Path: Math/Analysis
% Simplex slack variable scaling Scales the multipliers of the slack variables in the 'a' matrix for numerical stability in the simplex solver. Note: the solution to the scaled simplex problem will produce the correct vector of parameters, but the values of the slack varibles will not be consistent with the original problem. If needed, the slack variables can be recreated with 'anorm'. The matrix 'a' should be constructed such that the slack variables are located at the end of the parameter vector 'x'. -------------------------------------------------------------------------- Form: [a_new,anorm,b_new] = SimplexScaling(a,b,nslack) -------------------------------------------------------------------------- ------ Inputs ------ a (m,n) Constraint matrix to be sent to Simplex.m b (m,1) Constraint vector to be sent to Simplex.m nslack (1,1) Number of slack variables in used in a ------- Outputs ------- a_new (m,n) Scaled constraint matrix anorm (m,1) Vector of the norms of each row in 'a' b_new (m,1) Scaled constraint vector --------------------------------------------------------------------------
Math: Linear/Mag
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