libigl_Martin/include/igl/mosek/mosek_linprog.h

// This file is part of libigl, a simple c++ geometry processing library.
// 
// Copyright (C) 2015 Alec Jacobson <alecjacobson@gmail.com>
// 
// This Source Code Form is subject to the terms of the Mozilla Public License 
// v. 2.0. If a copy of the MPL was not distributed with this file, You can 
// obtain one at http://mozilla.org/MPL/2.0/.
#ifndef IGL_MOSEK_LINPROG_H
#define IGL_MOSEK_LINPROG_H
#include "../igl_inline.h"
#include <Eigen/Core>
#include <Eigen/Sparse>
#include <mosek.h>
namespace igl
{
  // Solve a linear program using mosek:
  // 
  // min c'x
  // s.t. lc <= A x <= uc
  //      lx <= x <= ux
  //
  // Inputs:
  //   c  #x list of linear objective coefficients
  //   A  #A by #x matrix of linear inequality constraint coefficients
  //   lc  #A list of lower constraint bounds
  //   uc  #A list of upper constraint bounds
  //   lx  #x list of lower variable bounds
  //   ux  #x list of upper variable bounds
  // Outputs:
  //   x  #x list of solution values
  // Returns true iff success.
  IGL_INLINE bool mosek_linprog(
    const Eigen::VectorXd & c,
    const Eigen::SparseMatrix<double> & A,
    const Eigen::VectorXd & lc,
    const Eigen::VectorXd & uc,
    const Eigen::VectorXd & lx,
    const Eigen::VectorXd & ux,
    Eigen::VectorXd & x);
  // Wrapper that keeps mosek environment alive (if licence checking is
  // becoming a bottleneck)
  IGL_INLINE bool mosek_linprog(
    const Eigen::VectorXd & c,
    const Eigen::SparseMatrix<double> & A,
    const Eigen::VectorXd & lc,
    const Eigen::VectorXd & uc,
    const Eigen::VectorXd & lx,
    const Eigen::VectorXd & ux,
    const MSKenv_t & env,
    Eigen::VectorXd & x);
}

#ifndef IGL_STATIC_LIBRARY
#  include "mosek_linprog.cpp"
#endif
#endif