Optimisation with Continuous Convex Piecewise (Linear and Quadratic) Functions
This package contains an implementation of continuous convex piecewise...
This class implements continuous convex piecewise linear functions
This class implements "optimized list" of continuous convex piecewise ...
This class implements continuous convex piecewise quadratic functions
This class implements "optimized list" of continuous convex piecewise ...
Optimisation of storage operation with market prices taking into acoun...
Continuous convex piecewise linear (ccpl) resp. quadratic (ccpq) functions can be implemented with sorted breakpoints and slopes. This includes functions that are ccpl (resp. ccpq) on a convex set (i.e. an interval or a point) and infinite out of the domain. These functions can be very useful for a large class of optimisation problems. Efficient manipulation (such as log(N) insertion) of such data structure is obtained with map standard template library of C++ (that hides balanced trees). This package is a wrapper on such a class based on Rcpp modules.