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Has anyone heard of the simplex algorithm? Essentially it is the most efficient optimisation algorithm in linear programming for any number of variables and constraints. For those who are not familiar with simplex, click here. I have been wondering as to the best way to translate this into code for a VB6 application. Any ideas?
Look at Numerical Recipes.
Chapter 10 has the code in C or Fortran, depending on your proclivities. It's not too difficult to translate to VB.
This link has an Excel add-in that contains VB code for simplex. The add-in is called 'Didactic Optimization Tool for EXCEL'.
http://digilander.libero.it/foxes/SoftwareDownload.htm
Edit: may not be what you want. This one uses Nelder-Mead Downhill-Simplex for unconstrained problems.