rglpk

Introduction

Rglpk is a package providing a Ruby wrapper to the GNU GLPK library. The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems.

Rglpk (pronounced as "wriggle-pick") is currently in alpha status and the API should be considered subject to change. Rglpk uses Swig to initially wrap the C GLPK library (using a Swig wrapper originally developed by Nigel Galloway) and then a pure Ruby library to wrap the Swig code in a more friendly OO-style.

See github for installation instructions. All bug reports, feature requests and patches are welcome. Enjoy!

Installation

A working GLPK library installation is required. Currently, Rglpk is tested with GLPK v4.44 (direct download). To install GLPK, follow standard procedure:

> gzip -d glpk-X.Y.tar.gz
> tar -x < glpk-X.Y.tar
> ./configure
> make
> make check
> make install
> ldconfig # creates the necessary links and cache to the most recent shared libraries

Rglpk is only available as a gem:

> gem install rglpk

The underlying C library is wrapped using Swig. We keep an up-to-date copy of the generated glpk_wrapper.c file with the distribution, so you don't need to install Swig if you don't want to.

Documentation

Rglpk provides two primary files: ext/glpk_wrapper.c which is a Swig generated wrapper and lib/rglpk.rb which provide a nicer OO-orientated interface. You should only ever need to call methods of the Rglpk class defined lib/rglpk.rb.

An example:

# The same Brief Example as found in section 1.3 of 
# glpk-4.44/doc/glpk.pdf.
#
# maximize
#   z = 10 * x1 + 6 * x2 + 4 * x3
#
# subject to
#   p:      x1 +     x2 +     x3 <= 100
#   q: 10 * x1 + 4 * x2 + 5 * x3 <= 600
#   r:  2 * x1 + 2 * x2 + 6 * x3 <= 300
#
# where all variables are non-negative
#   x1 >= 0, x2 >= 0, x3 >= 0
#    
p = Rglpk::Problem.new
p.name = "sample"
p.obj.dir = Rglpk::GLP_MAX

rows = p.add_rows(3)
rows[0].name = "p"
rows[0].set_bounds(Rglpk::GLP_UP, 0, 100)
rows[1].name = "q"
rows[1].set_bounds(Rglpk::GLP_UP, 0, 600)
rows[2].name = "r"
rows[2].set_bounds(Rglpk::GLP_UP, 0, 300)

cols = p.add_cols(3)
cols[0].name = "x1"
cols[0].set_bounds(Rglpk::GLP_LO, 0.0, 0.0)
cols[1].name = "x2"
cols[1].set_bounds(Rglpk::GLP_LO, 0.0, 0.0)
cols[2].name = "x3"
cols[2].set_bounds(Rglpk::GLP_LO, 0.0, 0.0)

p.obj.coefs = [10, 6, 4]

p.set_matrix([
 1, 1, 1,
10, 4, 5,
 2, 2, 6
])

p.simplex
z = p.obj.get
x1 = cols[0].get_prim
x2 = cols[1].get_prim
x3 = cols[2].get_prim

printf("z = %g; x1 = %g; x2 = %g; x3 = %g\n", z, x1, x2, x3)
#=> z = 733.333; x1 = 33.3333; x2 = 66.6667; x3 = 0

Testing

Test everything with:

> rake test

Test a specific test with:

> ruby test/test_brief_example.rb # or what have you.

License

Copyright (C) 2007 Alex Gutteridge

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.

You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA