opt.h File Reference

General optimization routines. More...

Go to the source code of this file.

Typedefs
typedef struct aa_opt_cx *	aa_opt_gmcreate_fun(size_t m, size_t n, const double *A, size_t ldA, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Optimization context constructor from general matrix format.

Enumerations
enum	aa_opt_rel_type { AA_OPT_REL_EQ , AA_OPT_REL_LEQ , AA_OPT_REL_GEQ }
	Optimization constraint type. More...
enum	aa_opt_lp_solver { AA_OPT_LP_SOLVER_DEFAULT , AA_OPT_LP_SOLVER_LPSOLVE , AA_OPT_LP_SOLVER_GLPK , AA_OPT_LP_SOLVER_CLP }
	Available lp solver backends. More...
enum	aa_opt_direction { AA_OPT_MAXIMIZE , AA_OPT_MINIMIZE }
	Optimization direction. More...
enum	aa_opt_type { AA_OPT_CONTINUOUS , AA_OPT_BINARY , AA_OPT_INTEGER }
	Type of optiziation variable. More...

Functions
AA_API int	aa_opt_solve (struct aa_opt_cx *cx, size_t n, double *x)
	Solve the optimization problem.
AA_API int	aa_opt_destroy (struct aa_opt_cx *cx)
	Destroy the optimization context.
AA_API int	aa_opt_set_direction (struct aa_opt_cx *cx, enum aa_opt_direction)
	Set the optimization direction.
AA_API int	aa_opt_set_obj (struct aa_opt_cx *cx, size_t n, const double *c)
	Set the linear objective function.
AA_API int	aa_opt_set_bnd (struct aa_opt_cx *cx, size_t n, const double *x_min, const double *x_max)
	Set the bounds on the optimization variables.
AA_API int	aa_opt_set_cstr_gm (struct aa_opt_cx *cx, size_t m, size_t n, const double *A, size_t lda, const double *b_min, const double *b_max)
	Set the constraint matrix.
AA_API int	aa_opt_set_quad_obj_crs (struct aa_opt_cx *cx, size_t n, const double *Q_values, int *Q_cols, int *Q_row_ptr)
	Set the quadratic objective function via compressed-row-storage format.
AA_API int	aa_opt_set_type (struct aa_opt_cx *cx, size_t i, enum aa_opt_type type)
	Set the optimization variable type.
AA_API struct aa_opt_cx *	aa_opt_gmcreate (enum aa_opt_lp_solver solver, size_t m, size_t n, const double *A, size_t ldA, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Create an optimization context using named plugin.
AA_API struct aa_opt_cx *	aa_opt_lpsolve_gmcreate (size_t m, size_t n, const double *A, size_t ldA, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Solver-specific functions. More...
AA_API struct aa_opt_cx *	aa_opt_clp_gmcreate (size_t m, size_t n, const double *A, size_t ldA, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Create an optimization context for CLP.
AA_API struct aa_opt_cx *	aa_opt_glpk_gmcreate (size_t m, size_t n, const double *A, size_t ldA, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Create an optimization context for GLPK.
AA_API struct aa_opt_cx *	aa_opt_lpsolve_crscreate (size_t m, size_t n, const double *A_values, int *A_cols, int *A_row_ptr, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Create an optimization context for LP-Solve.
AA_API struct aa_opt_cx *	aa_opt_clp_crscreate (size_t m, size_t n, const double *A_values, int *A_cols, int *A_row_ptr, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Create an optimization context for CLP.
AA_API struct aa_opt_cx *	aa_opt_glpk_crscreate (size_t m, size_t n, const double *A_values, int *A_cols, int *A_row_ptr, const double *b_lower, const double *b_upper, const double *c, const double *x_lower, const double *x_upper)
	Create an optimization context for GLPK.

Detailed Description

General optimization routines.

Definition in file opt.h.

Enumeration Type Documentation

aa_opt_direction

enum aa_opt_direction

Optimization direction.

Enumerator
AA_OPT_MAXIMIZE	maximize objective function
AA_OPT_MINIMIZE	minimize objective function

Definition at line 78 of file opt.h.

aa_opt_lp_solver

enum aa_opt_lp_solver

Available lp solver backends.

Enumerator
AA_OPT_LP_SOLVER_DEFAULT	A sane default.
AA_OPT_LP_SOLVER_LPSOLVE	LPSolve.
AA_OPT_LP_SOLVER_GLPK	GNU Linear Programming Kit.
AA_OPT_LP_SOLVER_CLP	COIN-OR LP Solver.

Definition at line 67 of file opt.h.

aa_opt_rel_type

enum aa_opt_rel_type

Optimization constraint type.

Enumerator
AA_OPT_REL_EQ	equality constraint
AA_OPT_REL_LEQ	Less-than or equal constraint.
AA_OPT_REL_GEQ	Greater-than or equal constraint.

Definition at line 56 of file opt.h.

aa_opt_type

enum aa_opt_type

Type of optiziation variable.

Enumerator
AA_OPT_CONTINUOUS	continuous (float) variable
AA_OPT_BINARY	binary variable
AA_OPT_INTEGER	integer variable

Definition at line 86 of file opt.h.

Function Documentation

aa_opt_lpsolve_gmcreate()

AA_API struct aa_opt_cx* aa_opt_lpsolve_gmcreate	(	size_t	m,
		size_t	n,
		const double *	A,
		size_t	ldA,
		const double *	b_lower,
		const double *	b_upper,
		const double *	c,
		const double *	x_lower,
		const double *	x_upper
	)

Solver-specific functions.

Create an optimization context for LP-Solve.