Yo,

Man, I'd never used FFI before, but it's really not as scary as I'd feared.

I've implemented a more comprehensive interface to GLPK's simplex solver and -- rather importantly, for my own needs -- its MIP solver. This doesn't depend on hmatrix, and in fact, it doesn't require any matrix or vector manipulation at all -- linear functions are specified as a straight-up Data.Map from an arbitrary variable type to their coefficients.

The library is now available as glpk-hs on hackage.

Example:

import Data.LinearProgram.LPMonad
import Data.LinearProgram
import Data.LinearProgram.GLPK

objFun :: LinFunc String Int
objFun = linCombination [(10, "x1"), (6, "x2"), (4, "x3")]

lp :: LP String Int
lp = execLPM $ do    setDirection Max
            setObjective objFun
            leqTo (varSum ["x1", "x2", "x3"]) 100
            leqTo (10 *^ var "x1" ^+^ 4 *& "x2" ^+^ 5 *^ var "x3") 600

-- c *^ var v, c *& v, and linCombination [(c, v)] are all equivalent.
-- ^+^ is the addition operation on linear functions.

            leqTo (linCombination [(2, "x1"), (2, "x2"), (6, "x3")]) 300
            varGeq "x1" 0
            varBds "x2" 0 50
            varGeq "x3" 0
            setVarKind "x1" IntVar
            setVarKind "x2" ContVar

main = print =<< glpSolveVars mipDefaults lp

This requires GLPK to be installed, like below.

Louis Wasserman
wasserman.louis@gmail.com
http://profiles.google.com/wasserman.louis

On Wed, Feb 24, 2010 at 4:07 AM, Alberto Ruiz <aruiz@um.es> wrote:

I have uploaded to hackage an interface to the simplex algorithm based on GLPK. It is a very early version, it will probably have lots of problems. In the future I would like to add support for integer variables (MIP). Any suggestion is welcome.

This is an example taken from "glpk-utils":

http://code.haskell.org/hmatrix/packages/glpk/examples/simplex3.hs

Documentation: http://perception.inf.um.es/~aruiz/hmatrix-glpk/

Installation:

$ sudo apt-get install libglpk-dev
$ cabal update
$ cabal install hmatrix-glpk

If hmatrix is not installed we also need

$ sudo apt-get install libgsl0-dev liblapack-dev

I hope it is useful,
Alberto

Erik de Castro Lopo wrote:

Alberto Ruiz wrote:

I think that GSL does not include linear programming solvers, but in the GSL home page there is a reference to the GLPK package:

http://www.gnu.org/software/glpk/glpk.html

I have not used it, but it would be very nice to have a simple Haskell interface to GLPK (or other similar library) in hmatrix or as a separate package. I will take a look at this.

I used GLPK many years ago and I found it excellent.

Erik