forum.alglib.net

Hello. Please tell us as to whether alglib solve linear programming problems of the form:

/ * Objective function * /
min: F = 170 X1 +220 X2 +180 X3 +250 X4;

/ * Constraints * /
10> 43 X1 +0.5 X2 +67 X3 +6 X4 <= 60;

0> = 34 X1 +98 X2 +80 X4> = 11.3;

0> = 0.3 X2 +16 X3 +10 X4 <= 18.9;

X1 + X2 + X3 + X4 = 1;

/ * Variable bounds * /
X1> = 0.13;

X2 <= 0.009;

X3 <= 0.2;

X4 <= 0.009;

If possible, please, show an example.

Current version of ALGLIB doesn't support linear programming. You can try to solve simple linear programs with BLEIC (boundary, linear equality/inequality constraints) solver, because any linear program is a special case of general optimization problem, but this solver will be too slow even for medium sized programs (more than hundred of constraints) and it can't handle situation where problem is incorrectly stated (there is no extremum subject to given constraints, like when searching max(x^2) subject to x>=0).

The problem with BLEIC solver is that it is too slow when compared with specialized linear programming solvers. But it is fast enough if you want to solve small problems (10-50 variables/constraints).

Thank you.
1. Please tell me whether it planned to add alglib functions for solving linear programming?
2. Can we at this forum to write in Russian?
in Russian:
Спасибо.
1. Скажите, пожалуйста, планируется ли добавить в alglib функции решения задач линейного программирования?
2. Можно ли на данном форуме писать на русском языке?

1. They will be added, but without definite schedule. Priorities for the near future are interpolation and general (nonlinear) optimization, multithreading support, better SSE support.
2. No, it is English-only forum. But you can use Russian in private messages or e-mail :)