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;

View Code

求解：

glpsol -m haha.model -o result.out