ipo interior-point optimisation library

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Building a convex-optimisation model

To build a convex-optimisation model you first need an object of class ipo::Model, as in the following example.

  using namespace ipo;
  Model model;
Once the model is defined, create the functions, variables, objective and constraints. Then use
  model.minimise();
or
  model.maximise();
as appropriate to optimise the objective function subject to the constraints. Note that you do not have to supply an initial feasible solution. Ipo will find one for you. But ipo is more efficient if you can supply one.


Last modified: Tue 02 Jul 2013 04:56 pm

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