package lp
Install
Dune Dependency
Authors
Maintainers
Sources
md5=21fef42d51a8194aaf6106df84a246c3
sha512=959cf32616fbce350c4a2ccb4deb562165d5a943de215595a78e2d897f475f7c01ea0c32221a0d71cfca62acd54c8714c12ece246e31b346a3b1b4435a7257c5
README.md.html
ocaml-lp : LP and MIP modeling in OCaml
This library helps the modeling of Linear Programming (LP) and Mixed Integer Programming (MIP) in OCaml. It supports the model with not only linear terms, but also quadratic terms. The model can be imported-from / exported-to CPLEX LP file format, which can be loaded by various solvers. It also has an interface to GLPK (GNU Linear Programming Kit).
Install
# optional but recommended to pin dev-repo as it's on quite early stage of development
opam pin lp --dev-repo
opam install lp
Example
let x = Lp.var "x"
let y = Lp.var "y"
let problem =
let open Lp in
let c0 = x ++ c 1.2 *~ y <~ c 5.0 in
let c1 = c 2.0 *~ x ++ y <~ c 1.2 in
let obj = maximize (x ++ y) in
let cnstrs = [c0; c1] in
(obj, cnstrs)
let write () =
if Lp.validate problem then
Lp.write "my_problem.lp" problem
else
print_endline "Oops, my problem is broken."
let solve () =
match Lp.Glpk.Simplex.solve problem with
| Ok (obj, tbl) ->
Printf.printf "Objective: %.2f\n" obj ;
Printf.printf "x: %.2f y: %.2f\n"
(Hashtbl.find tbl x) (Hashtbl.find tbl y) ;
| Error msg -> print_endline msg
Notes on GLPK interface
Tested only on GLPK version 4.65, something may fail on other versions.
To use this, compile your application with
-cclib -lglpk
flags.
Conformity to LP file format
Currently only basic features of LP file format are supported. Yet to be supported are advanced features, which are typically available on commercial solvers. (There is no standard of LP file, though.)
supported
Single objective (linear and quadratic)
Constraints (linear and quadratic)
Bounds
Variable types (General Integers and Binary Integers)
not-supported
Semi-continuous variables
Multi-objective
Lazy constraint
Special ordered set (SOS)
Piecewise-linear (PWL) objective and constraint
General Constraint
Scenario
References
Some references to LP file format.
License
MIT