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.
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.
Generic optimization package for openCV project, will be developed
between the June and September of 2013. This work is funded by Google
Summer of Code 2013 project. This project is about
implementing several algorithms, that will find global maxima/minima of a
given function on a given domain subject to a given constraints.
All comments/suggestions are warmly appreciated and to be sent to
alozz1991@gmail.com (please, mention the word "openCV" in topic of
message, for I'm using the spam-filters)
Alex Leontiev
Andrey Kamaev
Vladislav Vinogradov
Vadim Pisarevsky