Sunday, June 21, 2009

Simplex method description

A comment led me to visit Section has an interesting statement about the Simplex method:

Simplex turns all constraints and data into a big equation, which it transmutes into a mathematical function without local optima. It then finds an optimal solution to the planning problem by finding an optima of that mathematical function.

If the word Simplex was missing I would not recognize this is about the Simplex method. One big equation? (No word about not being suited to handle discrete variables).

The branch&bound section is also interesting. No mention about the unique feature that it provides bounds and hence an indication of the quality of the solution.