在学linear programming时接触到了glpk
记录下详细用法
(计算机小白专用)
例:
方程格式:(输入文件)
/* Variables /
var x1 >= 0;
var x2 >= 0;
var x3 >= 0;
/ Object function /
minimize z: 7x1 + 6x2 + 6x3 ;
/* Constrains /
s.t. con1: -1 -4x1 + x2 + x3 >= 0;
s.t. con2: 1 - 4x1 - x2 - 5x3>= 0;
end;
得到solution如下:(输出文件)
Problem: testnn
Rows: 3
Columns: 3
Non-zeros: 8
Status: OPTIMAL
Objective: z = 13 (MINimum)
No. Row name St Activity Lower bound Upper bound Marginal
1 z B 6
2 con1 NL 1 1 7.5
3 con2 NL -1 -1 1.5
No. Column name St Activity Lower bound Upper bound Marginal
1 x1 NL 0 0 42
2 x2 B 1 0
3 x3 B 0 0
Karush-Kuhn-Tucker optimality conditions:
KKT.PE: max.abs.err = 0.00e+00 on row 0
max.rel.err = 0.00e+00 on row 0
High quality
KKT.PB: max.abs.err = 0.00e+00 on row 0
max.rel.err = 0.00e+00 on row 0
High quality
KKT.DE: max.abs.err = 0.00e+00 on column 0
max.rel.err = 0.00e+00 on column 0
High quality
KKT.DB: max.abs.err = 0.00e+00 on row 0
max.rel.err = 0.00e+00 on row 0
High quality
End of output