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Explore linear programming and its applications in operations research, finance, and chip design through this CppNow conference talk. Learn how to leverage the power of Boost Proto to create CVX++, a domain-specific embedded language for expressing and solving linear programs. Discover how CVX++ combines the declarative programming style of modeling languages like AMPL with the familiarity and power of C++. Understand how Proto transforms convert user-defined objective functions and constraints into machine-friendly representations, utilizing GLPK as the backend solver. Gain insights into overcoming the challenges of low-level APIs like GLPK and see how CVX++ offers an efficient, user-friendly approach to modeling and solving linear programming problems in C++.
Syllabus
Patrick Mihelich: Linear programming made easy with Boost Proto
Taught by
CppNow