Editing Simplex algorithm (section)

{{Short description|Algorithm for linear programming}}
{{about|the linear programming algorithm|the non-linear optimization heuristic|Nelder–Mead method}}
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In [[optimization (mathematics)|mathematical optimization]], [[George Dantzig|Dantzig]]'s '''simplex algorithm''' (or '''simplex method''') is a popular [[algorithm]] for [[linear programming]].<ref name="Murty">{{cite book |last=Murty |first=Katta G. |author-link=Katta G. Murty |year=2000 |title=Linear programming |publisher=John Wiley & Sons |url=http://www.computer.org/csdl/mags/cs/2000/01/c1022.html}}</ref>

The name of the algorithm is derived from the concept of a [[simplex]] and was suggested by [[Theodore Motzkin|T. S. Motzkin]].<ref name="Murty22" >{{harvtxt|Murty|1983|loc=Comment 2.2}}</ref> Simplices are not actually used in the method, but one interpretation of it is that it operates on simplicial ''[[cone (geometry)|cone]]s'', and these become proper simplices with an additional constraint.<ref name="Murty39">{{harvtxt|Murty|1983|loc=Note 3.9}}</ref><ref name="StoneTovey">{{cite journal|last1=Stone|first1=Richard E.|last2=Tovey|first2=Craig A.|title=The simplex and projective scaling algorithms as iteratively reweighted least squares methods|journal=SIAM Review|volume=33|year=1991|issue=2|pages=220–237
|mr=1124362|jstor=2031142|doi=10.1137/1033049}}</ref><ref>{{cite journal|last1=Stone|first1=Richard E.|last2=Tovey|first2=Craig A.|title=Erratum: The simplex and projective scaling algorithms as iteratively reweighted least squares methods|journal=SIAM Review|volume=33|year=1991|issue=3|pages=461|mr=1124362|doi=10.1137/1033100|jstor=2031443}}</ref><ref  name="Strang">{{cite journal|last=Strang|first=Gilbert|author-link=Gilbert Strang|title=Karmarkar's algorithm and its place in applied mathematics|journal=[[The Mathematical Intelligencer]]|date=1 June 1987|issn=0343-6993|pages=4–10|volume=9|doi=10.1007/BF03025891|mr=883185|issue=2|s2cid=123541868}}</ref> The simplicial cones in question are the corners (i.e., the neighborhoods of the vertices) of a geometric object called a [[polytope]]. The shape of this polytope is defined by the [[System of linear inequalities|constraints]] applied to the objective function.