#include <iostream>
#include <fstream>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>
#ifdef CGAL_USE_GMP
#else
#endif
int main() {
std::ifstream in ("cycling.mps");
Program lp(in);
assert (lp.is_valid());
assert (lp.is_linear());
assert (lp.is_nonnegative());
assert (s.is_valid());
std::cout << s;
return 0;
}
An object of class Quadratic_program_from_mps describes a convex quadratic program of the general for...
Definition: QP_models.h:586
This is a class used for passing options to the linear and quadratic programming solvers.
Definition: QP_options.h:30
void set_verbosity(int verbosity)
sets the verbosity of the solver to the value verbosity when options is passed to any of the four sol...
void set_pricing_strategy(Quadratic_program_pricing_strategy pricing_strategy)
sets the pricing strategy of the solver to the value pricing_strategy when options is passed to any o...
void set_auto_validation(bool validate)
sets the automatic validation mode of the solver to the value validate.
An object of class Quadratic_program_solution represents the solution of a linear or convex quadratic...
Definition: QP_solution.h:65
Quadratic_program_solution< ET > solve_nonnegative_linear_program(const NonnegativeLinearProgram &lp, const ET &, const Quadratic_program_options &options=Quadratic_program_options())
This function solves a nonnegative linear program, using some exact Integral Domain ET for its comput...
@ QP_BLAND
This is hardly ever the most efficient choice, but it is guaranteed to avoid internal cycling of the ...
Definition: QP_options.h:180