linear programming · simplex method · maximum margin

Binary Classifier via the Simplex Method, in 2D

17 points, each labeled ±1 by which side of a hidden random line they fall on. The program solves one linear program using all of the points: maximize the signed margin ε, subject to bᵢ(w₀ + wₓxᵢ + wᵧyᵢ) ≥ ε and −1 ≤ w₀,wₓ,wᵧ ≤ 1. The displayed decision boundary follows the basic feasible solution through the iterations of the primal simplex method.

label +1 label −1 active margin constraint simplex boundary
speed

current LP solution

w = [ 0, 0, 0 ]
ε = —

step trace

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simplex pivot log