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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<HEAD>
<TITLE>GNU MathProg</TITLE>
<style TYPE="text/css"> BODY { font-family:verdana,arial,helvetica; margin:0; }
</style>
</HEAD>
<BODY>
<TABLE STYLE="TABLE-LAYOUT:fixed" class="clsContainer" CELLPADDING="15" CELLSPACING="0"
WIDTH="100%" BORDER="0">
<TR>
<TD VALIGN="top">
<h1 align="left"><u>GNU MathProg</u></h1>
<p>GNU MathProg is a modeling language intended for describing linear mathematical programming models.
<br>
Model descriptions written in the GNU MathProg language consist of a set of statements and data blocks
constructed by the user.
</p>
<p>See <a href="http://gnuwin32.sourceforge.net/downlinks/glpk-doc-zip.php">http://gnuwin32.sourceforge.net/downlinks/glpk-doc-zip.php</a> for a complete description of this modeling language.</p>
<p>GNU MathProg is part of the GLPK solver.
See <a href="http://www.gnu.org/software/glpk/glpk.html">http://www.gnu.org/software/glpk/glpk.html</a>
and <a href="http://gnuwin32.sourceforge.net/packages/glpk.htm">http://gnuwin32.sourceforge.net/packages/glpk.htm</a>
for the homepage of it.<br>
Note that MathProg is a subset of the AMPL modeling language. See <a href="AMPL.htm">Using lpsolve from AMPL</a>.<br>
The XLI used by lp_solve to read these models is derived from this code.<br>
<br>
lp_solve can read/write and solve these MathProg models directly via the xli_MathProg XLI driver (see <a href="XLI.htm">External Language Interfaces</a>).
It reads such a model in above format and can solve it then.<br>
<br>
For example:</p>
<pre>
lp_solve -rxli xli_MathProg <a href="#Diet1.mod">Diet1.mod</a>
</pre>
<p>This gives as result:</p>
<pre>
Value of objective function: 88.2
Actual values of the variables:
Buy[BEEF] 0
Buy[CHK] 0
Buy[FISH] 0
Buy[HAM] 0
Buy[MCH] 46.6667
Buy[MTL] 0
Buy[SPG] 0
Buy[TUR] 0
</pre>
<p>MathProg has also the possibility to have the model and data in two separate files.
lp_solve can handle this also. For example:</p>
<pre>
lp_solve -rxli xli_MathProg <a href="#diet.mod">diet.mod</a> -rxlidata <a href="#diet.dat">diet.dat</a>
</pre>
<p>This gives as result:</p>
<pre>
Value of objective function: 88.2
Actual values of the variables:
Buy[BEEF] 0
Buy[CHK] 0
Buy[FISH] 0
Buy[HAM] 0
Buy[MCH] 46.6667
Buy[MTL] 0
Buy[SPG] 0
Buy[TUR] 0
</pre>
<h4>Generating MathProg models</h4>
<p>The XLI can also create a MathProg model, however it doesn't use the strength of the language.
Constraints are written out line per line. But it can be a starter.
For example:</p>
<pre>
lp_solve <a href="#model.lp">model.lp</a> -wxli xli_MathProg model.mod
</pre>
<p>This gives as model.mod:</p>
<pre>
/* Variable definitions */
var x >= 0;
var y >= 0;
/* Objective function */
maximize obj: +143*x +60*y;
/* Constraints */
R1: +120*x +210*y <= 15000;
R2: +110*x +30*y <= 4000;
R3: +x +y <= 75;
</pre>
<h4>API</h4>
<p>Use the lpsolve API call <a href="read_XLI.htm">read_XLI</a> to read a model
and <a href="write_XLI.htm">write_XLI</a> to write a model.
See also <a href="XLI.htm">External Language Interfaces</a>.
</p>
<h4>IDE</h4>
<p>Also from within the IDE, this XLI can be used. However, some entries
must be added in LpSolveIDE.ini (in the folder where the IDE is installed).
</p>
<p>In the [XLI] section the following must be added:</p>
<pre>
lib1=xli_MathProg
</pre>
<p>And a new section for the MathProg XLI must also be added:</p>
<pre>
[xli_MathProg]
extension=.mod
language=MATHPROG
</pre>
<p>Then make sure that the xli_MathProg.dll is available for the IDE.
This must be done by placing this dll in the IDE folder or in the
Windows system32 folder.</p>
<h4>Example models/data</h4>
<a name="Diet1.mod"></a>
<h5>Diet1.mod</h5>
<pre>
set NUTR;
set FOOD;
param cost {FOOD} > 0;
param f_min {FOOD} >= 0;
param f_max {j in FOOD} >= f_min[j];
param n_min {NUTR} >= 0;
param n_max {i in NUTR} >= n_min[i];
param amt {NUTR,FOOD} >= 0;
var Buy {j in FOOD} >= f_min[j], <= f_max[j];
minimize total_cost: sum {j in FOOD} cost[j] * Buy[j];
subject to diet {i in NUTR}:
n_min[i] <= sum {j in FOOD} amt[i,j] * Buy[j] <= n_max[i];
data;
set NUTR := A B1 B2 C ;
set FOOD := BEEF CHK FISH HAM MCH MTL SPG TUR ;
param: cost f_min f_max :=
BEEF 3.19 0 100
CHK 2.59 0 100
FISH 2.29 0 100
HAM 2.89 0 100
MCH 1.89 0 100
MTL 1.99 0 100
SPG 1.99 0 100
TUR 2.49 0 100 ;
param: n_min n_max :=
A 700 10000
C 700 10000
B1 700 10000
B2 700 10000 ;
param amt (tr):
A C B1 B2 :=
BEEF 60 20 10 15
CHK 8 0 20 20
FISH 8 10 15 10
HAM 40 40 35 10
MCH 15 35 15 15
MTL 70 30 15 15
SPG 25 50 25 15
TUR 60 20 15 10 ;
end;
</pre>
<a name="diet.mod"></a>
<h5>diet.mod</h5>
<pre>
set NUTR;
set FOOD;
param cost {FOOD} > 0;
param f_min {FOOD} >= 0;
param f_max {j in FOOD} >= f_min[j];
param n_min {NUTR} >= 0;
param n_max {i in NUTR} >= n_min[i];
param amt {NUTR,FOOD} >= 0;
var Buy {j in FOOD} >= f_min[j], <= f_max[j];
minimize total_cost: sum {j in FOOD} cost[j] * Buy[j];
subject to diet {i in NUTR}:
n_min[i] <= sum {j in FOOD} amt[i,j] * Buy[j] <= n_max[i];
</pre>
<a name="diet.dat"></a>
<h5>diet.dat</h5>
<pre>
set NUTR := A B1 B2 C ;
set FOOD := BEEF CHK FISH HAM MCH MTL SPG TUR ;
param: cost f_min f_max :=
BEEF 3.19 0 100
CHK 2.59 0 100
FISH 2.29 0 100
HAM 2.89 0 100
MCH 1.89 0 100
MTL 1.99 0 100
SPG 1.99 0 100
TUR 2.49 0 100 ;
param: n_min n_max :=
A 700 10000
C 700 10000
B1 700 10000
B2 700 10000 ;
param amt (tr):
A C B1 B2 :=
BEEF 60 20 10 15
CHK 8 0 20 20
FISH 8 10 15 10
HAM 40 40 35 10
MCH 15 35 15 15
MTL 70 30 15 15
SPG 25 50 25 15
TUR 60 20 15 10 ;
</pre>
<a name="model.lp"></a>
<h5>model.lp</h5>
<pre>
/* model.lp */
max: 143 x + 60 y;
120 x + 210 y <= 15000;
110 x + 30 y <= 4000;
x + y <= 75;
</pre>
</TD>
</TR>
</TABLE>
</BODY>
</html>