Resource Links:
http://www.elsevier.com/authored_subject_sections/S03/Anniversary/EJOR_free1.pdf
http://lpsolve.sourceforge.net/5.0/CPLEX-format.htm (Syntax Rules of LP File Format)
http://code.google.com/p/cpplex/source/browse/trunk/simplex/#simplex%253Fstate%253Dclosed
Amir and Michael Posted three programs
- recursive.cpp
- appoint.cpp
- simplex_exp.cpp
we will focus on appoint and simplex_exp for our project of developing a fast approach for calculating simplex algorithims
Application of Parallel computing in Simplex method
- The first step is to find and use a reliable source code for simplex algorthim, in order to use it for linear programming problems. SoPlex is one the famous and reliable Open source LP Solvers in C++ Language. http://soplex.zib.de/
(Since SoPlex source code is so complicated to modify in order to use it as a DEA solver, we decided to you the opensource from http://code.google.com/p/cpplex/source/browse/trunk/simplex/#simplex%253Fstate%253Dclosed) - Next step is to learn how to work with Soplex. The following link shows an example of using SoPlex: http://disopt.epfl.ch/files/content/sites/disopt/files/shared/OptInFinance09/zimplfaq.pdf
- After that, we are trying to understand the Revised Simplex method which is used by SoPlex and we will see how to modify it to solve a simple Multi-Criteria Decision Making problem with using DEA method. Because DEA method has various models and it has been developed and expanded so much since 1980's, we will work on Input Oriented CCR model as a starting point.