|Re: [eigen] Simplex solver|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Simplex solver
- From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
- Date: Mon, 27 Aug 2012 15:51:50 +0200
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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:
> 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:
Store the transpositions into a Transpositions<>
that you apply to matrices or vectors, and also convert it into a
The file Eigen/src/LU/PartialPivLU.cpp is a good example.
Please keep us informed on your progress, and feel free to ask questions.
> 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