Where can I find a (well-documented) simple solver for linear optimization problems with both equality and inequality constraints?

by 0xbadf00d   Last Updated September 12, 2019 04:20 AM

I need to solve a linear optimization problem subject to both equality and inequality constraints in C++ (using MSVC 15). Mathematically, this can be solved by the simplex algorithm. Since I don't want to write my own implementation, I've searched the internet for a library - unfortunately, without success. Actually, SoPlex seems to be promising, but the documentation is basically the plain doxygen description of the code. This is what I encountered all the time (if there is a documentation at all).

All I need is a simple solver, since I only want to test something which I will later replace by a more sophisticated optimization technique.

I need to compile the code



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