Showing 9 open source projects for "linear programming"

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    OR-Tools - Google Optimization Tools

    OR-Tools - Google Optimization Tools

    Google's software suite for combinatorial optimization

    Google Optimization Tools, also known as OR-Tools is an open-source, fast and portable software suite for solving combinatorial optimization problems. These encompass problems in vehicle routing, flows, integer and linear programming, and constraint programming. This suite contains a number of solvers, namely: a constraint programming solver; a linear programming solver; wrappers for commercial solvers (like Gurobi or CPLEX) and other open source solvers (SCIP, GLPK, etc.); among others. OR-Tools is written in C++, but comes with wrappers for Python, C# and Java. ...
    Downloads: 14 This Week
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  • 2
    Armadillo

    Armadillo

    fast C++ library for linear algebra & scientific computing

    * Fast C++ library for linear algebra (matrix maths) and scientific computing * Easy to use functions and syntax, deliberately similar to Matlab / Octave * Uses template meta-programming techniques to increase efficiency * Provides user-friendly wrappers for OpenBLAS, Intel MKL, LAPACK, ATLAS, ARPACK, SuperLU and FFTW libraries * Useful for machine learning, pattern recognition, signal processing, bioinformatics, statistics, finance, etc
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    Downloads: 3,277 This Week
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  • 3
    Arageli is a C++ library for computations in arithmetic, algebra, geometry, linear and integer linear programming. Arageli provides routines and classes that support precise, i.e. symbolic or algebraic, computations.
    Downloads: 0 This Week
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  • 4
    PortOpt

    PortOpt

    A portfolio-optimizer using Markowitz(1952) mean-variance model

    ...In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. This solution is very efficient as it allows to solve hundred of thousand of portfolio problems in seconds. PortOpt runs as a text/console tool so it can be easily used in your own scripts.
    Downloads: 0 This Week
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    Linear Program Solver

    Linear Program Solver

    Solve linear programming problems

    Linear Program Solver (LiPS) is an optimization package oriented on solving linear, integer and goal programming problems. The main features of LiPS are: ● LiPS is based on the efficient implementation of the modified simplex method that solves large scale problems. ● LiPS provides not just an answer, but a detailed solution process as a sequence of simplex tables, so you can use it for studying/teaching linear programming
    Downloads: 15 This Week
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  • 6

    libfgen

    Library for optimization using a genetic algorithm or particle swarms

    libfgen is a library that implements an efficient and customizable genetic algorithm (GA). It also provides particle swarm optimization (PSO) functionality and an interface for real-valued function minimization or model fitting. It is written in C, but can also be compiled with a C++ compiler. Both Linux and Windows are supported.
    Downloads: 0 This Week
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  • 7

    EGNLA

    Heterogeneous cluster for acceleration of linear algebra computations

    This project deals with a new concept of the heterogeneous grid for acceleration of the numerical linear algebra computing. We design this grid with respect to maximal ratio between cost and computational power. It allows a parallelization of scientific codes with minimal programming effort. We also optimize grid concept to be less sensitive to network parameters.
    Downloads: 0 This Week
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  • 8

    ViennaFEM

    A finite element solver using state-of-the-art programming techniques.

    ViennaFEM is a library-centric implementation of the finite element method in C++. It features a symbolic math kernel, which manipulates the strong or weak form of the problem and automatically derives the discrete form. ViennaFEM is built on top of the following libraries: ViennaMath provides the symbolic math kernel, ViennaGrid (with ViennaData) allows for a generic grid handling and quantity storage, while ViennaCL provides the linear solvers and GPU acceleration.
    Downloads: 0 This Week
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  • 9
    swIMP (swig-based Interfaces for Mathematical Programming) provides Java wrappers for solvers written in C or C++. The current focus is on accessing OSI-compatible linear programming (LP) solvers from the Coin-OR-project (e.g. Clp, GLPK, MOSEK, CPLEX).
    Downloads: 0 This Week
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