Simplex implementation with A,b,c matrices

You can do it with https://github.com/JuliaSmoothOptimizers/QuadraticModels.jl. Simply specify a zero Hessian (I opened an issue to add a convenience constructor for linear optimization). We currently have interfaces to Xpress (https://github.com/JuliaSmoothOptimizers/QuadraticModelsXpress.jl), CPLEX (https://github.com/JuliaSmoothOptimizers/QuadraticModelsCPLEX.jl) and Gurobi (https://github.com/JuliaSmoothOptimizers/QuadraticModelsGurobi.jl) with more coming. Only the barrier solvers are activated for now though. It should be easy to add the option to use simplex.

For an entirely free solver that is competitive with Gurobi, you can use RipQP (https://github.com/JuliaSmoothOptimizers/RipQP.jl). It’s also an interior-point method.

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