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8000 Add simplex LP solver and portfolio optimization with new data structures by jpa99 · Pull Request #1 · jpa99/Algorithms · GitHub
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Add simplex LP solver and portfolio optimization with new data structures #1

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@jpa99 jpa99 commented Oct 12, 2025

Summary

  • add standalone implementations for a segment tree and a disjoint-set union structure with usage demos
  • implement a simplex-based linear programming solver geared toward classroom-sized optimization problems
  • add a Markowitz mean-variance portfolio optimizer and refresh optimization/data structure documentation

Testing

  • javac 'Data Structures/SegmentTree.java' 'Data Structures/DisjointSetUnion.java' Optimization/LinearProgrammingSimplex.java Optimization/MarkowitzPortfolioOptimization.java

https://chatgpt.com/codex/tasks/task_e_68e2cd30185c83328d6719994cdb6f7d

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