Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith, Simplex Algorithm for Countable-State Discounted Markov Decision Processes, Operations Research, Vol ...

New Scientist takes a look at the simplex algorithm, now over 60 years old, which is used by everyone from fruit suppliers to banks to make decisions about non-linear problems with so many ...

The mission to improve the widely used simplex-method algorithm showed instead why it works so well.

George Bernard Dantzig, a Stanford University mathematics professor for three decades whose groundbreaking Simplex Algorithm has been used by industry to find the most efficient means to ...

Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...

Termination Criteria for NLPNMS Since the Nelder-Mead simplex algorithm does not use derivatives, no termination criteria are available that are based on the gradient of the objective function. When ...

Most examples of cycling in the simplex method are given without explanation of how they were constructed. An exception is Beale's example built around the geometry of the dual simplex method in the ...