https://github.com/zju-fast-lab/glpk_interface

An Easy-to-Use GLPK Interface for General-Dimension Linear Programming.
https://github.com/zju-fast-lab/glpk_interface

Last synced: about 2 months ago
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An Easy-to-Use GLPK Interface for General-Dimension Linear Programming.

• Host: GitHub
• URL: https://github.com/zju-fast-lab/glpk_interface
• Owner: ZJU-FAST-Lab
• License: mit
• Created: 2021-01-09T13:49:02.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2021-01-09T15:23:40.000Z (over 5 years ago)
• Last Synced: 2025-01-08T15:37:45.864Z (over 1 year ago)
• Language: C++
• Homepage:
• Size: 5.86 KB
• Stars: 2
• Watchers: 3
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# GLPK_Interface

An Easy-to-Use GLPK Interface for General-Dimension Linear Programming.

# Description

        linprog:

                min cTx s.t. Ax<=b

        input:

                c: d*1 objective coeffs

                A: m*d constraint matrix

                b: m*1 constraint bound

                ipm: use interior point method or simplex method

                verbose: show details

        output:

                x: d*1 decision variables

        return:

                inf: No feasible solution or fail

                -inf: Unbounded problem

                real: minimum objective function

# Misc

GLPK is recommended for __median or large d__, i.e., the dimension of decision variable. For small dimension (d<=10), it is recommended to use [SDLP](https://github.com/ZJU-FAST-Lab/SDLP) or any other alg that enjoys linear complexity O(m) are better.