Commit Graph

3 Commits

Author SHA1 Message Date
Alex Leontiev
b216c0940c Created skeleton for simplex method.
Added LPSolver class together with two nested classes: LPFunction and
LPConstraints. These represent function to be maximized and constraints
imposed respectively. They are implementations of interfaces Function
and Constraints respectively (latter ones are nested classes of Solver
interface, which is generic interface for all optimization algorithms to
be implemented within this project).

The next step is to implement the simplex algorithm! First, we shall
implement it for the case of constraints of the form Ax<=b and x>=0.
Then, we shall extend the sets of problems that can be handled by the
conversion to the one we've handled already. Finally, we shale
concentrate on numerical stability and efficiency.
2013-06-24 20:27:11 +03:00
Alex Leontiev
f41b8b90ff Blank module and first draft of solver API.
At this point we have a skeleton of a new module (optim) which can
barely compile properly (unlike previous commit). Besides, there is a
first draft of solver and lpsolver (linear optimization solver) in this
commit.
2013-06-20 14:54:09 +03:00
Alex Leontiev
f2afe64521 Starting implement simplex algorithm. 2013-06-17 18:16:30 +03:00