A project for implementing a linear optimization solver as part of the Operations Research course. This solver uses the Simplex Method to find optimal solutions for linear programming problems.
This project is designed to be a learning-oriented implementation of the simplex algorithm, commonly used in operations research to solve linear programming problems. It aims to give students hands-on experience with algorithmic approaches to optimization, linear algebra, and the mathematical techniques underlying linear programming.
The project is developed in Rust, using nalgebra for matrix and vector operations and LAPACK for efficient linear algebra computations, providing a practical application for high-performance computing essential for solving large-scale optimization problems.