The ConicBundle Library for Convex Optimization

Copyright (C) 2005-2020 Christoph Helmberg


Description

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:

The first two interfaces only use standard types and constructs of the respective languages, the third interface relies heavily on a subpackage of matrix classes also provided with this software.

See the Online-Manual for further details.

Anything free comes without guarantee:
This program is distributed is under the terms of the Gnu General Public License, Version 3 or any later version, 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.


Manual

An Online-Manual is available. Please give me your feedback on errors and misleading explanations ...


Source Code

Installation: After having downloaded the file do the following:
   tar xzvf CB_v1.a.1.tgz
   cd ConicBundle
   more README
Follow the instructions in the README file.


Obsolete Versions