LPSUB - A Fortran Subroutine for Solving Any Standard Linear Programming Problem of a Size Compatible with the Computer Being Used

摘要

LPSUB is a subroutine for solving standard linear programming problems. It uses the revised simplex method, and thus yields the answers to both the primal and dual problems. Slack and artificial variables are set up within the subroutine. By changing the dimensioning values in the dimension statement and the value of the largest real number the computer can handle, the subroutine can be used on any sized computer using FORTRAN IV to solve a problem with any number of constraints or variables compatible with computer size. The subroutine contains complete printouts of the initial tableau and the tableau of each iteration, but these can easily be removed for routine use, and the running time greatly reduced. (Author)