Optimization::LP_InteriorPoint Struct Reference

Solves a general LP using LP_InteriorPointSolver. More...

#include <LP_InteriorPoint.h>

Public Member Functions
bool	Set (const LinearProgram &lp)
LP_InteriorPointSolver::Result	Solve ()
void	SetObjective (const Vector &c)
void	SetInitialPoint (const Vector &xinit)
void	GetInitialPoint (Vector &xinit) const
void	GetOptimum (Vector &xopt) const
void	SetObjectiveBreak (double val)

Public Attributes
Vector	x0
Matrix	N
Real	foffset
LP_InteriorPointSolver	solver

Detailed Description

Solves a general LP using LP_InteriorPointSolver.

Transforms the original LP into one in the reduced form.

1. Decompose equality constraints Aeq*x = beq into x = x0 + N*y.
2. Transform the remaining LP to optimize y using eq 1).
3. If maximize, set the negative objective.

---

The documentation for this struct was generated from the following files:

• LP_InteriorPoint.h
• LP_InteriorPoint.cpp