GNU Linear Programming Kit
glpk, http://en.wikipedia.org/wiki/GNU_Linear_Programming_Kit
一个最简单的例子
1 /* decision variables */ 2 3 var x1 >= 0; 4 var x2 >= 0; 5 var x3 >= 0; 6 var x4 >= 0; 7 8 /* objective function */ 9 minimize result: x1 + x2 + x3 + x4; 10 11 /* constraints */ 12 a: -2*x1 + 8*x2 + 0*x3 + 10*x4 >= 50; 13 b: 5*x1 + 2*x2 + 0*x3 + 0*x4 >= 100; 14 c: 3*x1 - 5*x2 + 10*x3 - 2*x4 >= 25; 15 16 solve; 17 18 end;
求解:
glpsol -m haha.model -o result.out