Copyright (C) 2014 Victor Fragoso email@example.com
This header library implements several optimization solvers such as Newton, Gradient Descent, BFGS, and some primal dual newton solvers for LPs and QPs.
There are two options to install Optimo:
Copy the headers preserving the structure directory in optimo/ to some desired installation directory.
If you have cmake (easiest way):
i) Invoke CMake: $ cmake -DCMAKE_INSTALL_PREFIX=<DESTINATION> .
Here <DESTINATION> is the installation path, e.g., /usr/local/include/.
ii). Install: $ make install
Make sure you have permissions to write to the destination directory.
If you want to remove optimo, then simply delete the <DESTINATION>/optimo directory.
- Eigen 3: http://eigen.tuxfamily.org/
If interested in using the primal dual LP solvers, then you require the following libraries from SuiteSparse:
To build this the testing examples this library requires:
a) CMake: http://www.cmake.org
b) Google Flags: https://code.google.com/p/gflags/
c) Google Glog: https://code.google.com/p/google-glog/
Building the Unit Tests
Invoke CMake: $ cmake -DBUILD_TESTING=TRUE .
Invoke Makefile: $ make
Run tests $ ./bin/<component>_tests
- The Infeasible Newton solver needs a more rigorous testing.