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67 lines
2.4 KiB
67 lines
2.4 KiB
// This file is part of libigl, a simple c++ geometry processing library.
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//
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// Copyright (C) 2015 Alec Jacobson <alecjacobson@gmail.com>
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//
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// This Source Code Form is subject to the terms of the Mozilla Public License
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// v. 2.0. If a copy of the MPL was not distributed with this file, You can
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// obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef IGL_LINPROG_H
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#define IGL_LINPROG_H
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#include "igl_inline.h"
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#include <Eigen/Core>
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namespace igl
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{
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/// Solve a linear program given in "standard form"
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///
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/// min c'x
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/// s.t. A( 1:k,:) x <= b(1:k)
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/// A(k+1:end,:) x = b(k+1:end)
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/// ** x >= 0 **
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///
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/// In contrast to other APIs the entries in b may be negative.
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///
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/// @param[in] c #x list of linear coefficients
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/// @param[in] A #A by #x matrix of linear constraint coefficients
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/// @param[in] b #A list of linear constraint right-hand sides
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/// @param[in] k number of inequality constraints as first rows of A,b
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/// @param[out] x #x solution vector
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/// @return false on failure or detected infeasibility, returns true on termination
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///
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/// \note It appears that this implementation does not detect all infeasibile
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/// problems (e.g., https://github.com/libigl/libigl/issues/2051). Therefor,
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/// it's worth double-checking that the output actually satisfies the
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/// constraints even if the return value is `true`.
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IGL_INLINE bool linprog(
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const Eigen::VectorXd & c,
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const Eigen::MatrixXd & A,
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const Eigen::VectorXd & b,
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const int k,
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Eigen::VectorXd & x);
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/// \overload
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/// \brief Wrapper in friendlier general form (no implicit bounds on x)
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///
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/// min f'x
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/// s.t. A x <= b
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/// B x = c
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///
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/// @param[in] f #x list of linear coefficients
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/// @param[in] A #A by #x matrix of linear inequality constraint coefficients
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/// @param[in] b #A list of linear constraint right-hand sides
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/// @param[in] B #B by #x matrix of linear equality constraint coefficients
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/// @param[in] c #B list of linear constraint right-hand sides
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/// @param[out] x #x solution vector
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/// @return false on failure or detected infeasibility, returns true on termination
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///
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IGL_INLINE bool linprog(
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const Eigen::VectorXd & f,
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const Eigen::MatrixXd & A,
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const Eigen::VectorXd & b,
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const Eigen::MatrixXd & B,
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const Eigen::VectorXd & c,
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Eigen::VectorXd & x);
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}
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#ifndef IGL_STATIC_LIBRARY
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# include "linprog.cpp"
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#endif
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#endif
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