Example

let problem =
  let open Lp in
  let x = var "x" in
  let y = var "y" in
  let c0 = [x; c 1.2 * y] <$ [c 5.0] in
  let c1 = [c 2.0 * x; y] <$ [c 1.2] in
  let obj = Obj.Min [x; y] in
  let cnstrs = [c0; c1] in
  (obj, cnstrs)

let () =
   if Lp.validate problem then
       Lp.write "my_problem.lp" problem
   else ()

Status

Currently only basic subset of LP file format is supported. (There is no standard of LP file, though.)

supported

• Single objective (linear and quadratic)
• Constraints (linear and quadratic)
• Bounds
• Variable types (General Integers and Binary Integers)

not-supported

• Semi-continuous variables
• Multi-objective
• Lazy constraint
• Special ordered set (SOS)
• Piecewise-linear objective and constraint
• General Constraint
• Scenario

References

Some references to LP file format.

• CPLEX
• Gurobi
• lp_solve

License

MIT