A C++ Class Library for Mathematical Programming

We present a library of C++ classes for writing mathematical optimization models in C++. The library deenes classes to represent the variables and constraints of models, and also deenes overloaded operators on these classes which results in a natural syntax for model deenition. The system requires programming in C++ for its use, and is hence most suitable for the advanced programmer/modeler. For such a user, however, it provides some advantages over standard modeling systems. First, the system preserves all the advantages of working with a programming language, such as eeciency, exibility and openness. Second, C++ allows users to extend and specialize existing data types. As an example of this, we show how a user could deene a specialized network model type with nodes and arcs. EEcient data structures for storing and manipulating sparse arrays are introduced , the concept of variable aliasing is discussed, and a number of related, future research topics are presented.