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feat: add README
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mimizh2418 committed Oct 15, 2024
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2 changes: 1 addition & 1 deletion CMakeLists.txt
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cmake_minimum_required(VERSION 3.29)
cmake_minimum_required(VERSION 3.28)
project(suboptimal)

set(CMAKE_CXX_STANDARD 20)
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24 changes: 24 additions & 0 deletions README.md
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# suboptimal
subpar optimization algorithm library

C++ optimization library that uses Eigen for linear algebra operations.

Currently only includes an implementation of the full-tableau simplex method for only maximization problems with
trivially determinable basic feasible solutions.

## 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

## 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?

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