lp-modeler

A linear programming modeler written in Rust. This api helps to write LP model and use solver such as CBC, Gurobi, lp_solve, ...

This library is inspired by coin-or PuLP which provide such an API for python 2.x.

Usage

Dev in progress.

This first alpha version provide this DSL to make a LP Model :

use lp_modeler::problem::{LpObjective, Problem, LpProblem};
use lp_modeler::operations::{LpOperations};
use lp_modeler::variables::LpInteger;
use lp_modeler::solvers::{SolverTrait, CbcSolver};

let ref a = LpInteger::new("a");
let ref b = LpInteger::new("b");
let ref c = LpInteger::new("c");

let mut problem = LpProblem::new("One Problem", LpObjective::Maximize);

// Maximize 10*a + 20*b
problem += 10.0 * a + 20.0 * b;

// 500*a + 1200*b + 1500*c <= 10000
problem += (500*a + 1200*b + 1500*c).le(10000);
// a <= b
problem += (a).le(b);

let solver = CbcSolver::new();

match solver.run(&problem) {
Ok((status, res)) => {
    println!("Status {:?}", status);
        for (name, value) in res.iter() {
            println!("value of {} = {}", name, value);
        }
    },
    Err(msg) => println!("{}", msg),
}

This version are tested with Coinor-Cbc and Gurobi.

It is possible to export the model into the lp file format.

problem.write_lp("problem.lp") 

will produce :

\ One Problem

Maximize
  10 a + 20 b

Subject To
  c1: 500 a + 1200 b <= -10000
  c2: a - b <= 0

Generals
  a c b 

End

With this file, you can directly use it with a solver supporting lp file format :

• open source solvers :
  • lp_solve
  • glpk
  • cbc
• commercial solvers :
  • Gurobi
  • Cplex

Limitation

• Use with CBC for now

Todo

• Config for GLPK, lp_solve and CPLEX

Further work

• it would be great to use some constraint for binary variable like
  • a && b which is the constraint a + b = 2
  • a || b which is the constraint a + b >= 1
  • a <=> b which is the constraint a = b
  • a => b which is the constraint a <= b
  • All these cases is easy with two constraints but more complex with expressions
  • ...