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# suboptimal | ||
subpar optimization algorithm library | ||
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C++ optimization library that uses Eigen for linear algebra operations. | ||
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Currently only includes an implementation of the full-tableau simplex method for only maximization problems with | ||
trivially determinable basic feasible solutions. | ||
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## Build | ||
### Dependencies | ||
- C++20 compiler (only tested with GCC) | ||
- [CMake](https://cmake.org/download/) (Might work with CMake 3.12+, only tested with 3.28) | ||
- [Eigen3](https://gitlab.com/libeigen/eigen) | ||
- Will be downloaded and built automatically if not found on the system | ||
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## Planned features: | ||
- 2-phase simplex method | ||
- Will add support for minimization problems and more complex constraints | ||
- Revised simplex method | ||
- Better optimized simplex implementation that leverages sparse matrix operations | ||
- Interior-point method | ||
- Sometime in the not too near future | ||
- Other methods (like SQP, etc.) | ||
- Maybe? |