Expand description
Linear programming library that provides primal and dual simplex solvers. Both solvers are currently working for a small set of test problems. This library is an early work-in-progress.
Examples
Here is example code that sets up a linear program, and then solves it with both the primal and dual simplex solvers.
First we setup the problem
use ellp::*;
let mut prob = Problem::new();
let x1 = prob
.add_var(2., Bound::TwoSided(-1., 1.), Some("x1".to_string()))
.unwrap();
let x2 = prob
.add_var(10., Bound::Upper(6.), Some("x2".to_string()))
.unwrap();
let x3 = prob
.add_var(0., Bound::Lower(0.), Some("x3".to_string()))
.unwrap();
let x4 = prob
.add_var(1., Bound::Fixed(0.), Some("x4".to_string()))
.unwrap();
let x5 = prob
.add_var(0., Bound::Free, Some("x5".to_string()))
.unwrap();
prob.add_constraint(vec![(x1, 2.5), (x2, 3.5)], ConstraintOp::Gte, 5.)
.unwrap();
prob.add_constraint(vec![(x2, 2.5), (x1, 4.5)], ConstraintOp::Lte, 1.)
.unwrap();
prob.add_constraint(vec![(x3, -1.), (x4, -3.), (x5, -4.)], ConstraintOp::Eq, 2.)
.unwrap();
println!("{}", prob);
let primal_solver = PrimalSimplexSolver::default();
let dual_solver = DualSimplexSolver::default();
let primal_result = primal_solver.solve(prob.clone()).unwrap();
let dual_result = dual_solver.solve(prob).unwrap();
if let SolverResult::Optimal(sol) = primal_result {
println!("primal obj: {}", sol.obj());
println!("primal opt point: {}", sol.x());
} else {
panic!("should have an optimal point");
}
if let SolverResult::Optimal(sol) = dual_result {
println!("dual obj: {}", sol.obj());
println!("dual opt point: {}", sol.x());
} else {
panic!("should have an optimal point");
}
The output is
minimize
+ 2 x1 + 10 x2 + 1 x4
subject to
+ 2.5 x1 + 3.5 x2 ≥ 5
+ 2.5 x2 + 4.5 x1 ≤ 1
- 1 x3 - 3 x4 - 4 x5 = 2
with the bounds
-1 ≤ x1 ≤ 1
x2 ≤ 6
x3 ≥ 0
x4 = 0
x5 free
primal obj: 19.157894736842103
primal opt point:
┌ ┐
│ -0.9473684210526313 │
│ 2.1052631578947367 │
│ 0 │
│ 0 │
│ -0.5 │
└ ┘
dual obj: 19.157894736842103
dual opt point:
┌ ┐
│ -0.9473684210526313 │
│ 2.1052631578947367 │
│ 0 │
│ 0 │
│ -0.5 │
└ ┘
If the problem is infeasible or unbounded, then solve
will return SolverResult::Infeasible
or SolverResult::Unbounded
, respectively.
Re-exports
pub use crate::problem::Bound;
pub use crate::problem::Constraint;
pub use crate::problem::ConstraintOp;
pub use crate::problem::Problem;
pub use crate::problem::Variable;
pub use crate::solver::EllPResult;
pub use crate::solver::SolverResult;