C++ Toolbox for Verified Computing I Basic Numerical Problems Copyright (c) 1995 Rolf Hammer, Matthias Hocks, Dietmar Ratz The functions RevSimplex(A,b,c) and LinOpt(A,b,c,BStart) determine the optimal solution of the linear optimization problem: Maximize z=c'*x where A*x=b and x>=0. LinOpt validates the solution and determines enclosures of the true optimal solution set. RevSimplex returns a vector with entries [x;v;z;err] where x denotes the optimal solution vector, v the optimal basic index set, which can be used as bstart for LinOpt, z the optimal value and err might contain an error message. LinOpt returns a vector [z;V;X;no;err] where z is the enclose of the optimal value, V is a matrix which no lines represent the different index vectors, X a matrix which lines represent the different solution vectors and err again is the eventual error message. >Precision(-10);A=[1 0 1 0 0;0 1 0 1 0;100 18 0 0 1]; >b=[50;200;5000];c=[50;9;0;0;0]; >S=RevSimplex(A,b,c) [[14;200;36;0;0];[1;3;2];2500;""] >LinOpt(A,b,c,S(2)) [2500;[1 2 3;1 2 4;1 3 4];[14 200 36 0 0;50 0 0 200 0;50 0 0 200 0];3;""]