


 LP_SOLVE(1ES)                                                 LP_SOLVE(1ES)

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 NAME
      lp_solve  - Solve (mixed integer) linear programming problem.

 SYNOPSIS
      lp_solve [option]* "<" <input-file>

 OPTIONS
      -v          Verbose mode. Among other things, shows all the pivots.

      -h          Help mode, prints the usage.

      -d          Debug mode, all intermediate results are printed, and the
                  branch-and-bound decisions in case of (mixed) integer
                  problems.

      -min        minimize the objective function. This is the default for
                  MPS input.  In lp_solve format you can specify
                  minimization or maximization in the input file as well.
                  The command line option overrides.

      -max        maximize the objective function. This is the default for
                  lp_solve format input.  In lp_solve format you can specify
                  minimization or maximization in the input file as well.
                  The command line option overrides.

      -p          Only functional for pure LP problems. Print the values of
                  the dual variables as well in the result. They are named
                  r_1 until r_XXXXX unless specified by the user.  Note that
                  bounds (constraints on just one variable) are not
                  considered real constraints, and are not given a row in
                  the matrix, and are therefore not printed here.

      -b <bound>  Specify an upper (when minimizing) or lower (when
                  maximizing) limit for the value of the objective function
                  to the program. Only useful for (mixed) integer problems.
                  If close enough, may speed up the calculations. The same
                  result can be obtained by adding an extra constraint to
                  the problem.

      -c          When branching in MILP problems, take the ceiling of the
                  selected non-integer variable first instead of the floor.
                  This can influence the speed of MILP problems.

      -e <value>  Specify the accuracy with which it is checked whether the
                  value of a variable is really integer. <value> must be
                  between 0 and 0.5. Default value is 1e-6 and should be OK
                  for most applications. Of course only useful for MILP
                  problems.

      -i          Print all intermediate valid solutions. Can give you
                  useful solutions even if the total run time is too long.


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 LP_SOLVE(1ES)                                                 LP_SOLVE(1ES)

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                  Only useful for (mixed) integer problems.

      -s          Both rows and columns are scaled according to the
                  geometric mean of the coefficients on them before solving.
                  This might improve the numerical stability of your
                  problem.

      -I          Print info after reinverting.

      -t          Trace pivot selection.

      -mps        Read from MPS file instead of lp file.

      -degen      Use random perturbations to reduce degeneracy, can
                  increase numerical instability.

 DESCRIPTION
      The linear programming problem can be formulated as: Solve A.x >= V1,
      with V2.x maximal. A is a matrix, x a vector of (nonnegative)
      variables, V1 a vector called the right hand side, and V2 a vector
      specifying the objective function.
      Any number of the variables may be specified to be of type integer.
      This program solves problems of this kind. It is slightly more general
      than the above problem, in that every row of A (specifying one
      constraint) can have its own (in)equality, <=, >= or =. The result
      specifies values for all variables.
      Uses a 'Simplex' algorithm and sparse matrix methods, for pure LP
      problems.  If one or more of the variables is declared integer, the
      Simplex algorithm is iterated with a branch and bound algorithm, until
      the desired optimal solution is found.
      The "-i" option will print all intermediate valid solutions.

 INPUT SYNTAX
      The default input syntax is a set of algebraic expressions and "int"
      declarations in the following order:

      <objective function>
      <constraint>+
      <declaration>*

      where:

      - <objective function> is a linear combination of variables, ending
        with a semicolon, optionally preceded by "max: " or "min: " to
        indicate whether you want it to be minimized or maximized. The case
        is not important, "Max:" or "MAX:" will work as well. Maximization
        is the default.

      - <constraint> is an optional constraint name followed by a colon plus
        a linear combination of variables and constants, followed by a
        relational operator, followed again by a linear combination of


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 LP_SOLVE(1ES)                                                 LP_SOLVE(1ES)

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        variables and constants, ending with a semicolon. The relational
        operator can be any of the following: "<" "<=" "=" ">" ">=". There
        is no semantic difference between "<" and "<=" nor between ">" and
        ">=" (even for integer variables!).

      - <declaration> is of the form: "int" <var>+ ";" Commas are allowed
        between variables.

        So, the simplest linear problem consists of an objective function
        and 1 constraint.

 EXAMPLE
      The simple problem:

      x1 >= 1
      x2 >= 1
      x1 + x2 >= 2
      minimize x1 + x2 (= maximize -(x1 + x2)), with x1 integer

      can be written as follows:

      -x1 + -x2;
      (or min: x1 + x2;)
      x1 > 1;
      x2 > 1;
      x1 + x2 > 2;
      int x1;

      The correct result for (x1, x2) is of course (1, 1).
      With the -mps option, lp_solve will accept MPS as input format.

 BUGS
      Specifying a constraint name for a bound (constraints on just single
      variables) does not have an effect: they are not stored inside the
      main matrix and are not assigned a dual variable.

      -    The problem consists entirely of constraints on just single
           variables (so-called "bounds", like x < 1; ) and no constraint
           with more than 1 variable (like x + 3 y > 17; ). This leaves
           lp_solve with an empty problem matrix, as bounds are not stored
           in the main matrix. No real-life examples should be of this form,
           so I am not really chasing this problem.

      -    Many people forget that lp_solve can only handle POSITIVE values
           for the variables. While reading MPS files it will however handle
           free or negative variables by replacing them with a variable pair
           <var>_neg and <var>_pos or -<var> respectively. It is up to the
           user to interpret the result of this transformation.

      -
            Sometimes problems are numerically unstable, and the unavoidable rounding


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 LP_SOLVE(1ES)                                                 LP_SOLVE(1ES)

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           errors inside lp_solve will cause aborts. It is very hard to give
           general solutions to this problem, but try to keep all values in
           your problem in the order of magnitude of 1 by proper scaling.
           This is almost always better than using lp_solves built-in
           scaling (with -s). Almost parallel constraints are also not very
           good for numerical stability. Use "lp_solve -v" and observe the
           values of the pivots to see if there are any dangerously large or
           low numbers there.
           Building lp_solve with long doubles (see the Makefile) can help
           to increase numerical stability, but will also increase the run
           time considerably.
           You can consult the author as well if you encounter numerical
           problems, but please remember that it is very easy to formulate
           an infeasible LP problem, so be sure there is a solution.

 SEE ALSO
      The implementation of the simplex kernel was mainly based on:
      W. Orchard-Hays: "Advanced Linear Programming Computing Techniques",
      McGraw-Hill 1968
      The mixed integer branch and bound part was inspired by:
      section 6.4 of "An Introduction to Linear Programming and Game Theory"
      by Paul R. Thie, second edition published by John Wiley and Sons in
      1988.
      This book refers to:
      Dakin, R.J., "A Tree Search Algorithm for MILP Problems", Comput. J.,
      8 (1965) pp. 250-255

 ACKNOWLEDGEMENTS
      The work of Jeroen Dirks made the transition from the basic version
      1.5 to the full version 2.0 possible. He contributed the procedural
      interface, a built-in MPS reader, and many fixes and enhancements to
      the code.

 CONTRIBUTED BY
      M.R.C.M. Berkelaar
      Eindhoven University of Technology
      Design Automation Section
      P.O. Box 513
      NL-5600 MB Eindhoven, The Netherlands
      phone +31-40-2474792
      E-mail: michel@es.ele.tue.nl

 STATUS
      Use at own risk. Bug reports are welcome, as well as success stories.






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