Castro - Linux Conf Europe 2007 September 4th 2007 GLPK...

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Unformatted text preview: Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 1/20 Introduction to the Gnu Linear Programming Kit Optimizing financial and industry models with GLPK Rodrigo Ceron Ferreira de Castro [email protected] Introduction ● Gnu Linear Programming Kit Characteristics Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 2/20 Introduction Introduction ● Gnu Linear Programming Kit Characteristics Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 3/20 Gnu Linear Programming Kit ■ organized as a callable library Introduction ● Gnu Linear Programming Kit Characteristics Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 3/20 Gnu Linear Programming Kit ■ organized as a callable library ■ written in ANSI C Introduction ● Gnu Linear Programming Kit Characteristics Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 3/20 Gnu Linear Programming Kit ■ organized as a callable library ■ written in ANSI C ■ objectives ◆ solve linear programming problems ◆ solve mixed integer programming problems ◆ solve some other related problems Introduction ● Gnu Linear Programming Kit Characteristics Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 3/20 Gnu Linear Programming Kit ■ organized as a callable library ■ written in ANSI C ■ objectives ◆ solve linear programming problems ◆ solve mixed integer programming problems ◆ solve some other related problems ■ current version: 4.20 Introduction ● Gnu Linear Programming Kit Characteristics Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 3/20 Gnu Linear Programming Kit ■ organized as a callable library ■ written in ANSI C ■ objectives ◆ solve linear programming problems ◆ solve mixed integer programming problems ◆ solve some other related problems ■ current version: 4.20 ■ home page: http://www.gnu.org/software/glpk/glpk.html Introduction Characteristics ● methods available for solving problems ● Solvers ● Languages for describing problems Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 4/20 Characteristics Introduction Characteristics ● methods available for solving problems ● Solvers ● Languages for describing problems Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 5/20 methods available for solving problems ■ revised simplex algorithm Introduction Characteristics ● methods available for solving problems ● Solvers ● Languages for describing problems Learn by example Final words Linux Conf Europe 2007, September 4th, 2007 GLPK tutorial - p. 5/20 methods available for solving problems ■ revised simplex algorithm ■ primal-dual interior point algorithm Introduction Characteristics ● methods available for solving...
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Castro - Linux Conf Europe 2007 September 4th 2007 GLPK...

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