[eigen] Simplex solver

[Tamas Bolner <bolner@xxxxxxxxxxx>]

Hi,

I plan to implement a simplex solver over Eigen, and I would have some questions:

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)
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?

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