suboptimal

subpar optimization algorithm library

C++ optimization library that uses Eigen for linear algebra operations.

Currently only includes an implementation of the 2-phase full tableau simplex method.

Build

Dependencies

• C++20 compiler (only tested with GCC and Clang)
• CMake (Might work with CMake 3.12+, only tested with 3.28)
• Eigen3
• Catch2 (tests only)

All missing libraries will be downloaded and build automatically.

Planned features:

• Revised simplex method
  • Better optimized simplex implementation that leverages sparse matrix operations
• SQP method
• Interior-point method