negative generated values (which would lead to the need of artificials).

Examples: (a) with seed = 7531, z* = 45.25, in 8 iterations; (b) with (-100, +100) and seed = 7531, z = 3896.2 after 12 iterations and becomes unbounded.

References: Plate: LP_generator

• Wikipedia: Revised simplex method

• Google: "revised simplex method" (Unicode arrows)

• 1835-03-24: Stefan, Josef (1893-01-07)   (1538-03-25 Christopher Clavius, Pedro Nunes' student).

 
 
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Created: 2015-03-25 — Last modified: 2015-03-25