[Clp] Fwd: CLP Solver

[Jan-Willem Goossens]

Michael,

Have you tried to look at the Examples that are distributed with CLP? 
(Browse online via https://projects.coin-or.org/Clp/browser/trunk/Clp/examples )


Alternatively, you could try to use COIN's "FlopC++", which is a C++ Modelling Language. It allows for easy problem building, like

 MP_constraint supply(S); 
 supply(S) =  sum( Link(S,D), x(Link) ) <= SUPPLY(S); 
(this is C++!)

(can be found in https://projects.coin-or.org/FlopC++/browser/trunk/FlopCpp/examples/transport.cpp or in the download package)
It uses CLP and other COIN projects under the hood.
See also https://projects.coin-or.org/FlopC++

Regards,

Jan-Willem


From: Michael Fifield 
Sent: Thursday, April 09, 2009 22:30
To: clp at list.coin-or.org 
Subject: [Clp] Fwd: CLP Solver





Hello,

I am an MBA student at Rensselaer Polytechnic Institute in Troy, NY.  We are trying to put together a portfolio optimizer for our virtual hedge fund club.  We think that we can use the CLP solver to minimize our constrained portfolio equation but I'm not sure about the format for the equation and constraint information to pass it to the CLP solver.  Do you have any information on that or any examples of what the files are supposed to look like.

Sincerely,

Michael Fifield
MBA 2009
Rensselaer Polytechnic Institute




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