RELP: Rust Exact Linear Programming

A linear program solver written in Rust.

This project is a work in progress. Integer variables are not (yet) supported.

Priorities

• Correctness and safety
• Performance
• Maintainability and flexibility

Roadmap

• Simplex algorithm
• Lazy column generation
• Arbitrary ordered fields
• Arbitrary precision
• Presolving framework
• Reading MPS files
• Smart matrix inverse maintenance
• Dual algorithm
• Integer variables through Gomory cuts
• A convenient API
• Floating point support
• Integration into branch and bound frameworks

Usage

The binary can be compiled with cargo build --bin relp --features="binaries". You can then call it like target/release/relp tests/burkardt/problem_files/adlittle.mps. If you would like to use the library, read through the tests/ folder for examples.