Formulation of Linear Optimization Problems in C++

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.