MCL261 Exercise 4: due 11:59 PM on Friday, November 18, on Moo-

dle
Total marks: 10

Submission Instructions
Submit the code on Moodle in a zip file. A submission link on Moodle will be
created shortly. The zip file must contain a single Python script (no Jupyter
notebooks). Your script must provide the answer to the question upon execu-
tion; therefore, ensure that output is presented in a readable format.

The script must be easy to read: all variables and key quantities of interest must
be clearly named, all computations must be commented, all assumptions must be
very clearly stated, and finally, you may even add a short (commented) explana-
tion of your approach to the problem at the beginning of the script. File naming
conventions: EntryNum Name MCL261Assignment4.zip (with the script
inside named as EntryNum Name MCL261Assignment4.py. Submissions
that do not follow the above convention will not under any circumstances be
entertained.

1. (10 marks) Write Python code to implement the simplex method. You may
choose to implement the “revised simplex” method (preferably as described in
the textbook Linear and Nonlinear Optimization by Griva, Nash and Sofer) or
the “tableau method”. Either way, your code should take as input a linear
programming problem in standard form (min cT x s.t. Ax = b, x ≥ 0, and
where b > 0), and provide as output the optimal solution. Your code should
take as input (supplied by the user) c, A and b. You can assume that all LP
problems your code will solve have m (assuming A is an mxn matrix) slack
variables so that you have an easy choice for the initial bf s. Your code should
solve problems of size up to n ≤ 6.

You do not have to check for unboundedness or degeneracy, but you will have to
check for multiple solutions (you do not have to identify all vertices associated
with the set of optimal solutions, just the first one you encounter will do, but
you will have to print a statement saying this LP has multiple solutions). If the
problem has multiple solutions, print ”This LP has multiple optimal solutions”;
else, print ”This LP has a unique optimal solution”.

Write the code such that the user can input c, A and b in Python list format (i.e.,
don’t prompt the user to enter these matrices elementwise). For example, c can
be input as a list of the form [c1 , c2 , ..., cn ] and A can be entered as a list of lists,
with each list representing a row (e.g., A = [[a11 , a12 , ..., a1n ], .., [am1 , .., amn ]]).

Important. Print the output in the following format.

Line 1: ”The optimal objective function value is <print value>”

Line 2: ”The optimal solution is <print list with n variable values>”

1
Example output for Line 2:
”The optimal solution is [1, 2, 3, 4, 5]”
Line 3: Statement as described above reg. multiple solutions.

We will penalize your submission heavily if the input and output formats are
not easily understandable.