Starting implement simplex algorithm.

modules/optim/src/lpsolver.cpp

@@ -0,0 +1,45 @@
+#include "opencv2/opencv.hpp"
+
+namespace cv {
+       	namespace optim {
+
+class Solver : public Algorithm /* Algorithm is base OpenCV class */
+{
+      class Function
+      {
+      public:
+            virtual ~Function() {}
+            virtual double calc(InputArray args) const = 0;
+            virtual double calc(InputArgs, OutputArray grad) const = 0;
+      };
+
+      // could be reused for all the generic algorithms like downhill simplex.
+      virtual void solve(InputArray x0, OutputArray result) const = 0;
+
+      virtual void setTermCriteria(const TermCriteria& criteria) = 0;
+      virtual TermCriteria getTermCriteria() = 0;
+
+      // more detailed API to be defined later ...
+};
+
+class LPSolver : public Solver
+{
+public:
+     virtual void solve(InputArray coeffs, InputArray constraints, OutputArray result) const = 0;
+     // ...
+};
+
+Ptr<LPSolver> createLPSimplexSolver();
+
+}}
+
+/*===============
+Hill climbing solver is more generic one:*/
+/*
+class DownhillSolver : public Solver
+{
+public:
+      // various setters and getters, if needed
+};
+
+Ptr<DownhillSolver> createDownhillSolver(const Ptr<Solver::Function>& func);*/