At the very current status the project is composed of two chunks:
* Simplex (The real simplex algorithm implementation)
* The solver
Simplex is a template header-only library that implements the simplex algorithm. Solver takes problems and solves them using Simplex. The project can be built either under Windows (there is a MS Visual Studio 2008 solution which can be automatically coverted to a 2010 solution without complications), Linux (make) or MacOS (make).
The project is currently working acceptably, however some optimizations and improvements could be added in the future:
* Optimization to exploit upper and lower limitations in variables
* Branch-and-bound for integer linear programming
* Multi-threading (for branch and bound?)
* Simplex compiled as libraries under MacOS and Linux
* Better language to define problems
* Doxygen documentation
Basically, anything that can improve performance and usability is a good feature candidate.
All you have to do to compile the project is:
make
If you want to clean up all the dependencies files and object files just type:
make wipe
The "lib" directory was used in a previous Linux version to compile Simplex as a library, but was discontinued because I wanted the Makefile to work under MacOS as well and I had not enough time to learn how to write portable Makefiles. "lib" is currently used by the Visual Studio solution to compile Simplex as a static library. Once you have built the project, to execute the solver with a problem file (look for some example problems in the "problems" directory) run under MacOS or Linux:
./solver <name_of_the_problem_file>
Under Windows:
solver.exe <name_of_the_problem_file>
Problems have a very straightforward structure, therefore you can learn the syntax from the examples in the "problems" or from the Google Code page.
See LICENSE file.
If you use this code for your software, please let me know with a mail message at [email protected], or not.