Linear Programming using GLPK (GNU Linear Programming Kit)

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Simple Examples – Linear Programming

I started to develop an interest in Linear Programming problem solving. But what is Linear Programming and what sort of problems can be solved? Quick wikipedia search: “Linear programming (LP, also called linear optimization) is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming (mathematical optimization).”

Well I discovered a light weight library for C++ called GNU Linear Programming Kit, short GLPK, including the following main components:

– primal and dual simplex methods
– primal-dual interior-point method
– branch-and-cut method
– translator for GNU MathProg
– application program interface (API)
– stand-alone LP/MIP solver

And a set of real life example problems on slideshare, right here, which I will solve using GLPK:

1. Minimize cost for small and large vans
2. Maximize servings of pancakes and waffles recipes
3. Maximize earnings
4. Optimize protein consumption

Have a look and let me know what you think!