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::-- hoxide [DateTime(2005-07-22T09:05:47Z)] TableOfContents

GLPK

简述

GNU 线性规划工具箱 (GNU Linear Programming Kit). 线性规划是一类常见的规划问题, 国内普遍使用的是Lindo 和 Matlab 优化工具箱, 但这两个软件都是商业软件.

GLPK 是 GNU 的线性规划软件解决方案, 他快速通用, 不仅可处理 LP, MPS, 等标准 LP 问题描述格式文件, 而且还支持功能更强大的 GNU MathProg 建模语言.

GLPK 以标准的 GNU 代码包形式发布, 对unix上的用户简单得 configure/make/install 就可以使用了. 对windows上的用户暂未看到其他编译版本. 为此我用 Mingw 编译了一个版本, 提供下载. 另附 PdfLaTeX 编译的参考手册.

感谢 DreamY 关于Mingw编译环境使用方面的指导, 另外感谢 huangyi 在普通机器上测试了GLPK的第一个mingw编译版本.

官方页面

[http://www.gnu.org/software/glpk/glpk.html]

版本

说明

独立文件

attachment:examples.zip 

C:\>glpsol --help
Usage: glpsol [options...] filename

General options:
   --glp             read LP/MIP model in GNU LP format
   --mps             read LP/MIP problem in fixed MPS format (default)
   --freemps         read LP/MIP problem in free MPS format
   --cpxlp           read LP/MIP problem in CPLEX LP format
   --math            read LP/MIP model written in GNU MathProg modeling
                     language
   -m filename, --model filename
                     read model section and optional data section from
                     filename (the same as --math)
   -d filename, --data filename
                     read data section from filename (for --math only);
                     if model file also has data section, that section
                     is ignored
   -y filename, --display filename
                     send display output to filename (for --math only);
                     by default the output is sent to stdout
   --min             minimization
   --max             maximization
   --scale           scale problem (default)
   --noscale         do not scale problem
   --simplex         use simplex method (default)
   --interior        use interior point method (for pure LP only)
   -o filename, --output filename
                     write solution to filename in plain text format
   --bounds filename
                     write sensitivity bounds to filename in plain
                     text format (LP only)
   --tmlim nnn       limit solution time to nnn seconds
   --memlim nnn      limit available memory to nnn megabytes
   --check           do not solve problem, check input data only
   --name probname   change problem name to probname
   --plain           use plain names of rows and columns (default)
   --orig            try using original names of rows and columns
                     (default for --mps)
   --wglp filename   write problem to filename in GNU LP format
   --wmps filename   write problem to filename in fixed MPS format
   --wfreemps filename
                     write problem to filename in free MPS format
   --wcpxlp filename write problem to filename in CPLEX LP format
   --wtxt filename   write problem to filename in plain text format
   -h, --help        display this help information and exit
   -v, --version     display program version and exit

Options specific to simplex method:
   --std             use standard initial basis of all slacks
   --adv             use advanced initial basis (default)
   --bas filename    read initial basis from filename in MPS format
   --steep           use steepest edge technique (default)
   --nosteep         use standard "textbook" pricing
   --relax           use Harris' two-pass ratio test (default)
   --norelax         use standard "textbook" ratio test
   --presol          use presolver (default; assumes --scale and --adv)
   --nopresol        do not use presolver
   --wbas filename   write final basis to filename in MPS format

Options specific to MIP:
   --nomip           consider all integer variables as continuous
                     (allows solving MIP as pure LP)
   --first           branch on first integer variable
   --last            branch on last integer variable
   --drtom           branch using heuristic by Driebeck and Tomlin
                     (default)
   --mostf           branch on most fractional varaible
   --dfs             backtrack using depth first search
   --bfs             backtrack using breadth first search
   --bestp           backtrack using the best projection heuristic
                     (default)
   --bestb           backtrack using node with best local bound

For description of the MPS and CPLEX LP formats see Reference Manual.
For description of the modeling language see "GLPK: Modeling Language
GNU MathProg". Both documents are included in the GLPK distribution.

See GLPK web page at <http://www.gnu.org/software/glpk/glpk.html>.

Please report bugs to <[email protected]>.

完整程序

参考手册

What's New

TODO