[Haskell-cafe] Linear programming in Haskell

Alberto Ruiz aruiz at um.es
Wed Feb 17 03:38:22 EST 2010


I think that GSL does not include linear programming solvers, but in the 
GSL home page there is a reference to the GLPK package:

http://www.gnu.org/software/glpk/glpk.html

I have not used it, but it would be very nice to have a simple Haskell 
interface to GLPK (or other similar library) in hmatrix or as a separate 
package. I will take a look at this.

Alberto

Daniel Peebles wrote:
> As far as I can see, you'd use that for systems of linear /equalities/, 
> but for systems of linear /inequalities/ with a linear objective 
> function, it's not suitable. I may be wrong though :)
> 
> On Tue, Feb 16, 2010 at 3:37 PM, Felipe Lessa <felipe.lessa at gmail.com 
> <mailto:felipe.lessa at gmail.com>> wrote:
> 
>     On Tue, Feb 16, 2010 at 03:12:53PM -0500, Daniel Peebles wrote:
>      > How would you use hmatrix? By linear programming I assume he
>     means systems
>      > of linear inequalities, as typically solved by the simplex
>     algorithm. I too
>      > am interested in this question (and the more general one of nonlinear
>      > optimization)!
> 
>     I have never used this part of hmatrix, but does
>     Numeric.LinearAlgebra satisfy your needs?  In particular, see
>     linearSolve[1] and linearSolveR[2].
> 
>     [1]
>     http://hackage.haskell.org/packages/archive/hmatrix/0.8.3.1/doc/html/Numeric-LinearAlgebra-Algorithms.html#v%3AlinearSolve
>     [2]
>     http://hackage.haskell.org/packages/archive/hmatrix/0.8.3.1/doc/html/Numeric-LinearAlgebra-LAPACK.html#v%3AlinearSolveR
> 
>     HTH,
> 
>     --
>     Felipe.
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> 
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