Quadratic programming solver for Gnumeric
by Juraj Vicenik (jvicenik@gmail.com)
I tried to integrate a quadratic solver to Gnumeric. The work is still
in progress. I will appreciate any feedback which can help me to finish this.
So far I have tried to use these solvers:
- OOQP - homepage
This solver proved to be usable, but it needs libblas, fortran library
and it's written in C++, so it also needs libstdc++ in order to compile.
Another problem: the source is pretty complicated, so i find it hard
to include it in form of a source code, i just used .a libraries.
I included it in Makefile.am files but not in configure. I still lack
some know-how to do this.
Maybe if someone creates ooqp as a package for linux, it will be much
easier.
- COPL_QP - homepage
COPL_QP has no dependencies, but it wasn't able to solve all the problems.
When the variables aren't bounded, it usually states that the problem is
infeasible. There are some parametres of the algorithm which can be set
easily, but i don't know yet how to set them in order to get the best results
I already tried to ask one of the authors and i'm waiting for the reply.
- QLD - also independent of any libraries, but the license is currently
owned by prof. Klaus Schittkowski. But maybe I could obtain the old Fortran
version in some other way and use it. I'll give it a try.
Downloads:
All these patches are for Gnumeric SVN revision 15638:
Patch only with QLD and COPL_QP 280.9 KB
Patch with all 3 solver, 270.5 KB
but since it needs also binary libraries, you also have to copy the content of
ooqp_libs.tgz into src/tools/solver/ooqp
or you can use the full source:
Gnumeric SVN 15638 with all the solvers 37.8 MB