Re: [eigen] Simplex solver

[Gael Guennebaud <gael.guennebaud@xxxxxxxxx>]

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
>