Merge pull request #1108 from nailbiter:optimLP

11 years ago · 93923141d5
parent b31293c984 3013ad6624
commit 93923141d5
13 changed files with 705 additions and 0 deletions
--- a/.gitignore
+++ b/.gitignore
@ -6,3 +6,4 @@ OpenCV4Tegra/
 .sw[a-z]
 .*.swp
 tags
+build/
--- a/modules/optim/CMakeLists.txt
+++ b/modules/optim/CMakeLists.txt
@ -0,0 +1,2 @@
+set(the_description "Generic optimization")
+ocv_define_module(optim opencv_core)
--- a/modules/optim/doc/linear_programming.rst
+++ b/modules/optim/doc/linear_programming.rst
@ -0,0 +1,48 @@
+Linear Programming
+==================
+
+.. highlight:: cpp
+
+optim::solveLP
+--------------------
+Solve given (non-integer) linear programming problem using the Simplex Algorithm (Simplex Method).
+What we mean here by "linear programming problem" (or LP problem, for short) can be
+formulated as:
+
+.. math::
+    \mbox{Maximize } c\cdot x\\
+    \mbox{Subject to:}\\
+    Ax\leq b\\
+    x\geq 0
+
+Where :math:`c` is fixed *1*-by-*n* row-vector, :math:`A` is fixed *m*-by-*n* matrix, :math:`b` is fixed *m*-by-*1* column vector and
+:math:`x` is an arbitrary *n*-by-*1* column vector, which satisfies the constraints.
+
+Simplex algorithm is one of many algorithms that are designed to handle this sort of problems efficiently. Although it is not optimal in theoretical
+sense (there exist algorithms that can solve any problem written as above in polynomial type, while simplex method degenerates to exponential time
+for some special cases), it is well-studied, easy to implement and is shown to work well for real-life purposes.
+
+The particular implementation is taken almost verbatim from **Introduction to Algorithms, third edition**
+by T. H. Cormen, C. E. Leiserson, R. L. Rivest and Clifford Stein. In particular, the Bland's rule
+(`http://en.wikipedia.org/wiki/Bland%27s\_rule <http://en.wikipedia.org/wiki/Bland%27s_rule>`_) is used to prevent cycling.
+
+.. ocv:function:: int optim::solveLP(const Mat& Func, const Mat& Constr, Mat& z)
+
+    :param Func: This row-vector corresponds to :math:`c` in the LP problem formulation (see above). It should contain 32- or 64-bit floating point numbers. As a convenience, column-vector may be also submitted, in the latter case it is understood to correspond to :math:`c^T`.
+
+    :param Constr: *m*-by-*n\+1* matrix, whose rightmost column corresponds to :math:`b` in formulation above and the remaining to :math:`A`. It should containt 32- or 64-bit floating point numbers.
+
+    :param z: The solution will be returned here as a column-vector - it corresponds to :math:`c` in the formulation above. It will contain 64-bit floating point numbers.
+
+    :return: One of the return codes:
+
+::
+
+    //!the return codes for solveLP() function
+    enum
+    {
+        SOLVELP_UNBOUNDED    = -2, //problem is unbounded (target function can achieve arbitrary high values)
+        SOLVELP_UNFEASIBLE    = -1, //problem is unfeasible (there are no points that satisfy all the constraints imposed)
+        SOLVELP_SINGLE    = 0, //there is only one maximum for target function
+        SOLVELP_MULTI    = 1 //there are multiple maxima for target function - the arbitrary one is returned
+    };
--- a/modules/optim/doc/optim.rst
+++ b/modules/optim/doc/optim.rst
@ -0,0 +1,10 @@
+**************************************
+optim. Generic numerical optimization
+**************************************
+
+.. highlight:: cpp
+
+.. toctree::
+    :maxdepth: 2
+
+    linear_programming
--- a/modules/optim/include/opencv2/optim.hpp
+++ b/modules/optim/include/opencv2/optim.hpp
@ -0,0 +1,62 @@
+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+//  IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
+//
+//  By downloading, copying, installing or using the software you agree to this license.
+//  If you do not agree to this license, do not download, install,
+//  copy or use the software.
+//
+//
+//                           License Agreement
+//                For Open Source Computer Vision Library
+//
+// Copyright (C) 2000-2008, Intel Corporation, all rights reserved.
+// Copyright (C) 2008-2012, Willow Garage Inc., all rights reserved.
+// Third party copyrights are property of their respective owners.
+//
+// Redistribution and use in source and binary forms, with or without modification,
+// are permitted provided that the following conditions are met:
+//
+//   * Redistribution's of source code must retain the above copyright notice,
+//     this list of conditions and the following disclaimer.
+//
+//   * Redistribution's in binary form must reproduce the above copyright notice,
+//     this list of conditions and the following disclaimer in the documentation
+//     and/or other materials provided with the distribution.
+//
+//   * The name of the copyright holders may not be used to endorse or promote products
+//     derived from this software without specific prior written permission.
+//
+// This software is provided by the copyright holders and contributors "as is" and
+// any express or implied warranties, including, but not limited to, the implied
+// warranties of merchantability and fitness for a particular purpose are disclaimed.
+// In no event shall the Intel Corporation or contributors be liable for any direct,
+// indirect, incidental, special, exemplary, or consequential damages
+// (including, but not limited to, procurement of substitute goods or services;
+// loss of use, data, or profits; or business interruption) however caused
+// and on any theory of liability, whether in contract, strict liability,
+// or tort (including negligence or otherwise) arising in any way out of
+// the use of this software, even if advised of the possibility of such damage.
+//
+//M*/
+
+#ifndef __OPENCV_OPTIM_HPP__
+#define __OPENCV_OPTIM_HPP__
+
+#include "opencv2/core.hpp"
+
+namespace cv{namespace optim
+{
+//!the return codes for solveLP() function
+enum
+{
+    SOLVELP_UNBOUNDED    = -2, //problem is unbounded (target function can achieve arbitrary high values)
+    SOLVELP_UNFEASIBLE    = -1, //problem is unfeasible (there are no points that satisfy all the constraints imposed)
+    SOLVELP_SINGLE    = 0, //there is only one maximum for target function
+    SOLVELP_MULTI    = 1 //there are multiple maxima for target function - the arbitrary one is returned
+};
+
+CV_EXPORTS_W int solveLP(const Mat& Func, const Mat& Constr, Mat& z);
+}}// cv
+
+#endif
--- a/modules/optim/include/opencv2/optim/optim.hpp
+++ b/modules/optim/include/opencv2/optim/optim.hpp
@ -0,0 +1,48 @@
+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+//  IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
+//
+//  By downloading, copying, installing or using the software you agree to this license.
+//  If you do not agree to this license, do not download, install,
+//  copy or use the software.
+//
+//
+//                          License Agreement
+//                For Open Source Computer Vision Library
+//
+// Copyright (C) 2000-2008, Intel Corporation, all rights reserved.
+// Copyright (C) 2009, Willow Garage Inc., all rights reserved.
+// Copyright (C) 2013, OpenCV Foundation, all rights reserved.
+// Third party copyrights are property of their respective owners.
+//
+// Redistribution and use in source and binary forms, with or without modification,
+// are permitted provided that the following conditions are met:
+//
+//   * Redistribution's of source code must retain the above copyright notice,
+//     this list of conditions and the following disclaimer.
+//
+//   * Redistribution's in binary form must reproduce the above copyright notice,
+//     this list of conditions and the following disclaimer in the documentation
+//     and/or other materials provided with the distribution.
+//
+//   * The name of the copyright holders may not be used to endorse or promote products
+//     derived from this software without specific prior written permission.
+//
+// This software is provided by the copyright holders and contributors "as is" and
+// any express or implied warranties, including, but not limited to, the implied
+// warranties of merchantability and fitness for a particular purpose are disclaimed.
+// In no event shall the Intel Corporation or contributors be liable for any direct,
+// indirect, incidental, special, exemplary, or consequential damages
+// (including, but not limited to, procurement of substitute goods or services;
+// loss of use, data, or profits; or business interruption) however caused
+// and on any theory of liability, whether in contract, strict liability,
+// or tort (including negligence or otherwise) arising in any way out of
+// the use of this software, even if advised of the possibility of such damage.
+//
+//M*/
+
+#ifdef __OPENCV_BUILD
+#error this is a compatibility header which should not be used inside the OpenCV library
+#endif
+
+#include "opencv2/optim.hpp"
--- a/modules/optim/src/lpsolver.cpp
+++ b/modules/optim/src/lpsolver.cpp
@ -0,0 +1,322 @@
+#include "precomp.hpp"
+#include <climits>
+#include <algorithm>
+#include <cstdarg>
+
+namespace cv{namespace optim{
+using std::vector;
+
+#ifdef ALEX_DEBUG
+#define dprintf(x) printf x
+static void print_matrix(const Mat& x){
+    print(x);
+    printf("\n");
+}
+static void print_simplex_state(const Mat& c,const Mat& b,double v,const std::vector<int> N,const std::vector<int> B){
+    printf("\tprint simplex state\n");
+    
+    printf("v=%g\n",v);
+    
+    printf("here c goes\n");
+    print_matrix(c);
+    
+    printf("non-basic: ");
+    print(Mat(N));
+    printf("\n");
+    
+    printf("here b goes\n");
+    print_matrix(b);
+    printf("basic: ");
+    
+    print(Mat(B));
+    printf("\n");
+}
+#else
+#define dprintf(x)
+#define print_matrix(x)
+#define print_simplex_state(c,b,v,N,B)
+#endif
+
+/**Due to technical considerations, the format of input b and c is somewhat special:
+ *both b and c should be one column bigger than corresponding b and c of linear problem and the leftmost column will be used internally
+ by this procedure - it should not be cleaned before the call to procedure and may contain mess after
+ it also initializes N and B and does not make any assumptions about their init values
+ * @return SOLVELP_UNFEASIBLE if problem is unfeasible, 0 if feasible.
+*/
+static int initialize_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow);
+static inline void pivot(Mat_<double>& c,Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,int leaving_index,
+        int entering_index,vector<unsigned int>& indexToRow);
+/**@return SOLVELP_UNBOUNDED means the problem is unbdd, SOLVELP_MULTI means multiple solutions, SOLVELP_SINGLE means one solution.
+ */
+static int inner_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow);
+static void swap_columns(Mat_<double>& A,int col1,int col2);
+#define SWAP(type,a,b) {type tmp=(a);(a)=(b);(b)=tmp;}
+
+//return codes:-2 (no_sol - unbdd),-1(no_sol - unfsbl), 0(single_sol), 1(multiple_sol=>least_l2_norm)
+int solveLP(const Mat& Func, const Mat& Constr, Mat& z){
+    dprintf(("call to solveLP\n"));
+
+    //sanity check (size, type, no. of channels)
+    CV_Assert(Func.type()==CV_64FC1 || Func.type()==CV_32FC1);
+    CV_Assert(Constr.type()==CV_64FC1 || Constr.type()==CV_32FC1);
+    CV_Assert((Func.rows==1 && (Constr.cols-Func.cols==1))||
+            (Func.cols==1 && (Constr.cols-Func.rows==1)));
+
+    //copy arguments for we will shall modify them
+    Mat_<double> bigC=Mat_<double>(1,(Func.rows==1?Func.cols:Func.rows)+1),
+        bigB=Mat_<double>(Constr.rows,Constr.cols+1);
+    if(Func.rows==1){
+        Func.convertTo(bigC.colRange(1,bigC.cols),CV_64FC1);
+    }else{
+        Mat FuncT=Func.t();
+        FuncT.convertTo(bigC.colRange(1,bigC.cols),CV_64FC1);
+    }
+    Constr.convertTo(bigB.colRange(1,bigB.cols),CV_64FC1);
+    double v=0;
+    vector<int> N,B;
+    vector<unsigned int> indexToRow;
+
+    if(initialize_simplex(bigC,bigB,v,N,B,indexToRow)==SOLVELP_UNFEASIBLE){
+        return SOLVELP_UNFEASIBLE;
+    }
+    Mat_<double> c=bigC.colRange(1,bigC.cols),
+        b=bigB.colRange(1,bigB.cols);
+
+    int res=0;
+    if((res=inner_simplex(c,b,v,N,B,indexToRow))==SOLVELP_UNBOUNDED){
+        return SOLVELP_UNBOUNDED;
+    }
+
+    //return the optimal solution
+    z.create(c.cols,1,CV_64FC1);
+    MatIterator_<double> it=z.begin<double>();
+    for(int i=1;i<=c.cols;i++,it++){
+        if(indexToRow[i]<N.size()){
+            *it=0;
+        }else{
+            *it=b.at<double>(indexToRow[i]-N.size(),b.cols-1);
+        }
+    }
+
+    return res;
+}
+
+static int initialize_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow){
+    N.resize(c.cols);
+    N[0]=0;
+    for (std::vector<int>::iterator it = N.begin()+1 ; it != N.end(); ++it){
+        *it=it[-1]+1;
+    }
+    B.resize(b.rows);
+    B[0]=N.size();
+    for (std::vector<int>::iterator it = B.begin()+1 ; it != B.end(); ++it){
+        *it=it[-1]+1;
+    }
+    indexToRow.resize(c.cols+b.rows);
+    indexToRow[0]=0;
+    for (std::vector<unsigned int>::iterator it = indexToRow.begin()+1 ; it != indexToRow.end(); ++it){
+        *it=it[-1]+1;
+    }
+    v=0;
+
+    int k=0;
+    {
+        double min=DBL_MAX;
+        for(int i=0;i<b.rows;i++){
+            if(b(i,b.cols-1)<min){
+                min=b(i,b.cols-1);
+                k=i;
+            }
+        }
+    }
+
+    if(b(k,b.cols-1)>=0){
+        N.erase(N.begin());
+        for (std::vector<unsigned int>::iterator it = indexToRow.begin()+1 ; it != indexToRow.end(); ++it){
+            --(*it);
+        }
+        return 0;
+    }
+
+    Mat_<double> old_c=c.clone();
+    c=0;
+    c(0,0)=-1;
+    for(int i=0;i<b.rows;i++){
+        b(i,0)=-1;
+    }
+
+    print_simplex_state(c,b,v,N,B);
+
+    dprintf(("\tWE MAKE PIVOT\n"));
+    pivot(c,b,v,N,B,k,0,indexToRow);
+
+    print_simplex_state(c,b,v,N,B);
+
+    inner_simplex(c,b,v,N,B,indexToRow);
+
+    dprintf(("\tAFTER INNER_SIMPLEX\n"));
+    print_simplex_state(c,b,v,N,B);
+
+    if(indexToRow[0]>=N.size()){
+        int iterator_offset=indexToRow[0]-N.size();
+        if(b(iterator_offset,b.cols-1)>0){
+            return SOLVELP_UNFEASIBLE;
+        }
+        pivot(c,b,v,N,B,iterator_offset,0,indexToRow);
+    }
+
+    vector<int>::iterator iterator;
+    {
+        int iterator_offset=indexToRow[0];
+        iterator=N.begin()+iterator_offset;
+        std::iter_swap(iterator,N.begin());
+        SWAP(int,indexToRow[*iterator],indexToRow[0]);
+        swap_columns(c,iterator_offset,0);
+        swap_columns(b,iterator_offset,0);
+    }
+
+    dprintf(("after swaps\n"));
+    print_simplex_state(c,b,v,N,B);
+
+    //start from 1, because we ignore x_0
+    c=0;
+    v=0;
+    for(int I=1;I<old_c.cols;I++){
+        if(indexToRow[I]<N.size()){
+            dprintf(("I=%d from nonbasic\n",I));
+            int iterator_offset=indexToRow[I];
+            c(0,iterator_offset)+=old_c(0,I);     
+            print_matrix(c);
+        }else{
+            dprintf(("I=%d from basic\n",I));
+            int iterator_offset=indexToRow[I]-N.size();
+            c-=old_c(0,I)*b.row(iterator_offset).colRange(0,b.cols-1);
+            v+=old_c(0,I)*b(iterator_offset,b.cols-1);
+            print_matrix(c);
+        }
+    }
+
+    dprintf(("after restore\n"));
+    print_simplex_state(c,b,v,N,B);
+
+    N.erase(N.begin());
+    for (std::vector<unsigned int>::iterator it = indexToRow.begin()+1 ; it != indexToRow.end(); ++it){
+        --(*it);
+    }
+    return 0;
+}
+
+static int inner_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow){
+    int count=0;
+    for(;;){
+        dprintf(("iteration #%d\n",count));
+        count++;
+
+        static MatIterator_<double> pos_ptr;
+        int e=-1,pos_ctr=0,min_var=INT_MAX;
+        bool all_nonzero=true;
+        for(pos_ptr=c.begin();pos_ptr!=c.end();pos_ptr++,pos_ctr++){
+            if(*pos_ptr==0){
+                all_nonzero=false;
+            }
+            if(*pos_ptr>0){
+                if(N[pos_ctr]<min_var){
+                    e=pos_ctr;
+                    min_var=N[pos_ctr];
+                }
+            }
+        }
+        if(e==-1){
+            dprintf(("hello from e==-1\n"));
+            print_matrix(c);
+            if(all_nonzero==true){
+                return SOLVELP_SINGLE;
+            }else{
+                return SOLVELP_MULTI;
+            }
+        }
+
+        int l=-1;
+        min_var=INT_MAX;
+        double min=DBL_MAX;
+        int row_it=0;
+        MatIterator_<double> min_row_ptr=b.begin();
+        for(MatIterator_<double> it=b.begin();it!=b.end();it+=b.cols,row_it++){
+            double myite=0;
+            //check constraints, select the tightest one, reinforcing Bland's rule
+            if((myite=it[e])>0){
+                double val=it[b.cols-1]/myite;
+                if(val<min || (val==min && B[row_it]<min_var)){
+                    min_var=B[row_it];
+                    min_row_ptr=it;
+                    min=val;
+                    l=row_it;
+                }
+            }
+        }
+        if(l==-1){
+            return SOLVELP_UNBOUNDED;
+        }
+        dprintf(("the tightest constraint is in row %d with %g\n",l,min));
+
+        pivot(c,b,v,N,B,l,e,indexToRow);
+
+        dprintf(("objective, v=%g\n",v));
+        print_matrix(c);
+        dprintf(("constraints\n"));
+        print_matrix(b);
+        dprintf(("non-basic: "));
+        print_matrix(Mat(N));
+        dprintf(("basic: "));
+        print_matrix(Mat(B));
+    }
+}
+
+static inline void pivot(Mat_<double>& c,Mat_<double>& b,double& v,vector<int>& N,vector<int>& B, 
+        int leaving_index,int entering_index,vector<unsigned int>& indexToRow){
+    double Coef=b(leaving_index,entering_index);
+    for(int i=0;i<b.cols;i++){
+        if(i==entering_index){
+            b(leaving_index,i)=1/Coef;
+        }else{
+            b(leaving_index,i)/=Coef;
+        }
+    }
+
+    for(int i=0;i<b.rows;i++){
+        if(i!=leaving_index){
+            double coef=b(i,entering_index);
+            for(int j=0;j<b.cols;j++){
+                if(j==entering_index){
+                    b(i,j)=-coef*b(leaving_index,j);
+                }else{
+                    b(i,j)-=(coef*b(leaving_index,j));
+                }
+            }
+        }
+    }
+
+    //objective function
+    Coef=c(0,entering_index);
+    for(int i=0;i<(b.cols-1);i++){
+        if(i==entering_index){
+            c(0,i)=-Coef*b(leaving_index,i);
+        }else{
+            c(0,i)-=Coef*b(leaving_index,i);
+        }
+    }
+    dprintf(("v was %g\n",v));
+    v+=Coef*b(leaving_index,b.cols-1);
+    
+    SWAP(int,N[entering_index],B[leaving_index]);
+    SWAP(int,indexToRow[N[entering_index]],indexToRow[B[leaving_index]]);
+}
+
+static inline void swap_columns(Mat_<double>& A,int col1,int col2){
+    for(int i=0;i<A.rows;i++){
+        double tmp=A(i,col1);
+        A(i,col1)=A(i,col2);
+        A(i,col2)=tmp;
+    }
+}
+}}
--- a/modules/optim/src/precomp.cpp
+++ b/modules/optim/src/precomp.cpp
@ -0,0 +1,44 @@
+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+//  IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
+//
+//  By downloading, copying, installing or using the software you agree to this license.
+//  If you do not agree to this license, do not download, install,
+//  copy or use the software.
+//
+//
+//                        Intel License Agreement
+//                For Open Source Computer Vision Library
+//
+// Copyright (C) 2000, Intel Corporation, all rights reserved.
+// Third party copyrights are property of their respective owners.
+//
+// Redistribution and use in source and binary forms, with or without modification,
+// are permitted provided that the following conditions are met:
+//
+//   * Redistribution's of source code must retain the above copyright notice,
+//     this list of conditions and the following disclaimer.
+//
+//   * Redistribution's in binary form must reproduce the above copyright notice,
+//     this list of conditions and the following disclaimer in the documentation
+//     and/or other materials provided with the distribution.
+//
+//   * The name of Intel Corporation may not be used to endorse or promote products
+//     derived from this software without specific prior written permission.
+//
+// This software is provided by the copyright holders and contributors "as is" and
+// any express or implied warranties, including, but not limited to, the implied
+// warranties of merchantability and fitness for a particular purpose are disclaimed.
+// In no event shall the Intel Corporation or contributors be liable for any direct,
+// indirect, incidental, special, exemplary, or consequential damages
+// (including, but not limited to, procurement of substitute goods or services;
+// loss of use, data, or profits; or business interruption) however caused
+// and on any theory of liability, whether in contract, strict liability,
+// or tort (including negligence or otherwise) arising in any way out of
+// the use of this software, even if advised of the possibility of such damage.
+//
+//M*/
+
+#include "precomp.hpp"
+
+/* End of file. */
--- a/modules/optim/src/precomp.hpp
+++ b/modules/optim/src/precomp.hpp
@ -0,0 +1,48 @@
+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+//  IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
+//
+//  By downloading, copying, installing or using the software you agree to this license.
+//  If you do not agree to this license, do not download, install,
+//  copy or use the software.
+//
+//
+//                          License Agreement
+//                For Open Source Computer Vision Library
+//
+// Copyright (C) 2000-2008, Intel Corporation, all rights reserved.
+// Copyright (C) 2009, Willow Garage Inc., all rights reserved.
+// Third party copyrights are property of their respective owners.
+//
+// Redistribution and use in source and binary forms, with or without modification,
+// are permitted provided that the following conditions are met:
+//
+//   * Redistribution's of source code must retain the above copyright notice,
+//     this list of conditions and the following disclaimer.
+//
+//   * Redistribution's in binary form must reproduce the above copyright notice,
+//     this list of conditions and the following disclaimer in the documentation
+//     and/or other materials provided with the distribution.
+//
+//   * The name of the copyright holders may not be used to endorse or promote products
+//     derived from this software without specific prior written permission.
+//
+// This software is provided by the copyright holders and contributors "as is" and
+// any express or implied warranties, including, but not limited to, the implied
+// warranties of merchantability and fitness for a particular purpose are disclaimed.
+// In no event shall the Intel Corporation or contributors be liable for any direct,
+// indirect, incidental, special, exemplary, or consequential damages
+// (including, but not limited to, procurement of substitute goods or services;
+// loss of use, data, or profits; or business interruption) however caused
+// and on any theory of liability, whether in contract, strict liability,
+// or tort (including negligence or otherwise) arising in any way out of
+// the use of this software, even if advised of the possibility of such damage.
+//
+//M*/
+
+#ifndef __OPENCV_PRECOMP_H__
+#define __OPENCV_PRECOMP_H__
+
+#include "opencv2/optim.hpp"
+
+#endif
--- a/modules/optim/test/test_lpsolver.cpp
+++ b/modules/optim/test/test_lpsolver.cpp
@ -0,0 +1,101 @@
+#include "test_precomp.hpp"
+#include <iostream>
+
+TEST(Optim_LpSolver, regression_basic){
+    cv::Mat A,B,z,etalon_z;
+
+#if 1
+    //cormen's example #1
+    A=(cv::Mat_<double>(3,1)<<3,1,2);
+    B=(cv::Mat_<double>(3,4)<<1,1,3,30,2,2,5,24,4,1,2,36);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    cv::optim::solveLP(A,B,z);
+    std::cout<<"here z goes\n"<<z<<"\n";
+    etalon_z=(cv::Mat_<double>(3,1)<<8,4,0);
+    ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
+#endif
+
+#if 1
+    //cormen's example #2
+    A=(cv::Mat_<double>(1,2)<<18,12.5);
+    B=(cv::Mat_<double>(3,3)<<1,1,20,1,0,20,0,1,16);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    cv::optim::solveLP(A,B,z);
+    std::cout<<"here z goes\n"<<z<<"\n";
+    etalon_z=(cv::Mat_<double>(2,1)<<20,0);
+    ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
+#endif
+
+#if 1
+    //cormen's example #3
+    A=(cv::Mat_<double>(1,2)<<5,-3);
+    B=(cv::Mat_<double>(2,3)<<1,-1,1,2,1,2);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    cv::optim::solveLP(A,B,z);
+    std::cout<<"here z goes\n"<<z<<"\n";
+    etalon_z=(cv::Mat_<double>(2,1)<<1,0);
+    ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
+#endif
+}
+
+TEST(Optim_LpSolver, regression_init_unfeasible){
+    cv::Mat A,B,z,etalon_z;
+
+#if 1
+    //cormen's example #4 - unfeasible
+    A=(cv::Mat_<double>(1,3)<<-1,-1,-1);
+    B=(cv::Mat_<double>(2,4)<<-2,-7.5,-3,-10000,-20,-5,-10,-30000);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    cv::optim::solveLP(A,B,z);
+    std::cout<<"here z goes\n"<<z<<"\n";
+    etalon_z=(cv::Mat_<double>(3,1)<<1250,1000,0);
+    ASSERT_EQ(cv::countNonZero(z!=etalon_z),0);
+#endif
+}
+
+TEST(Optim_LpSolver, regression_absolutely_unfeasible){
+    cv::Mat A,B,z,etalon_z;
+
+#if 1
+    //trivial absolutely unfeasible example
+    A=(cv::Mat_<double>(1,1)<<1);
+    B=(cv::Mat_<double>(2,2)<<1,-1);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    int res=cv::optim::solveLP(A,B,z);
+    ASSERT_EQ(res,-1);
+#endif
+}
+
+TEST(Optim_LpSolver, regression_multiple_solutions){
+    cv::Mat A,B,z,etalon_z;
+
+#if 1
+    //trivial example with multiple solutions
+    A=(cv::Mat_<double>(2,1)<<1,1);
+    B=(cv::Mat_<double>(1,3)<<1,1,1);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    int res=cv::optim::solveLP(A,B,z);
+    printf("res=%d\n",res);
+    printf("scalar %g\n",z.dot(A));
+    std::cout<<"here z goes\n"<<z<<"\n";
+    ASSERT_EQ(res,1);
+    ASSERT_EQ(z.dot(A),1);
+#endif
+}
+
+TEST(Optim_LpSolver, regression_cycling){
+    cv::Mat A,B,z,etalon_z;
+
+#if 1
+    //example with cycling from http://people.orie.cornell.edu/miketodd/or630/SimplexCyclingExample.pdf
+    A=(cv::Mat_<double>(4,1)<<10,-57,-9,-24);
+    B=(cv::Mat_<double>(3,5)<<0.5,-5.5,-2.5,9,0,0.5,-1.5,-0.5,1,0,1,0,0,0,1);
+    std::cout<<"here A goes\n"<<A<<"\n";
+    int res=cv::optim::solveLP(A,B,z);
+    printf("res=%d\n",res);
+    printf("scalar %g\n",z.dot(A));
+    std::cout<<"here z goes\n"<<z<<"\n";
+    ASSERT_EQ(z.dot(A),1);
+    //ASSERT_EQ(res,1);
+#endif
+}
--- a/modules/optim/test/test_main.cpp
+++ b/modules/optim/test/test_main.cpp
@ -0,0 +1,3 @@
+#include "test_precomp.hpp"
+
+CV_TEST_MAIN("cv")
--- a/modules/optim/test/test_precomp.cpp
+++ b/modules/optim/test/test_precomp.cpp
@ -0,0 +1 @@
+#include "test_precomp.hpp"
--- a/modules/optim/test/test_precomp.hpp
+++ b/modules/optim/test/test_precomp.hpp
@ -0,0 +1,15 @@
+#ifdef __GNUC__
+#  pragma GCC diagnostic ignored "-Wmissing-declarations"
+#  if defined __clang__ || defined __APPLE__
+#    pragma GCC diagnostic ignored "-Wmissing-prototypes"
+#    pragma GCC diagnostic ignored "-Wextra"
+#  endif
+#endif
+
+#ifndef __OPENCV_TEST_PRECOMP_HPP__
+#define __OPENCV_TEST_PRECOMP_HPP__
+
+#include "opencv2/ts.hpp"
+#include "opencv2/optim.hpp"
+
+#endif