Basic Apaches Commons Math implementation of the simplex method for solving linear programming problems. We use the canonical representation, and seek to pick vector x such that c.x is minimized within the constraints that Ax <= b and each entry of x is non-negative, where c and b are vectors of doubles and A is a matrix of doubles. The algorithim is called as apply(c,A,b,i), where i is the maximum number of iterations the algorithm is allowed to run. Read more at http://en.wikipedia.org/wiki/Linear_programming.