simplex method

    An algorithm for solving the classical linear
   programming problem; developed by George B. Dantzig in 1947.

   The simplex method is an iterative procedure, solving a
   system of linear equations in each of its steps, and
   stopping when either the optimum is reached, or the solution
   proves infeasible.  The basic method remained pretty much the
   same over the years, though there were many refinements
   targeted at improving performance (eg. using sparse matrix
   techniques), numerical accuracy and stability, as well as
   solving special classes of problems, such as mixed-integer
   programming.

   (2003-07-09)