The LinearProgramming class represents a data type for solving a linear program of the form { max cx : Ax <= b, x >= 0 }, where A is a M-by-N matrix, b is an M-length vector, and c is an N-length vector. For simplicity, we assume that A is of full rank and that b >= 0 so that x = 0 is a basic feasible soution.

The data type supplies methods for determining the optimal primal and dual solutions.

This is a bare-bones implementation of the Simplex algorithm. It uses Bland's rule to determing the entering and leaving variables. It is not suitable for use on large inputs. It is also not robust in the presence of floating-point roundoff error.