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NAME

Math::LP::Solve - perl wrapper for the lp_solve linear program solver

SYNOPSIS

  use Math::LP::Solve qw(:ALL); # imports all functions and variables

  # construct an LP with 0 initial constraints and 2 variables
  $lp = make_lp(0,2);

  # add the constraint x1 + 2 x2 <= 3
  $coeffs = ptrcreate('double',0.0,2); # mallocs a C array
  ptrset($coeffs,1.0,0);
  ptrset($coeffs,2.0,1);
  add_constraint($lp,$coeffs,$LE,3);
  ptrfree($coeffs); # frees the C array

  # set the objective function to x1+x2 and solve for a maximum  
  $obj = ptrcreate('double',1.0,2); 
  set_obj_fn($lp,$obj);
  ptrfree($obj);
  set_maxim($lp);

  # solve the LP
  solve($lp) == $OPTIMAL or die "No solution found";
  $solution = lprec_best_solution_get($lp);

  # extract the results from the solution array
  $obj_fn_val = ptrvalue($solution,0);
  $constr_val = ptrvalue($solution,1);
  $x1 = ptrvalue($solution,2);
  $x2 = ptrvalue($solution,3);

DESCRIPTION

Math::LP::Solve is a wrapper around the freeware lp_solve library, which solves linear and mixed linear/integer programs. Most functions and data structures in the file lpkit.h of the lp_solve distribution are made available in the Math::LP::Solve namespace.

This document does not go into the details of how to setup and solve a linear program using the lp_solve library. For details on this you are referred to the documentation included in the source code for lp_solve.

That being said, a few details of the Perl wrappers around the underlying lp_solve library need explaining in order to be able to use them. (For those interested, the wrapping was done using SWIG, more info at http://www.swig.org/) All symbols (functions and variables) are divided into 4 categories. All these symbols are in the Math::LP::Solve namespace and are not exported by default. They are however tagged so that you can easily import them into your own code. The following %EXPORT_TAGS are available:

ptrlib

pointer library functions, needed to handle C-style arrays;

accessors

pairs of get/set functions to access data fields of structs;

functions

wrappers for lp_solve library functions;

scalars

perl scalar variables mapping #define'd constants in lpkit.h.

A 5th category named ALL is available in %EXPORT_TAGS, which includes all symbols of the 4 mentioned categories.

Pointer library functions

The pointer library functions are needed to pass arrays of coefficients etc. to and from the lp_solve functions and data structures. In the underlying C library, this is done using double* pointers, which are not available in Perl. The pointer library functions provide a Perl interface to get around this problem.

There are several pointer library functions, and they are fully explained in the SWIG documentation. However, the following is all you need to know to use them with lp_solve:

ptrcreate($type,$initval,$size)

Creates and returns a pointer to type $type, which is an array with $size fields initialized to $initval. E.g. an array of 2 doubles initialized to zero is created with the command

        $arr_double = Math::LP::Solve::ptrcreate('double',0.0,2);
ptrset($ptr,$val,$index)

sets the value of the $index'th field of the array pointed to in $ptr to the value $val. E.g. the 2nd entry of an array of doubles is set to 3.14 using

        Math::LP::Solve::ptrset($arr_double,3.14,1);

Note that the 1st entry is denoted by index 0, as in C.

ptrvalue($ptr,$index)

returns the $index'th entry of the array pointed to in $ptr. E.g. the 1st value of an array of doubles is requested using

        $d0 = Math::LP::Solve::ptrvalue($arr_double,0);
ptrfree($ptr)

frees the memory allocated for $ptr. Always do this when you are finished with an array you allocated yourself using ptrcreate(), or you will end up with memory leaks. Also, take care not to invoke ptrfree() twice on the same pointer if it is not re-created.

Functions

The functions have the same name as in lpkit.h. Note however that double* parameters need to be handled with the aforementioned pointer library functions. The pointer library functions are not needed for the lprec* parameters, as their creation, manipulation and freeing is completely covered by the lpkit.h functions. E.g. an LP is created with

        $lp = Math::LP::Solve::make_lp(0,0);

subsequently manipulated with

        Math::LP::Solve::set_obj_fn($lp,$arr_double);

and finally freed using

        Math::LP::Solve::delete_lp($lp);

Some functions have been added to the ones available in lpkit.h to ease file manipulation and handling names of rows and columns:

lprec_lp_name_get($lp)

returns the name of the LP;

lprec_lp_name_set($lp,$name)

sets the name of the LP to $name;

lprec_row_name_get($lp,$i) and lprec_col_name_get($lp,$i)

returns the name of the row resp. column with index $i;

lprec_row_name_set($lp,$i,$name) and lprec_col_name_set($lp,$i,$name)

sets the name of the row resp. column with index $i to $name;

open_file($filename,$mode)

opens the file $filename with mode $mode, which is specified as a string. Calls the C function fopen() internally;

close_file($fh)

closes a filehandle obtained with open_file().

Constants

Following constants are available in the Math::LP::Solve namespace:

General constants

$DEF_INFINITE

Constraint types

$LE, $EQ, $GE and $OF

Boolean values

$TRUE and $FALSE

Status values obtained from solve()

$OPTIMAL, $MILP_FAIL, $INFEASIBLE, $UNBOUNDED, $FAILURE and $RUNNING

Extra status values obtained from lag_solve()

$FEAS_FOUND, $NO_FEAS_FOUND and $BREAK_BB

Data field accessors

Each data field in struct lprec can be queried from a Perl variable holding an LP using Math::LP::Solve::lprec_FIELD_get($lp) and set using Math::LP::Solve::lprec_FIELD_set($lp).

Note that the row and column names are accessed using the functions lprec_row_name_get(), lprec_col_name_get(), lprec_row_name_set() and lprec_col_name_set() described above.

SEE ALSO

  • The underlying lp_solve library has been written by Michel Berkelaar and adapted by Jeroen Dirks. Its source code is available at ftp://ftp.ics.ele.tue.nl/pub/lp_solve/

  • More information on the exporting of symbols is found in Exporter.

  • The wrapping of the C library was done with the aid of SWIG. The SWIG homepage is located at http://www.swig.org/

  • An object oriented interface to the lp_solve library has been written on top of Math::LP::Solve. For more info look at Math::LP.

AUTHOR

Wim Verhaegen <wimv@cpan.org>

COPYRIGHT

Copyright (c) 2000-2001 Wim Verhaegen. All rights reserved. This program is free software; you can redistribute and/or modify it under the same terms as Perl itself.

Consult the lp_solve documentation for copyright information on the lp_solve library.