Julia Binding of HPR-LP-C

This page provides quick-start examples for using the Julia interfaces of HPR-LP-C to build and solve linear programs directly from matrices or MPS files.

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Test problem (LP)

The default demo problem we ship is a small linear program of the form

\[\begin{split} \begin{aligned} \min \quad & - 3 x_1 - 5 x_2\\ \text{s.t.} \quad & x_1 + 2 x_2 \le 10, \\ & 3 x_1 + x_2 \le 12, \\ & x_1 \ge 0, \\ & x_2 \ge 0. \end{aligned} \end{split}\]

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Example 1: Build model directly from matrices

cd examples
julia --project=../package example_direct_lp.jl

Quick overview: The following snippet demonstrates how to define and solve a small LP problem directly from matrices. For a complete version with additional options, see example_direct_lp.jl.

using HPRLP
using SparseArrays

# Define LP: minimize c'x subject to AL ≤ A*x ≤ AU, l ≤ x ≤ u
A  = sparse([1.0 2.0; 3.0 1.0])
AL = [-Inf, -Inf]
AU = [10.0, 12.0]
l  = [0.0, 0.0]
u  = [Inf, Inf]
c  = [-3.0, -5.0]

# Create model
model = Model(A, AL, AU, l, u, c)

# Configure solver parameters
params = Parameters(
    stop_tol = 1e-9,
    device_number = 0
)

# Solve
result = solve(model, params)

if is_optimal(result)
    println("Optimal objective: ", result.primal_obj)
    println("Optimal solution:  ", result.x)
end

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Model(A, AL, AU, l, u, c) Create an LP model directly from matrices and vectors.

Argument	Description
A	Sparse constraint matrix (m×n)
AL, AU	Constraint bounds
l, u	Variable bounds
c	Objective coefficients

Returns: Model object

Example 2: Read model from an MPS file

cd examples
julia --project=../package example_mps_file.jl

Quick overview: The following snippet demonstrates how to define and solve an LP problem directly from an MPS file. For a complete version with additional options, see example_mps_file.jl.

using HPRLP

# Create model from MPS file
model = Model("problem.mps")

# Solve
result = solve(model)
println(result)

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Model(filename::String)

Create an LP model by reading an MPS file.

Argument	Description
filename	Path to the MPS file

Returns: Model object

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solve(model::Model, params=nothing)

Solve the given LP model.

Argument	Description
model	LP model object
params	Optional solver parameters
Returns	Results object

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Example 3: Use JuMP to construct and solve LPs

cd examples
julia --project=../package example_jump.jl

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See the github for more details.