Dear all,

I would like to try a specialized algorithm for my (MI)LP problem but the library that implements it requires to specify the model in a structured row-wise or column-wise matrix form, where diagonal blocks and linking constraints are marked explicitly, and the task of creating such a matrix getting indexes right seems daunting.

I already have a cplex/concert c++ implementation for the same problem that I find easy to follow. I wonder what is the easiest way to generate a matrix representation from that. For one, the C++ Concert library does not seem to have a IloLPMatrix class as in Java and .Net's versions.

More generally, if I were to write a model in matrix format, structured or otherwise, from scratch I'd be using a few containers to represent constraints and variables and interpret the indexes of the LP matrix, in a way similar to concert's. Something like

Var x = new VarArray(N,T); // NxT matrix of variables x_{nt}
Var y = new VarArray(M,T); // MxT matrix of variables y_{mt}
Model foo;
// if I need the index of y_{mt} in a matrix representation I do y[n][t].getIndex() or something like that

I have a home-brew old C library that does that but it's kind of hackish, and uses C99 features so it's likely I cannot mix it freely with the rest of c++ code if needed. I realize this could be done with vectors and arrays as well, and possibly some classes to add syntactic sugar, but I wonder if there's something already done which provides better abstraction and is possibly more efficient at mapping indexes.

Do you know of any free C/C++ modelling library that allows to create a model via object instantiation and map it to a matrix representation?


asked 11 Jul '15, 12:25

Andrea%20T's gravatar image

Andrea T
accept rate: 0%

COIN-OR has FlopC++ (no longer maintained, AFAIK) and Rehearse (a new project).


answered 16 Jul '15, 00:07

Matthew%20Saltzman's gravatar image

Matthew Salt... ♦
accept rate: 17%

You may want to look at existing modeling extensions which expose block structure like StochJuMP, SML, or Pyomo.


answered 18 Jul '15, 02:08

Miles's gravatar image

accept rate: 0%

I knew about SML, but Pyomo is a very welcomed news!

(21 Jul '15, 03:01) Andrea T
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Asked: 11 Jul '15, 12:25

Seen: 1,310 times

Last updated: 21 Jul '15, 03:01

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