optimize: imported optimize as a subtree

optimize/convex/lp/simplexexample_test.go

@@ -0,0 +1,29 @@
+// Copyright ©2016 The gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+package lp_test
+
+import (
+	"fmt"
+	"log"
+
+	"github.com/gonum/matrix/mat64"
+	"github.com/gonum/optimize/convex/lp"
+)
+
+func ExampleSimplex() {
+	c := []float64{-1, -2, 0, 0}
+	A := mat64.NewDense(2, 4, []float64{-1, 2, 1, 0, 3, 1, 0, 1})
+	b := []float64{4, 9}
+
+	opt, x, err := lp.Simplex(c, A, b, 0, nil)
+	if err != nil {
+		log.Fatal(err)
+	}
+	fmt.Printf("opt: %v\n", opt)
+	fmt.Printf("x: %v\n", x)
+	// Output:
+	// opt: -8
+	// x: [2 3 0 0]
+}