Ubuntu 下 glpk 的安装及使用

浏览数：226 / 时间：2015年06月20日

作者：jostree 转载请注明出处 http://www.cnblogs.com/jostree/p/4156204.html

glpk是一个开源的求解线性规划的包。

添加源：

deb http://us.archive.ubuntu.com/ubuntu saucy main universe

更新源并安装：

sudo apt-get update

sudo apt-get install glpk

写入如下glpsolEx.mod 文件

 1 /* Variables */
 2 var x1 >= 0;
 3 var x2 >= 0;
 4 var x3 >= 0;
 5 
 6 /* Object function */
 7 maximize z: x1 + 14*x2 + 6*x3;
 8 
 9 /* Constrains */
10 s.t. con1: x1 + x2 + x3 <= 4;
11 s.t. con2: x1  <= 2;
12 s.t. con3: x3  <= 3;
13 s.t. con4: 3*x2 + x3  <= 6;
14 
15 end;

运行 glpsol -m glpsolEx.mod -o glpsolEx.sol，输出到glpsolEx.sol文件中

结果为：

 1 Problem:    glpsolEx
 2 Rows:       5
 3 Columns:    3
 4 Non-zeros:  10
 5 Status:     OPTIMAL
 6 Objective:  z = 32 (MAXimum)
 7 
 8    No.   Row name   St   Activity     Lower bound   Upper bound    Marginal
 9 ------ ------------ -- ------------- ------------- ------------- -------------
10      1 z            B             32                             
11      2 con1         NU             4                           4             2 
12      3 con2         B              0                           2 
13      4 con3         B              3                           3 
14      5 con4         NU             6                           6             4 
15 
16    No. Column name  St   Activity     Lower bound   Upper bound    Marginal
17 ------ ------------ -- ------------- ------------- ------------- -------------
18      1 x1           NL             0             0                          -1 
19      2 x2           B              1             0               
20      3 x3           B              3             0               
21 
22 Karush-Kuhn-Tucker optimality conditions:
23 
24 KKT.PE: max.abs.err = 0.00e+00 on row 0
25         max.rel.err = 0.00e+00 on row 0
26         High quality
27 
28 KKT.PB: max.abs.err = 4.44e-16 on row 4
29         max.rel.err = 1.11e-16 on row 4
30         High quality
31 
32 KKT.DE: max.abs.err = 0.00e+00 on column 0
33         max.rel.err = 0.00e+00 on column 0
34         High quality
35 
36 KKT.DB: max.abs.err = 0.00e+00 on row 0
37         max.rel.err = 0.00e+00 on row 0
38         High quality
39 
40 End of output