This package uses the simplex method to solve the linear programming problem
subject to the constraints
The variables , , if any, are free (have no bounds). Full advantage is taken of any zero coeﬃcients . The inequalities must hold. Special values and may be used in (1) to remove one or both bounds.
To accommodate roundoﬀ, all variables are permitted to lie slightly outside their bounds.
Precision: At least 8-byte arithmetic is recommended.