ITP lp_solve
The linear program solver lp_solve has just been released under the
LGPL, so I plan to package it. The draft control information follows.
- Jim Van Zandt
Package: lp-solve
Version: 3.0-1
Section: math
Priority: optional
Architecture: i386
Depends: libc6 (>= 2.1)
Installed-Size: 304
Maintainer: James R. Van Zandt <jrv@vanzandt.mv.com>
Description: Solve (mixed integer) linear programming problems
The linear programming (LP) problem can be formulated as: Solve A.x >=
V1, with V2.x maximal. A is a matrix, x a vector of (nonnegative)
variables, V1 a vector called the right hand side, and V2 a vector
specifying the objective function.
.
An integer linear programming (ILP) problem is an LP with the
constraint that all the variables are integers. In a mixed integer
linear programming (MILP) problem, some of the variables are integer
and others are real.
.
The program lp_solve solves LP, ILP, and MILP problems. It is slightly
more general than suggested above, in that every row of A (specifying
one constraint) can have its own (in)equality, <=, >= or =. The result
specifies values for all variables.
.
lp_solve uses the 'Simplex' algorithm and sparse matrix methods for
pure LP problems. If one or more of the variables is declared
integer, the Simplex algorithm is iterated with a branch and bound
algorithm, until the desired optimal solution is found.
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