simplex.hpp

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#pragma once
 
#include <Eigen/Dense>
#include <string>
#include <vector>
 
 
namespace EigenOpt {
 
namespace simplex {
 
 
 
template<class Scalar, class D1, class D2, class D3, class D4, class D5, class D6>
bool minimize(
  const Eigen::MatrixBase<D1>& f,
  const Eigen::MatrixBase<D2>& A,
  const Eigen::MatrixBase<D3>& b,
  const Eigen::MatrixBase<D4>& C,
  const Eigen::MatrixBase<D5>& d,
  Eigen::DenseBase<D6>& x,
  std::string& halt_reason,
  const Scalar& small_number,
  const Scalar& large_number=-1
);
 
 
template<class Scalar, class D1, class D2, class D3, class D4>
bool minimize(
  const Eigen::DenseBase<D1>& f,
  const Eigen::DenseBase<D2>& C,
  const Eigen::DenseBase<D3>& d,
  Eigen::DenseBase<D4>& x,
  std::string& halt_reason,
  const Scalar& small_number,
  const Scalar& large_number=-1
);
 
 
 
template<class Scalar, class D1, class D2, class D3, class D4, class D5, class D6>
bool maximize(
  const Eigen::MatrixBase<D1>& f,
  const Eigen::MatrixBase<D2>& A,
  const Eigen::MatrixBase<D3>& b,
  const Eigen::MatrixBase<D4>& C,
  const Eigen::MatrixBase<D5>& d,
  Eigen::DenseBase<D6>& x,
  std::string& halt_reason,
  const Scalar& small_number,
  const Scalar& large_number=-1
)
{
  return minimize(-f, A, b, C, d, x, halt_reason, small_number, large_number);
}
 
 
 
template<class Scalar, class D1, class D2, class D3, class D4>
inline bool maximize(
  const Eigen::DenseBase<D1>& f,
  const Eigen::DenseBase<D2>& C,
  const Eigen::DenseBase<D3>& d,
  Eigen::DenseBase<D4>& x,
  std::string& halt_reason,
  const Scalar& small_number,
  const Scalar& large_number=-1
)
{
  return minimize(-f, C, d, x, halt_reason, small_number, large_number);
}
 
 
} // simplex
 
} // EigenOpt
 
 
#include "simplex.hxx"