scipy/scipy — pull request #3342 by robfalck (2014-02-18 01:32:22+00:00)
Title: Linprog

I've implemented a core linear programming routine analogous to "minimize". Currently, the method used defaults to "simplex", which uses a simple, dense-matrix-based two-phase simplex algorithm. I've tested it against a series of example cases included in the test suite, as well as some external tests (https://gist.github.com/denis-bz/8647461).

The code supports callbacks after every iteration of the simplex method, and two callback functions are included (linprog_verbose_callback and linprog_terse_callback). These may be useful for academic purposes.

All elements of the code are documented to the scipy standard and are pep8 compliant.

I welcome testing by those interested to uncover any potential problems.