### 4 releases

0.2.2 | May 25, 2020 |
---|---|

0.2.1 | May 6, 2020 |

0.2.0 | May 3, 2020 |

0.1.0 | Apr 11, 2020 |

#**19** in #linear-programming

**7,064** downloads per month

Used in **13** crates
(4 directly)

**Apache-2.0**

150KB

3.5K
SLoC

# minilp

A fast linear programming solver library.

Linear programming is a technique for finding the minimum (or maximum) of a linear function of a set of continuous variables subject to linear equality and inequality constraints.

## Features

- Pure Rust implementation.
- Able to solve problems with hundreds of thousands of variables and constraints.
- Incremental: add constraints to an existing solution without solving it from scratch.
- Problems can be defined via an API or parsed from an MPS file.

Warning: this is an early-stage project. Although the library is already quite powerful and fast, it will probably cycle, lose precision or panic on some harder problems. Please report bugs and contribute code!

## Examples

Basic usage

`use` `minilp``::``{`Problem`,` OptimizationDirection`,` ComparisonOp`}``;`
`//` Maximize an objective function x + 2 * y of two variables x >= 0 and 0 <= y <= 3
`let` `mut` problem `=` `Problem``::`new`(``OptimizationDirection``::`Maximize`)``;`
`let` x `=` problem`.``add_var``(``1.``0``,` `(``0.``0``,` `f64``::``INFINITY``)``)``;`
`let` y `=` problem`.``add_var``(``2.``0``,` `(``0.``0``,` `3.``0``)``)``;`
`//` subject to constraints: x + y <= 4 and 2 * x + y >= 2.
problem`.``add_constraint``(``&``[``(`x`,` `1.``0``)``,` `(`y`,` `1.``0``)``]``,` `ComparisonOp``::`Le`,` `4.``0``)``;`
problem`.``add_constraint``(``&``[``(`x`,` `2.``0``)``,` `(`y`,` `1.``0``)``]``,` `ComparisonOp``::`Ge`,` `2.``0``)``;`
`//` Optimal value is 7, achieved at x = 1 and y = 3.
`let` solution `=` problem`.``solve``(``)``.``unwrap``(``)``;`
`assert_eq!``(`solution`.``objective``(``)``,` `7.``0``)``;`
`assert_eq!``(`solution`[`x`]``,` `1.``0``)``;`
`assert_eq!``(`solution`[`y`]``,` `3.``0``)``;`

For a more involved example, see examples/tsp, a solver for the travelling salesman problem.

## License

This project is licensed under the Apache License, Version 2.0.

#### Dependencies

~2MB

~37K SLoC