On 2013-09-02 09:06, Oscar Benjamin wrote:
On Sep 2, 2013 2:31 AM, "Tommy Vee" <xx...@xxxxxx.xxx> wrote: > > Anyone know where I can get an easy to use Python class or algorithm for the Simplex optimization algorithm? I've tried the one in the link below, but I can't figure out if a) I'm using it properly, or b) where to get the solution. BTW, I tried some test scenarios using MS Excel's "Solver" and just can't get this algorithm to match Excel's results (which is spot on). > > http://taw9.hubpages.com/hub/Simplex-Algorithm-in-Python > > BTW, if I can't something to work, I'm going to be forced to use the VBA programmatic Excel interface. That wouldn't be too bad, but the data comes from a DB and getting it properly positioned to use Excel's "Solver" is very painful. A Python approach would be much cleaner. Are you able to use scipy? It has the simplex algorithm (among many others) in its optimize module: http://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html
Careful. Confusingly, there are two optimization algorithms known as "the simplex algorithm". The one the OP wants is for solving a linear programming problem (minimize a linear combination of variables subject to linear inequality constraints). The simplex algorithm that scipy implements is more properly termed "the Nelder-Mead simplex algorithm" for unconstrained local nonlinear minimization problems without derivative information.
-- Robert Kern "I have come to believe that the whole world is an enigma, a harmless enigma that is made terrible by our own mad attempt to interpret it as though it had an underlying truth." -- Umberto Eco -- http://mail.python.org/mailman/listinfo/python-list
