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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<HEAD>
<TITLE>Formulation of an lp problem in lpsolve</TITLE>
<style TYPE="text/css"> BODY { font-family:verdana,arial,helvetica; margin:15; }
</style>
</HEAD>
<BODY>
<h1 align="left"><u>Formulation of an lp problem in lpsolve</u></h1>
<p>We shall illustrate the method of linear programming by means of a simple example,
giving a combination graphical/numerical solution, and then solve the problem in lpsolve in different ways.
This via ASCII files and from different programming languages.</p>
<p>Suppose a farmer has 75 acres on which to plant two crops: wheat and barley.
To produce these crops, it costs the farmer (for seed, fertilizer, etc.) $120 per acre for the
wheat and $210 per acre for the barley. The farmer has $15000 available for expenses.
But after the harvest, the farmer must store the crops while awaiting favourable market conditions.
The farmer has storage space for 4000 bushels. Each acre yields an average of 110 bushels of wheat
or 30 bushels of barley. If the net profit per bushel of wheat (after all expenses have been subtracted)
is $1.30 and for barley is $2.00, how should the farmer plant the 75 acres to maximize profit?</p>
<p>We begin by formulating the problem mathematically.
First we express the objective, that is the profit, and the constraints
algebraically, then we graph them, and lastly we arrive at the solution
by graphical inspection and a minor arithmetic calculation.</p>
<p>Let x denote the number of acres allotted to wheat and y the number of acres allotted to barley.
Then the expression to be maximized, that is the profit, is clearly</p>
<p align="center">P = (110)(1.30)x + (30)(2.00)y = 143x + 60y.</p>
<p>There are three constraint inequalities, specified by the limits on expenses, storage and acreage.
They are respectively:</p>
<p align="center">
120x + 210y <= 15000<br>
110x + 30y <= 4000<br>
x + y <= 75
</p>
<p>Strictly speaking there are two more constraint inequalities forced by the fact that the farmer cannot plant
a negative number of acres, namely:</p>
<p align="center">x >= 0, y >= 0.</p>
<p>Next we graph the regions specified by the constraints. The last two say that we only need to consider
the first quadrant in the x-y plane. Here's a graph delineating the triangular region in the first quadrant determined
by the first inequality.</p>
<p><IMG alt="Source" src="O-Matrix1.jpg" border="0"></p>
<p>Now let's put in the other two constraint inequalities.</p>
<p><IMG alt="Source" src="O-Matrix2.jpg" border="0"></p>
<p>The black area is the solution space that holds valid solutions. This means that any point in this area fulfils the
constraints.
</p>
<p>Now let's superimpose on top of this picture a contour plot of the objective function P.</p>
<p><IMG alt="Source" src="O-Matrix3.jpg" border="0"></p>
<p>The lines give a picture of the objective function.
All solutions that intersect with the black area are valid solutions, meaning that this result also fulfils
the set constraints. The more the lines go to the right, the higher the objective value is. The optimal solution
or best objective is a line that is still in the black area, but with an as large as possible value.
</p>
<p>It seems apparent that the maximum value of P will occur on the level curve (that is, level
line) that passes through the vertex of the polygon that lies near (22,53).<br>
It is the intersection of x + y = 75 and 110*x + 30*y = 4000<br>
This is a corner point of the diagram. This is not a coincidence. The simplex algorithm, which is used
by lpsolve, starts from a theorem that the optimal solution is such a corner point.<br>
In fact we can compute the result:</p>
<pre>
x + y = 75 (1)
110*x + 30*y = 4000 (2)
</pre>
<p>From (1), y can be expressed in function of x:</p>
<pre>
y = 75 - x (3)
</pre>
<p>This equation can be substituted in (2):</p>
<pre>
110*x + 30*(75 - x) = 4000
</pre>
<p>Or:</p>
<pre>
80*x = 1750
</pre>
<p>Or:</p>
<pre>
x = 21.875
</pre>
<p>From (3), y can be derived:</p>
<pre>
y = 75 - 21.875 = 53.125
</pre>
<p>The acreage that results in the maximum profit is 21.875 for wheat and 53.125 for barley.
In that case the profit is:</p>
<pre>
P = 143*x + 60*y
</pre>
<p>Or:</p>
P = 143*21.875 + 60*53.125 = 6326.625
<p>That is, $6315.625.</p>
<p>Now, lpsolve comes into the picture to solve this linear programming problem more generally.</p>
<p>First let us show this problem in its mathematical format:</p>
<pre>
max(143x + 60y)
s.t.
120x + 210y <= 15000
110x + 30y <= 4000
x + y <= 75
x >= 0
y >= 0
</pre>
<h3><u>Formulate an lp problem with lpsolve</u></h3>
<p>There are several ways to model a linear problem via lpsolve:</p>
<ul>
<li><a href="#Read the model from an ASCII file">Read the model from an ASCII file</a></li>
<li><a href="#Construct the model from a Mathematical Programming Language">Construct the model from a Mathematical Programming Language</a></li>
<li><a href="#Construct the model from a Programming Language">Construct the model from a Programming Language</a></li>
</ul>
<a name="Read the model from an ASCII file"></a>
<h4><u>Read the model from an ASCII file.</u></h4>
<p>There exist a lot of formats to model an lp problem into. Almost each solver has its format on its own.</p>
<ul>
<li><a href="#MPS file format">MPS file format</a></li>
<li><a href="#lp file format">lp file format</a></li>
<li><a href="#CPLEX lp file format">CPLEX lp file format</a></li>
<li><a href="#LINDO lp file format">LINDO lp file format</a></li>
<li><a href="#GNU MathProg file format">GNU MathProg file format</a></li>
<li><a href="#LPFML XML file format">LPFML XML file format</a></li>
</ul>
<a name="MPS file format"></a>
<h4><u>MPS file format</u></h4>
<p>The MPS format is supported by most lp solvers and thus very universal. The model is provided to the solver
via an ASCII file.
This format is very old and difficult to read by humans.
See <a href="mps-format.htm">MPS file format</a> for a complete description about the format. This problem
is formulated as follows in MPS format:</p>
<pre>
* model.mps
NAME
ROWS
N R0
L R1
L R2
L R3
COLUMNS
x R0 143.00000000 R1 120.00000000
x R2 110.00000000 R3 1.0000000000
y R0 60.00000000 R1 210.00000000
y R2 30.000000000 R3 1.0000000000
RHS
RHS R1 15000.000000 R2 4000.0000000
RHS R3 75.000000000
ENDATA
</pre>
<p>Save this as ASCII file with name model.mps</p>
<p>To read this format in lpsolve, the API functions <a href="read_mps.htm">read_mps, read_freemps, read_MPS, read_freeMPS</a> can be used.
The lpsolve distribution comes with two applications that use this API call to read a model:</p>
<h5><a href="lp_solve.htm">lp_solve command</a> line program</h5>
<p>To read this MPS model via the <a href="lp_solve.htm">lp_solve command</a> line program and calculate the solution, enter the following command:</p>
<pre>lp_solve -max -mps model.mps</pre>
<p>This gives:</p>
<pre>
Value of objective function: 6315.63
Actual values of the variables:
x 21.875
y 53.125
</pre>
<p>The lp_solve program has a lot of options that can be set. See <a href="lp_solve.htm">lp_solve command</a></p>
<h5>IDE</h5>
<p>Under Windows, there is also a graphical IDE that can read an MPS file.
See <a href="IDE.htm">LPSolve IDE</a> for more information.</p>
<a name="lp file format"></a>
<h4><u>lp file format</u></h4>
<p>The lp format is the native lpsolve format to provide LP models via an ASCII file to the solver.
It is very readable and its syntax is very similar to the Mathematical formulation.
See <a href="lp-format.htm">LP file format</a> for a complete description about the format. This model
is formulated as follows in lp-format:</p>
<pre>
/* model.lp */
max: 143 x + 60 y;
120 x + 210 y <= 15000;
110 x + 30 y <= 4000;
x + y <= 75;
</pre>
<p>Save this as ASCII file with name model.lp</p>
<p>To read this format in lpsolve, the API functions <a href="read_lp.htm">read_lp, read_LP</a> can be used.
The lpsolve distribution comes with two applications that use this API call to read a model:</p>
<h5><a href="lp_solve.htm">lp_solve command</a> line program</h5>
<p>To read this lp model via the <a href="lp_solve.htm">lp_solve command</a> line program and calculate the solution, enter the following command:</p>
<pre>lp_solve model.lp</pre>
<p>This gives:</p>
<pre>
Value of objective function: 6315.63
Actual values of the variables:
x 21.875
y 53.125
</pre>
<p>The lp_solve program has a lot of options that can be set. See <a href="lp_solve.htm">lp_solve command</a></p>
<h5>IDE</h5>
<p>Under Windows, there is also a graphical IDE that can read an lp-file.
See <a href="IDE.htm">LPSolve IDE</a> for more information.</p>
<a name="CPLEX lp file format"></a>
<h4><u>CPLEX lp file format</u></h4>
<p>The CPLEX lp format is another format to provide LP models via an ASCII file to the solver.
It is very readable and its syntax is very similar to the Mathematical formulation. It is a format used
by the CPLEX solver. See <a href="CPLEX-format.htm">CPLEX lp files</a> for a complete description about the format. This model
is formulated as follows in CPLEX lp format:</p>
<pre>
\* model.lpt *\
Maximize
+143 x +60 y
Subject To
+120 x +210 y <= 15000
+110 x +30 y <= 4000
+x +y <= 75
End
</pre>
<p>Save this as ASCII file with name model.lpt</p>
<p>lpsolve doesn't has an API call to read/write this format. However, the lpsolve distribution
has an XLI that can do this. See <a href="XLI.htm">External Language Interfaces</a> for a description about XLIs.
This uses the API call <a href="read_XLI.htm">read_XLI</a>. The xli to read/write this format is xli_CPLEX.
The lpsolve distribution comes with two applications that use this API call to read a model:</p>
<h5><a href="lp_solve.htm">lp_solve command</a> line program</h5>
<p>To read this CPLEX lp model via the <a href="lp_solve.htm">lp_solve command</a> line program and calculate the solution, enter the following command:</p>
<pre>lp_solve -rxli xli_CPLEX model.lpt</pre>
<p>This gives:</p>
<pre>
Value of objective function: 6315.63
Actual values of the variables:
x 21.875
y 53.125
</pre>
<p>The lp_solve program has a lot of options that can be set. See <a href="lp_solve.htm">lp_solve command</a></p>
<h5>IDE</h5>
<p>Under Windows, there is also a graphical IDE that can read a CPLEX lp file via an XLI.
See <a href="IDE.htm">LPSolve IDE</a> for more information.</p>
<a name="LINDO lp file format"></a>
<h4><u>LINDO lp file format</u></h4>
<p>The LINDO FILE format is another format to provide LP models via an ASCII file to the solver.
It is very readable and its syntax is very similar to the Mathematical formulation. It is a format used
by the LINDO solver. See <a href="LINDO-format.htm">LINDO lp files</a> for a complete description about the format. This model
is formulated as follows in LINDO FILE format:</p>
<pre>
! model.lnd
MAXIMIZE
+143 x +60 y
SUBJECT TO
+120 x +210 y <= 15000
+110 x +30 y <= 4000
+x +y <= 75
END
</pre>
<p>Save this as ASCII file with name model.lpt</p>
<p>lpsolve doesn't has an API call to read/write this format. However, the lpsolve distribution
has an XLI that can do this. See <a href="XLI.htm">External Language Interfaces</a> for a description about XLIs.
This uses the API call <a href="read_XLI.htm">read_XLI</a>. The xli to read/write this format is xli_LINDO.
The lpsolve distribution comes with two applications that use this API call to read a model:</p>
<h5><a href="lp_solve.htm">lp_solve command</a> line program</h5>
<p>To read this LINDO lp model via the <a href="lp_solve.htm">lp_solve command</a> line program and calculate the solution, enter the following command:</p>
<pre>lp_solve -rxli xli_LINDO model.lnd</pre>
<p>This gives:</p>
<pre>
Value of objective function: 6315.63
Actual values of the variables:
x 21.875
y 53.125
</pre>
<p>The lp_solve program has a lot of options that can be set. See <a href="lp_solve.htm">lp_solve command</a></p>
<h5>IDE</h5>
<p>Under Windows, there is also a graphical IDE that can read a LINDO lp file via an XLI.
See <a href="IDE.htm">LPSolve IDE</a> for more information.</p>
<a name="GNU MathProg file format"></a>
<h4><u>GNU MathProg file format</u></h4>
<p>The GNU MathProg format is another format to provide LP models via an ASCII file to the solver.
It is very readable and its syntax is very similar to the Mathematical formulation. It is a format used
by the GLPK solver and a subset of AMPL. It has also the possibility to use loops.
See <a href="http://plato.asu.edu/gnu_mp.pdf">Modeling Language GNU MathProg</a>
This model is formulated as follows in GNU MathProg format:</p>
<pre>
/* model.mod */
var x >= 0;
var y >= 0;
maximize obj: +143*x +60*y;
R1: +120*x +210*y <= 15000;
R2: +110*x +30*y <= 4000;
R3: +x +y <= 75;
</pre>
<p>Save this as ASCII file with name model.mod</p>
<p>lpsolve doesn't has an API call to read/write this format. However, the lp_solve distribution
has an XLI that can do this. See <a href="XLI.htm">External Language Interfaces</a> for a description about XLIs.
This uses the API call <a href="read_XLI.htm">read_XLI</a>. The xli to read/write this format is xli_MathProg.
The lpsolve distribution comes with two applications that use this API call to read a model:</p>
<h5><a href="lp_solve.htm">lp_solve command</a> line program</h5>
<p>To read this GNU MathProg model via the <a href="lp_solve.htm">lp_solve command</a> line program and calculate the solution, enter the following command:</p>
<pre>lp_solve -rxli xli_MathProg model.mod</pre>
<p>This gives:</p>
<pre>
Value of objective function: 6315.63
Actual values of the variables:
x 21.875
y 53.125
</pre>
<p>The lp_solve program has a lot of options that can be set. See <a href="lp_solve.htm">lp_solve command</a></p>
<h5>IDE</h5>
<p>Under Windows, there is also a graphical IDE that can read a GNU MathProg file via an XLI.
See <a href="IDE.htm">LPSolve IDE</a> for more information.</p>
<a name="LPFML XML file format"></a>
<h4><u>LPFML XML file format</u></h4>
<p>The LPFML XML format is another format to provide LP models via an ASCII file to the solver. This format
is very recent and uses XML layout. It is not very readable by us, but because of the XML structure very flexible.
See <a href="http://gsbkip.chicagogsb.edu/fml/fml.html">LPFML: A W3C XML Schema for Linear Programming</a> for more information.
This model is formulated as follows in LPFML XML format:</p>
<pre>
<?xml version="1.0" encoding="UTF-8" standalone="no" ?>
<mathProgram xmlns="http://FML/lpfml.xsd" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://FML/lpfml.xsd lpfml.xsd">
<linearProgramDescription>
<source></source>
<maxOrMin>max</maxOrMin>
<numberRows>3</numberRows>
<numberVars>2</numberVars>
</linearProgramDescription>
<linearProgramData>
<rows>
<row rowName="R1" rowUB="15000"/>
<row rowName="R2" rowUB="4000"/>
<row rowName="R3" rowUB="75"/>
</rows>
<columns>
<col colName="x" colType="C" objVal="143"/>
<col colName="y" colType="C" objVal="60"/>
</columns>
<amatrix>
<sparseMatrix>
<pntANonz>
<el>3</el>
<el>6</el>
</pntANonz>
<rowIdx>
<el>0</el>
<el>1</el>
<el>2</el>
<el>0</el>
<el>1</el>
<el>2</el>
</rowIdx>
<nonz>
<el>120</el>
<el>110</el>
<el>1</el>
<el>210</el>
<el>30</el>
<el>1</el>
</nonz>
</sparseMatrix>
</amatrix>
</linearProgramData>
</mathProgram>
</pre>
<p>Save this as ASCII file with name model.xml</p>
<p>lpsolve doesn't has an API call to read/write this format. However, the lp_solve distribution
has an XLI that can do this. See <a href="XLI.htm">External Language Interfaces</a> for a description about XLIs.
This uses the API call <a href="read_XLI.htm">read_XLI</a>. The xli to read/write this format is xli_LPFML.
The lpsolve distribution comes with two applications that use this API call to read a model:</p>
<h5><a href="lp_solve.htm">lp_solve command</a> line program</h5>
<p>To read this LPFML XML model via the <a href="lp_solve.htm">lp_solve command</a> line program and calculate the solution, enter the following command:</p>
<pre>lp_solve -rxli xli_LPFML model.xml</pre>
<p>This gives:</p>
<pre>
Value of objective function: 6315.63
Actual values of the variables:
x 21.875
y 53.125
</pre>
<p>The lp_solve program has a lot of options that can be set. See <a href="lp_solve.htm">lp_solve command</a></p>
<h5>IDE</h5>
<p>Under Windows, there is also a graphical IDE that can read a LPFML XML file via an XLI.
See <a href="IDE.htm">LPSolve IDE</a> for more information.</p>
<a name="Construct the model from a Mathematical Programming Language"></a>
<h4><u>Construct the model from a Mathematical Programming Language.</u></h4>
<p>There are several commercial and free Mathematical programming applications out there which can be
used to solve lp problems. An lpsolve driver is made for several of them:</p>
<ul>
<li><a href="AMPL.htm">AMPL</a></li>
<li><a href="MATLAB.htm">MATLAB</a></li>
<li><a href="O-Matrix.htm">O-Matrix</a></li>
<li><a href="Sysquake.htm">Sysquake</a></li>
<li><a href="Scilab.htm">Scilab</a></li>
<li><a href="Octave.htm">Octave</a></li>
<li><a href="FreeMat.htm">FreeMat</a></li>
<li><a href="Euler.htm">Euler</a></li>
<li><a href="Python.htm">Python</a></li>
<li><a href="Sage.htm">Sage</a></li>
<li><a href="PHP.htm">PHP</a></li>
<li><a href="R.htm">R</a></li>
<li><a href="MSF.htm">Microsoft Solver Foundation</a></li>
</ul>
<a name="Construct the model from a Programming Language"></a>
<h4><u>Construct the model from a Programming Language.</u></h4>
<p>In several cases it is required that the solver is called from within the programming language
in which an application is build. All the data is in memory and no files are created to provide data
to the solver. lpsolve has a very rich, yet easy, API to do this.
See <a href="lp_solveAPIreference.htm">lp_solve API reference</a> for an overview of the API.
lpsolve is a library of API routines. This library is called from the programming language.
See <a href="Build.htm">Calling the lpsolve API from your application</a> for more information.
Above example is now formulated in several programming languages:</p>
<ul>
<li><a href="#C/C++">C/C++</a></li>
<li><a href="#Java">Java</a></li>
<li><a href="#Delphi, Free Pascal">Delphi, Free Pascal</a></li>
<li><a href="#VB, VBScript">VB, VBScript</a></li>
<li><a href="#VB.NET">VB.NET</a></li>
<li><a href="#CS.NET">C#.NET</a></li>
</ul>
<a name="C/C++"></a>
<h4><u>C/C++</u></h4>
<p>The example model can be formulated as follows in C:</p>
<pre>
/* demo.c */
#include "lp_lib.h"
int demo()
{
lprec *lp;
int Ncol, *colno = NULL, j, ret = 0;
REAL *row = NULL;
/* We will build the model row by row
So we start with creating a model with 0 rows and 2 columns */
Ncol = 2; /* there are two variables in the model */
lp = make_lp(0, Ncol);
if(lp == NULL)
ret = 1; /* couldn't construct a new model... */
if(ret == 0) {
/* let us name our variables. Not required, but can be useful for debugging */
set_col_name(lp, 1, "x");
set_col_name(lp, 2, "y");
/* create space large enough for one row */
colno = (int *) malloc(Ncol * sizeof(*colno));
row = (REAL *) malloc(Ncol * sizeof(*row));
if((colno == NULL) || (row == NULL))
ret = 2;
}
if(ret == 0) {
set_add_rowmode(lp, TRUE); /* makes building the model faster if it is done rows by row */
/* construct first row (120 x + 210 y <= 15000) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 120;
colno[j] = 2; /* second column */
row[j++] = 210;
/* add the row to lpsolve */
if(!add_constraintex(lp, j, row, colno, LE, 15000))
ret = 3;
}
if(ret == 0) {
/* construct second row (110 x + 30 y <= 4000) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 110;
colno[j] = 2; /* second column */
row[j++] = 30;
/* add the row to lpsolve */
if(!add_constraintex(lp, j, row, colno, LE, 4000))
ret = 3;
}
if(ret == 0) {
/* construct third row (x + y <= 75) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 1;
colno[j] = 2; /* second column */
row[j++] = 1;
/* add the row to lpsolve */
if(!add_constraintex(lp, j, row, colno, LE, 75))
ret = 3;
}
if(ret == 0) {
set_add_rowmode(lp, FALSE); /* rowmode should be turned off again when done building the model */
/* set the objective function (143 x + 60 y) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 143;
colno[j] = 2; /* second column */
row[j++] = 60;
/* set the objective in lpsolve */
if(!set_obj_fnex(lp, j, row, colno))
ret = 4;
}
if(ret == 0) {
/* set the object direction to maximize */
set_maxim(lp);
/* just out of curioucity, now show the model in lp format on screen */
/* this only works if this is a console application. If not, use write_lp and a filename */
write_LP(lp, stdout);
/* write_lp(lp, "model.lp"); */
/* I only want to see important messages on screen while solving */
set_verbose(lp, IMPORTANT);
/* Now let lpsolve calculate a solution */
ret = solve(lp);
if(ret == OPTIMAL)
ret = 0;
else
ret = 5;
}
if(ret == 0) {
/* a solution is calculated, now lets get some results */
/* objective value */
printf("Objective value: %f\n", get_objective(lp));
/* variable values */
get_variables(lp, row);
for(j = 0; j < Ncol; j++)
printf("%s: %f\n", get_col_name(lp, j + 1), row[j]);
/* we are done now */
}
/* free allocated memory */
if(row != NULL)
free(row);
if(colno != NULL)
free(colno);
if(lp != NULL) {
/* clean up such that all used memory by lpsolve is freed */
delete_lp(lp);
}
return(ret);
}
int main()
{
demo();
}
</pre>
<p>When this is run, the following is shown on screen:</p>
<pre>
/* Objective function */
max: +143 x +60 y;
/* Constraints */
+120 x +210 y <= 15000;
+110 x +30 y <= 4000;
+x +y <= 75;
Objective value: 6315.625000
x: 21.875000
y: 53.125000
</pre>
<p>Note that this example is very limited. It is also possible to set bounds on variables, ranges on constraints,
define variables as integer, get more result information, changing solver options and parameters and much more.
See <a href="lp_solveAPIreference.htm">lp_solve API reference</a> for an overview of the API to do this.</p>
<a name="Java"></a>
<h4><u>Java</u></h4>
<p>The example model can be formulated as follows in Java:</p>
<pre>
/* demo.java */
import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStreamReader;
import lpsolve.*;
public class Demo {
public Demo() {
}
public int execute() throws LpSolveException {
LpSolve lp;
int Ncol, j, ret = 0;
/* We will build the model row by row
So we start with creating a model with 0 rows and 2 columns */
Ncol = 2; /* there are two variables in the model */
/* create space large enough for one row */
int[] colno = new int[Ncol];
double[] row = new double[Ncol];
lp = LpSolve.makeLp(0, Ncol);
if(lp.getLp() == 0)
ret = 1; /* couldn't construct a new model... */
if(ret == 0) {
/* let us name our variables. Not required, but can be useful for debugging */
lp.setColName(1, "x");
lp.setColName(2, "y");
lp.setAddRowmode(true); /* makes building the model faster if it is done rows by row */
/* construct first row (120 x + 210 y <= 15000) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 120;
colno[j] = 2; /* second column */
row[j++] = 210;
/* add the row to lpsolve */
lp.addConstraintex(j, row, colno, LpSolve.LE, 15000);
}
if(ret == 0) {
/* construct second row (110 x + 30 y <= 4000) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 110;
colno[j] = 2; /* second column */
row[j++] = 30;
/* add the row to lpsolve */
lp.addConstraintex(j, row, colno, LpSolve.LE, 4000);
}
if(ret == 0) {
/* construct third row (x + y <= 75) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 1;
colno[j] = 2; /* second column */
row[j++] = 1;
/* add the row to lpsolve */
lp.addConstraintex(j, row, colno, LpSolve.LE, 75);
}
if(ret == 0) {
lp.setAddRowmode(false); /* rowmode should be turned off again when done building the model */
/* set the objective function (143 x + 60 y) */
j = 0;
colno[j] = 1; /* first column */
row[j++] = 143;
colno[j] = 2; /* second column */
row[j++] = 60;
/* set the objective in lpsolve */
lp.setObjFnex(j, row, colno);
}
if(ret == 0) {
/* set the object direction to maximize */
lp.setMaxim();
/* just out of curioucity, now generate the model in lp format in file model.lp */
lp.writeLp("model.lp");
/* I only want to see important messages on screen while solving */
lp.setVerbose(LpSolve.IMPORTANT);
/* Now let lpsolve calculate a solution */
ret = lp.solve();
if(ret == LpSolve.OPTIMAL)
ret = 0;
else
ret = 5;
}
if(ret == 0) {
/* a solution is calculated, now lets get some results */
/* objective value */
System.out.println("Objective value: " + lp.getObjective());
/* variable values */
lp.getVariables(row);
for(j = 0; j < Ncol; j++)
System.out.println(lp.getColName(j + 1) + ": " + row[j]);
/* we are done now */
}
/* clean up such that all used memory by lpsolve is freed */
if(lp.getLp() != 0)
lp.deleteLp();
return(ret);
}
public static void main(String[] args) {
try {
new Demo().execute();
}
catch (LpSolveException e) {
e.printStackTrace();
}
}
}
</pre>
<!-- Compile & run commands:
javac -classpath ..\lib\lpsolve55j.jar Demo.java
java -cp .;..\lib\lpsolve55j.jar Demo
-->
<p>When this is run, the following is shown on screen:</p>
<pre>
Objective value: 6315.625
x: 21.875000000000007
y: 53.12499999999999
</pre>
<p>And a file model.lp is created with the following contents:</p>
<pre>
/* Objective function */
max: +143 x +60 y;
/* Constraints */
+120 x +210 y <= 15000;
+110 x +30 y <= 4000;
+x +y <= 75;
</pre>
<p>Note that this example is very limited. It is also possible to set bounds on variables, ranges on constraints,
define variables as integer, get more result information, changing solver options and parameters and much more.
See <a href="lp_solveAPIreference.htm">lp_solve API reference</a> for an overview of the API to do this.</p>
<p>Also note that the API names in Java are a bit different than in the native lpsolve API and the lp argument
is not there.
See the lpsolve Java wrapper documentation for more details.</p>
<a name="Delphi, Free Pascal"></a>
<h4><u>Delphi, Free Pascal</u></h4>
<p>The example model can be formulated as follows in Delphi or Free Pascal:</p>
<pre>
program demo;
{$APPTYPE CONSOLE}
uses
SysUtils,
lpsolve;
var
Ncol, j, ret: integer;
colno: PIntArray;
row: PFloatArray;
lp: THandle;
begin
ret := 0;
colno := nil;
row := nil;
(* We will build the model row by row
So we start with creating a model with 0 rows and 2 columns *)
Ncol := 2; (* there are two variables in the model *)
lp := make_lp(0, Ncol);
if (lp = 0) then
ret := 1; (* couldn't construct a new model... *)
(* let us name our variables. Not required, but can be usefull for debugging *)
set_col_name(lp, 1, 'x');
set_col_name(lp, 2, 'y');
if (ret = 0) then
begin
(* create space large enough for one row *)
GetMem(colno, SizeOf(integer) * Ncol);
GetMem(row, SizeOf(double) * Ncol);
if ((colno = nil) or (row = nil)) then
ret := 2;
end;
if (ret = 0) then
begin
set_add_rowmode(lp, true); (* makes building the model faster if it is done rows by row *)
(* construct first row (120 x + 210 y <= 15000) *)
j := 0;
colno^[j] := 1; (* first column *)
row^[j] := 120;
j := j + 1;
colno^[j] := 2; (* second column *)
row^[j] := 210;
j := j + 1;
(* add the row to lp_solve *)
if (not add_constraintex(lp, j, row, colno, LE, 15000)) then
ret := 3;
end;
if (ret = 0) then
begin
(* construct second row (110 x + 30 y <= 4000) *)
j := 0;
colno^[j] := 1; (* first column *)
row^[j] := 110;
j := j + 1;
colno^[j] := 2; (* second column *)
row^[j] := 30;
j := j + 1;
(* add the row to lp_solve *)
if (not add_constraintex(lp, j, row, colno, LE, 4000)) then
ret := 3;
end;
if (ret = 0) then
begin
(* construct third row (x + y <= 75) *)
j := 0;
colno^[j] := 1; (* first column *)
row^[j] := 1;
j := j + 1;
colno^[j] := 2; (* second column *)
row^[j] := 1;