LP Simplex algorithm in C++


I need the robust C++ source code of the simplex algorithm (is a popular algorithm for numerical solution of the linear programming problem).

Please, no links to wikipedia. I need good source code in C++, using templates, clear user-friendly names and work very well.

Preferably algorithm must check the unstable floating-point calculation.

8/26/2009 11:00:07 AM

This one is a C++ library: http://soplex.zib.de. But the license has some restrictions regarding commercial use.

This one has a liberal license, but is in C: http://aldebaran.devinci.fr/~cagnol/promotion2007/cs302/gsl/multimin/simplex.c.html Probably you can write a thin wrapper.

11/12/2015 2:08:14 PM

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