GLPK Ruby

GLPK - the GNU linear programming kit - for Ruby

Check out Opt for a high-level interface

Installation

First, install GLPK. For Homebrew, use:

brew install glpk

For Ubuntu, use:

sudo apt-get install libglpk40

And for Fedora, use:

sudo dnf install glpk

Then add this line to your application’s Gemfile:

gem "glpk"

Getting Started

The API is fairly low-level at the moment

Load a problem

problem =
  Glpk.load_problem(
    obj_dir: :minimize,
    obj_coef: [8, 10],
    mat_ia: [1, 2, 3, 1, 2, 3],
    mat_ja: [1, 1, 1, 2, 2, 2],
    mat_ar: [2, 3, 2, 2, 4, 1],
    col_kind: [:integer, :continuous],
    col_lower: [0, 0],
    col_upper: [1e30, 1e30],
    row_lower: [7, 12, 6],
    row_upper: [1e30, 1e30, 1e30]
  )

Solve

problem.solve

Write the problem to an LP or MPS file

problem.write_lp("hello.lp")
# or
problem.write_mps("hello.mps")

Read a problem from an LP or MPS file

problem = Glpk.read_lp("hello.lp")
# or
problem = Glpk.read_mps("hello.mps")

Free the problem (required in multi-threaded environments)

problem.free

Reference

Set the message level

problem.solve(message_level: 4) # 0 = off, 4 = max

Set the time limit in seconds

problem.solve(time_limit: 30)

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

Report bugs
Fix bugs and submit pull requests
Write, clarify, or fix documentation
Suggest or add new features

To get started with development:

git clone https://github.com/ankane/glpk-ruby.git
cd glpk-ruby
bundle install
bundle exec rake test