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a dual simplex algorithm implementation with rational arithmetic in common lisp
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postamar/cl-rational-simplex
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Quick solver instructions: -------------------------- 1. Create LP object instance - either enerate new LP object instance with lp-make-new, - or load from MPS file with lp-load-from-mps 2. Modify - add new constraint with lp-add-constraint - add new variable with lp-add-variable (adding all constraints before adding all variables is most efficient) 3. Solve - if desired and in single-threaded mode (i.e. +thread-system+ is NIL), run single-threaded-profiling to enable profiling of important functions - run lp-solve to find an optimal basis 4. Analyze - get primal solution values with lp-primal-solution and lp-slack-values - get dual solution values wih lp-dual-solution and lp-reduced-costs Function arguments and return values are documented more extensively in their doc strings.
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a dual simplex algorithm implementation with rational arithmetic in common lisp
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