Another version of simplex.m
The use of a tolerance for the two sign tests makes a big difference in robustness for larger LP problems. The new version of simplex.m seems to work correctly in all test examples I've run, including linear L1 regression with up to 1000 points.
Publisert 11. mars 2020 13:07
- Sist endret 11. mars 2020 13:07