Simplex algorithm is one of the methods to solve linear programming problems.

It solves the standard form of linear programming problem: Maximizing subject to all and all .

Where:

  • c = coefficients
  • x = the variables
  • A = a rectangular matrix
  • b = constants

Simplex algorithm iteratively tests adjacent vertices all the while improving the objective function. This can also be visualized as a traversal along the edges of a polytope formed by the standard form.