Find library for linear programming.

Svalorzen / AI-Toolbox

A C++ framework for MDPs and POMDPs with Python bindings

GNU General Public License v3.0

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Find library for linear programming. #6

Closed Svalorzen closed 10 years ago

Svalorzen commented 10 years ago

I'm currently trying to find out which library would be best to use in order to solve linear programming equations. Problems that require to find solutions over continuous spaces (e.g. POMDPs) need this type of tools.

Currently my main choice is the C library lp_solve, though a pure C++ library would probably be better. I'm still not sure whether uBLAS provides this type of facilities, or other libraries that we could use.

Svalorzen commented 10 years ago

In the end I'm going to use lp_solve AND uBLAS, since the first allows for linear programming, and the second allows for easy vector manipulation which is useful when treating POMDPs, as lots of operations involve linear algebra.