glpk.jl

cd("../extras") do
require("glpk.jl")

# Same example as in the GLPK manual

lp = GLPProb()
glp_set_prob_name(lp, "sample")
glp_set_obj_dir(lp, GLP_MAX)
glp_add_rows(lp, 3)
glp_set_row_name(lp, 1, "p")
glp_set_row_bnds(lp, 1, GLP_UP, 0.0, 100.0)
glp_set_row_name(lp, 2, "q")
glp_set_row_bnds(lp, 2, GLP_UP, 0.0, 600.0)
glp_set_row_name(lp, 3, "r")
glp_set_row_bnds(lp, 3, GLP_UP, 0.0, 300.0)
glp_add_cols(lp, 3)
glp_set_col_name(lp, 1, "x1")
glp_set_col_bnds(lp, 1, GLP_LO, 0.0, 0.0)
glp_set_obj_coef(lp, 1, 10.0)
glp_set_col_name(lp, 2, "x2")
glp_set_col_bnds(lp, 2, GLP_LO, 0.0, 0.0)
glp_set_obj_coef(lp, 2, 6.0)
glp_set_col_name(lp, 3, "x3")
glp_set_col_bnds(lp, 3, GLP_LO, 0.0, 0.0)
glp_set_obj_coef(lp, 3, 4.0)
ia = zeros(Int, 9)
ja = zeros(Int, 9)
ar = zeros(FloatingPoint, 9)
ia[1] = 1; ja[1] = 1; ar[1] = 1.0
ia[2] = 1; ja[2] = 2; ar[2] = 1.0
ia[3] = 1; ja[3] = 3; ar[3] = 1.0
ia[4] = 2; ja[4] = 1; ar[4] = 10.0
ia[5] = 3; ja[5] = 1; ar[5] = 2.0
ia[6] = 2; ja[6] = 2; ar[6] = 4.0
ia[7] = 3; ja[7] = 2; ar[7] = 2.0
ia[8] = 2; ja[8] = 3; ar[8] = 5.0
ia[9] = 3; ja[9] = 3; ar[9] = 6.0
glp_load_matrix(lp, 9, ia, ja, ar)

glp_param = GLPSimplexParam()
glp_param["msg_lev"] = GLP_MSG_ERR

flag = glp_simplex(lp, glp_param)
z = glp_get_obj_val(lp)
x1 = glp_get_col_prim(lp, 1)
x2 = glp_get_col_prim(lp, 2)
x3 = glp_get_col_prim(lp, 3)

tol = 1e-10
@assert abs(z - 2200. / 3) < tol
@assert abs(x1 - 100. / 3) < tol
@assert abs(x2 - 200. / 3) < tol
@assert abs(x3) < tol

end # cd