optimize-anything

A library for optimizing anything. Implemented in c++ and eigen, interface (todo?) built with python and sympy.

Features:

• Rational numbers and symbolic computation (of Euclidean constructible integers)
• Two phase simplex algorithm (with Bland's rule)
• branch and cut algorithm
• home-made graph library
  • adjacency list, adjacency matrix
  • minimum spanning tree, bipartite colourings, and other basic graph functions
  • maximal matching and minimum covers

(todo)

• Column generation
• Christofides algorithm (tsp)
• gradient descent
• semidefinite programming
• simulated annealing (application: CCO 2018 problem 2)
• applications

(very far in the future todo

• Fourier-Motzkin Elimination)
• interior point methods
• more cutting plane methods
• other combinatorial optimization (euclidian tsp?)
• stochastic programming
• robust optimization

Notes:

• I'm calling the main folder simplex until I can think of a better name