The Scala Linear Programming Interface

Defines types and traits to solve linear programming problems.

Build

The project is built using sbt.

Using the Scalpi

The Scala linear programming interface is used to model linear programming problems with scala. The project contains types for problem descriptions and solutions, variables and constraints. There is also a trait for any implementations.

To model the problem:

max x1 + 2*x2 - 3 x3
where:
x1 + 2.3 * x2 + 0.5 * x3 < 1.0
2 * x1 - x2 - 2 * x3 > 2.0
0 < x1 , x1 is real
-4 < x2 < 7, x2 is an integer
x3 is binary

one can use the following Scala code

// Import are omitted for clearity.)
val variables = List(RealVariable() withLowerBound(0), IntegerVariable() boundedBy(-4, 7), BinaryVariable())
val constraints = List(
  Constraint(List(1, 2.3, 0.5), LT, 1.0),
  Constraint(List(2, -1, -2), GT, 2.0)
)
val targetFunction = Maximize(List(1, 2, -3))
val problem = ProblemDescription(targetFunction, constraints, variables)

val solver: ProblemSolver = // Obtain an implementation

val solution = solver.solve(problem)
println("maximum is" + solution.targetValue)
println("x1* = " + solution.variableValues(0).getValue)
println("x2* = " + solution.variableValues(1).getValue)
println("x3* = " + solution.variableValues(2).getValue)