engri-1101 / gilp

A Python package for visualizing the geometry of linear programs.
https://gilp.henryrobbins.com
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ENH: Max-out-in pivot rule #13

Open henryrobbins opened 10 months ago

henryrobbins commented 10 months ago

There are several Simplex pivot rules, and GILP only implements a select few. One pivot rule that is yet to be implemented is max-in-out. I recommend reading the paper to learn more. The majority of pivot rule logic currently lives within the _simplex_iteration function here. You will need to add max-out-in to the list of available pivot rules here. It could also be helpful to refactor the code to decouple pivot rule logic and/or add an example using this pivot rule to the documentation.