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Open Source Computer Vision Library https://opencv.org/
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opencv/modules/optim/CMakeLists.txt

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Starting implement simplex algorithm.
12 years ago
set(the_description "Generic optimization")
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.
12 years ago
ocv_define_module(optim opencv_core)