Create optimization folder

[imengus]

Feature description

I have implemented the simplex algorithm in Python, but I can’t find the appropriate category to place it in.

The simplex algorithm finds the best value of a function, while restricted by inequality constraints. It enters the linear programming sub-field of mathematical optimisation.

Other linear programming algorithms include the:

• Criss-cross,
• Ellipsoid,
• Projective, and
• Input sparsity time
  algorithms.

I considered putting simplex in other, math, and machine learning:

For other, mathematical optimisation is an organised discipline and has many algorithms which could be implemented in Python, deserving its own folder.

For math, it is too applied to fit in with the pure math algorithms there.

For machine learning, while simplex finds use in ML, so it does in operations research, engineering and physics. It would be false to say simplex is an ML algorithm.

[CaedenPH]

@cclauss @dhruvmanila
What are your opinions on the creation of this directory?

[cclauss]

Let's go with linear_programming. Thanks.