The ConicBundle Library for Convex Optimization
Copyright (C) 2005-2019 Christoph Helmberg
ConicBundle is a callable library for C/C++ that implements a
bundle method for minimizing the sum of convex functions that
are given by first order oracles or arise from Lagrangean
relaxation of particular conic linear programs.
The library offers a number of special features:
The library comes with three variants of interfaces:
- Upper and lower bounds may be specified for each design variable.
- Instead of one common cutting plane model for the entire objective
function, each function has its own cutting model in order to
- It provides substantial support for Lagrangean relaxation,
i.e. if the problem corresponds to finding the optimal dual
multipliers obtained by relaxing linear constraints in a
relaxation or decompostion of a primal problem.
- It allows to generate approximate primal optimal solutions.
- It supports cutting plane approaches by allowing dynamic addition and deletion of dual variables without loss of quality in the cutting models.
- For experts the code offers special cutting models for linear
programs over the nonnegative orthant, the second order cone,
and the cone of real symmetric positive semidefinite matrices.
See the Online-Manual for further details.
- Interface to ConicBundle for the Language C
- Interface to ConicBundle for the Language C++
- Interface to ConicBundle for the Language C++ using Matrix Classes (intended for experts only)
Anything free comes without guarantee:
This program is distributed is under the terms of the
Gnu General Public License, Version 2,
in the hope that it will be useful, but
WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
An Online-Manual is available.
Please give me
your feedback on errors and misleading explanations ...
Installation: After having downloaded the file do the following:
- CB_v0.3.11.tgz ( 1109 kB packed, 28.10.2011)
tested with g++ (GCC) 4.5.1 (SuSE Linux)
tar xzvf CB_v0.3.11.tgz
Follow the instructions in the README file.
- CB_v0.1.tgz (629 kB packed, 25.4.2005)
tested with g++ (GCC) 3.3.1 (SuSE Linux)