LP Parser

LPParser is a C++ library to read IBM LP format files into Blaze matrices or CCS (Compressed Column Storage) structures.
LPParser relies on GLPK to parse LP format files and converts GLPK structures to following form.
```
min  c'*x
s.t. A*x = b
     G*x <=_K h
```

Dependencies

Include header Parser.hpp and Problem.hpp
Link with parser static lib
Parser header has two methods which return problem data.
```
 getBlazeProblem()
 getCCSProblem()
```
Constructor of parser, first argument accepts lp format file and second argument if true converts all inequality constraints to equality constraints. (except implicit constraint x >= 0 and bounds).
If convertInequalityToEquality is true, number of rows in A will and increase in number of columns due to additional slack variables, but G matrix will be sparse (Only one column active for each row).
If convertInequalityToEquality is false, size of matrices are same as input as currently (Free and Fixed variables are not supported).
```
Parser(const std::string filePath, const bool convertInequalityToEquality)
```
If you need to parse MPS files, adapt Parser.cpp constructor to read MPS files.

There is no parser available to run new open source solvers like ECOS, SCS, cvxopt e.t.c.
Test your own implementation.