Abstract
A new C++ class library FLOPC, for formulating linear optimization problems is presented. Using this library, linear optimization models can be specified in a declarative style, similar to algebraic modelling languages such as GAMS and AMPL, within a C++ program. While preserving the traditional strengths of algebraic modelling languages, the integration of linear optimization models with other software components is facilitated. The class library implements a full-fledged algebraic modelling language with indexed variables and constraints, repeated sums, index arithmetic and conditional exceptions. Extensive use of operator overloading provides a natural syntax for defining model constraints.
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© 2002 Springer Science+Business Media Dordrecht
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Hultberg, T.H. (2002). Formulation of Linear Optimization Problems in C++. In: Nielsen, S.S. (eds) Programming Languages and Systems in Computational Economics and Finance. Advances in Computational Economics, vol 18. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-1049-9_8
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DOI: https://doi.org/10.1007/978-1-4615-1049-9_8
Publisher Name: Springer, Boston, MA
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