EigenOpt 1.0.0
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simplex.hxx File Reference
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Namespaces

namespace  EigenOpt
 Main namespace of this project, containing all utilities.
 
namespace  EigenOpt::simplex
 Contains functions to solve linear programming problems with the Simplex method.
 

Functions

template<class Scalar , class D1 , class D2 , class D3 , class D4 >
bool EigenOpt::simplex::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)
 Solve an inequality-constrained linear optimization problem.
 
template<class Scalar , class D1 , class D2 , class D3 , class D4 , class D5 , class D6 >
bool EigenOpt::simplex::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)
 Solve a constrained linear optimization problem.