README

Authors

• Valentin 'Valtyr' Macheret

Overview

This project contains a C++ (with only STL) API for the GNU Linear Programmation Kit, GLPK. It allows to establish basic and advanced linear problem through an object oriented interface.

Features

There are three main new class in this C++ API :

• LinearProblem : The problem it self, easy to set parameters (maximization/minimization and if it's an integer problem).
• Variable : Can be a decision varable and / or modelisation variable.
• Constraint : Contains variables and potential constants.

Usecase

Modelisation

Maximize : z = 10x1 + 6x2 + 4x3 subject to :

• x1 + x2 + x3 ≤ 100
• 10x1 + 4x2 + 5x3 ≤ 600
• 2x1 + 2x2 + 6x3 ≤ 300

where all variables are non-negative : x1 ≥ 0, x2 ≥ 0, x3 ≥ 0

Implementation

/* Problem declaration, specify its name, the objective and if it's a integer problem */
LinearProblem lLinearProblem("GLPK Example", max, plne);

/* Variables declaration */
Variable lX1("X1");
Variable lX2("X2");
Variable lX3("X3");

/* Add variables to the objective function of the linear problem */
lLinearProblem(10, lX1)(6, lX2)(4, lX3);

/* Declaration of a constraint P and add variables in this constraint */
Constraint lConstraintP("P");
lConstraintP(lX1)(lX2)(lX3);
lConstraintP.setLimits(MINF, 100);

/* Declaration of a constraint Q and add variables in this constraint */
Constraint lConstraintQ("Q");
lConstraintQ(10, lX1)(4, lX2)(5, lX3);
lConstraintQ.setLimits(MINF, 600);

/* Declaration of a constraint R and add variables in this constraint */
Constraint lConstraintR("R");
lConstraintR(2, lX1)(2, lX2)(6, lX3);
lConstraintR.setLimits(MINF, 300);

/* Add constraints to the linear problem */
lLinearProblem(lConstraintP);
lLinearProblem(lConstraintQ);
lLinearProblem(lConstraintR);

/* Solve the problem with the simplex algorithm */
lLinearProblem.solve();

/* Show results */
lLinearProblem.printResults();