A simple implementation of the simplex algorithm, used for solving linear programming problems. One known issue of this implementation is that it doesn't give a proper solution to problems where the origin is outside of the feasable region.
For more information visit: http://blog.bolner.hu/2012/08/22/simplex/
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Install g++ and the Eigen library
apt-get install g++ libeigen3-dev libeigen3-doc -
Change to the project library and compile
cd /path/to/the/project/library g++ -std=c++11 -I /usr/include/eigen3/ *.cpp -o simplex.exe