The own mathematical programming solver, Search Optimal Points Solver.
I would like to develop my own mathematical programming solver. For implementing issue, I used C++ with Eigen Library to do complicate linear algebra more efficient.
The ultimate goal is to build a geneal MIP Solver.
In current stage, only include "primal simplex method" & "dual simplex method" After finishing "barrier method" & "network simlex method", I will move on to implement "The Wolfes' simplex method" for solving quadratic programs.
During the developing, I still study some classical textbook to strengthen my professional knowledge about discrete & combinatorial opitmization.
- Eigen3+
git clone https://gitlab.com/libeigen/eigen.git
cd eigen
mkdir build
cd build
cmake ..
sudo make install
sudo cp -r /usr/local/include/eigen3/Eigen usr/local/include./run.sh