Simplex-Method-Python-example

This is my project Linear Programming Course make by FPT University. I use python code to slove some Linear Programming Problem.

Part 1: Simplex Method for Linear Program (LP)

• Generate input matrices of a standard linear program in matrix from
• Write a code to solve the generated LP using to phase simplex method in matrix form
• Solve the genarated LP by a tool such as CVX, Cplex, ...
• Repeat (1)-(3) one hundred timnes and compare the mean and standard deviation of running time of your code with those of the chosen tool.

Part 2: Game theory

• Slove example: Players A and B each pick a number between 1 and 100. The game is a draw if both players pick the same number. Otherwise, the player who picks the smaller number wins unless that smaller number is one less than the opponent’s number, in which case the opponent wins. Find the optimal strategy for this game.

Part 3: Integer Programming (Branch-and-Bound)

• Generate input matrices of a standard linear program in matrix from (generate interger matrix)
• Write a code to solve the Branch-and-Bound.
• Solve the generated LP by a tool such as CVX, Cplex, ... to check your code. (slove by PuLP)
• Repeat (1)-(3) one hundred timnes and compare the mean and standard deviation of running time of your code with those of the chosen tool.