Mathematical programming problems

Python and C++ solutions for some of the mathematical programming problems.

Optimization methods

Convex programming

• Linear programming
  • Simplex algorithm
  • Transportation problem

Quadratic programming

• Algorithm

Stochastic optimization

• Simulated annealing (travelling salesman problem)

Operations research

Shortest path problem

• Dijkstra`s algorithm (O(n+m)*log(n))

Max flow problem

• Dinic`s algorithm (accepted)
• Edmonds karp`s algorithm (not accepted)

Min cost - max flow problem

• A* (Dijkstra with potentials)

Max length(cost) path in DAG

• Topological sort solution

Travelling salesman problem

• Dynamic programming solution
• Simulated annealing soultion