2002 | OriginalPaper | Chapter
Formulation of Linear Optimization Problems in C++
Author : Tim H. Hultberg
Published in: Programming Languages and Systems in Computational Economics and Finance
Publisher: Springer US
Included in: Professional Book Archive
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A new C++ class library FLOPC, for formulating linear optimization problems is presented. Using this library, linear optimization models can be specified in a declarative style, similar to algebraic modelling languages such as GAMS and AMPL, within a C++ program. While preserving the traditional strengths of algebraic modelling languages, the integration of linear optimization models with other software components is facilitated. The class library implements a full-fledged algebraic modelling language with indexed variables and constraints, repeated sums, index arithmetic and conditional exceptions. Extensive use of operator overloading provides a natural syntax for defining model constraints.