Re: [eigen] Simplex solver

[Tamas Bolner <bolner@xxxxxxxxxxx>]

Hi Gael,

thanks for the reply. I've finished it already: 
http://blog.bolner.hu/2012/08/22/simplex/
But I came to the conclusion that for the future it will be wiser to use 
some existing mature implementations, and just connect them with the 
data structures of Eigen :) (although I've put it under GPL, so use it 
freely)
And thanks for the quadratic solver, I'll check it on the weekend. What 
I've made is only a special case of that.

Oh and the expressions like:
m1 = m2 < 0;
supposed to work only with arrays? (It did not work with matrices in 
Visual Studio 2008/2010.) If yes, then I might add some feature requests :)

cheers,
Tamas


On 2012-08-27 15:51, Gael Guennebaud wrote:
> Hi Tamas,
>
> sorry for the late  reply.
>
> > 1. Does Eigen (or an extension) have a built-in simplex solver, or any
> > linear programming-related functionality? Or, is any open source
> > implementation available? (I did some google searches, and found none)
> Note really what you're looking for, but somewhat related, I've
> quickly adapted a quadradic solver there:
>
> https://dl.dropbox.com/u/260133/QuadProg/eiquadprog.hpp
>
> > 2. Does Eigen have method for a single pivot operation? Like:
> > M.pivotOperation(2, 3); If not, then would row-level operations give the
> > best performance?
> You can swap columns or rows:
>
> M.row(i).swap(M.row(j));
> M.col(i).swap(M.col(j));
>
> Store the transpositions into a Transpositions<>
> (http://eigen.tuxfamily.org/dox-devel/classEigen_1_1Transpositions.html)
> that you apply to matrices or vectors, and also convert it into a
> PermutationMatrix<>
> (http://eigen.tuxfamily.org/dox-devel/classEigen_1_1PermutationMatrix.html).
>   The file Eigen/src/LU/PartialPivLU.cpp is a good example.
>
> Please keep us informed on your progress, and feel free to ask questions.
>
> Best,
> Gael.
>
> > And I have to mention that I discovered Eigen some weeks ago, and I liked it
> > immediately :) It has a really nice API.
> >
> > Thank you for your answers,
> > Tamas Bolner