60 lines
1.8 KiB
C
60 lines
1.8 KiB
C
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// 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_MOSEK_MOSEK_LINPROG_H
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#define IGL_MOSEK_MOSEK_LINPROG_H
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#include "../igl_inline.h"
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#include <Eigen/Core>
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#include <Eigen/Sparse>
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#include <mosek.h>
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namespace igl
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{
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namespace mosek
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{
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// Solve a linear program using mosek:
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//
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// min c'x
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// s.t. lc <= A x <= uc
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// lx <= x <= ux
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//
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// Inputs:
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// c #x list of linear objective coefficients
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// A #A by #x matrix of linear inequality constraint coefficients
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// lc #A list of lower constraint bounds
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// uc #A list of upper constraint bounds
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// lx #x list of lower variable bounds
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// ux #x list of upper variable bounds
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// Outputs:
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// x #x list of solution values
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// Returns true iff success.
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IGL_INLINE bool mosek_linprog(
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const Eigen::VectorXd & c,
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const Eigen::SparseMatrix<double> & A,
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const Eigen::VectorXd & lc,
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const Eigen::VectorXd & uc,
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const Eigen::VectorXd & lx,
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const Eigen::VectorXd & ux,
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Eigen::VectorXd & x);
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// Wrapper that keeps mosek environment alive (if licence checking is
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// becoming a bottleneck)
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IGL_INLINE bool mosek_linprog(
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const Eigen::VectorXd & c,
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const Eigen::SparseMatrix<double> & A,
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const Eigen::VectorXd & lc,
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const Eigen::VectorXd & uc,
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const Eigen::VectorXd & lx,
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const Eigen::VectorXd & ux,
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const MSKenv_t & env,
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Eigen::VectorXd & x);
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}
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}
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#ifndef IGL_STATIC_LIBRARY
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# include "mosek_linprog.cpp"
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#endif
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#endif
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