scipy/scipy — pull request #218 by pv (2012-05-19 21:37:14+00:00)
Title: Pure-Python implementation of linear programming simplex method

Rescued and polished up a bit from http://projects.scipy.org/scipy/ticket/1252

There are some comments on the Trac --- Dmitrey criticizes the performance, and then there's a second comment on the algorithm failing on deficit rank matrices. So, I'm not sure exactly what to do with this, but here's at least a PR.

------------

A pure Python implementation of the simplex method (LP, NOT Nelder-Mead)

While slower than compiled implementations such as GLPK, the submitted code is easy to integrate in Scipy and comes under a MIT license. It uses the two-phase simplex method to find the array x that minimizes dot(c,x) subject to dot(A,x) = b.