# microlp
This is a fork of [minilp](https://github.com/ztlpn/minilp) which i initially made to fix some runtime errors.
I'm no expert of optimization, if you have any suggestions or improvements feel free to open an issue or a pull request.

## Warning
currently panics in rust nightly 1.83.0 and 1.84.0 [see here](https://github.com/sparsemat/sprs/issues/370)

[![Crates.io](https://img.shields.io/crates/v/microlp.svg)](https://crates.io/crates/microlp)
[![Documentation](https://docs.rs/microlp/badge.svg)](https://docs.rs/microlp/)

A fast linear programming solver library.

[Linear programming](https://en.wikipedia.org/wiki/Linear_programming) is a technique for
finding the minimum (or maximum) of a linear function of a set of continuous variables
subject to linear equality and inequality constraints.

## Features

* Pure Rust implementation.
* Able to solve problems with hundreds of thousands of variables and constraints.
* Incremental: add constraints to an existing solution without solving it from scratch.
* Problems can be defined via an API or parsed from an
  [MPS](https://en.wikipedia.org/wiki/MPS_(format)) file.

Warning: this is an early-stage project. Although the library is already quite powerful and fast,
it will probably cycle, lose precision or panic on some harder problems. Please report
bugs and contribute code!

## Examples

Basic usage

```rust
use microlp::{Problem, OptimizationDirection, ComparisonOp};

// Maximize an objective function x + 2 * y of two variables x >= 0 and 0 <= y <= 3
let mut problem = Problem::new(OptimizationDirection::Maximize);
let x = problem.add_var(1.0, (0.0, f64::INFINITY));
let y = problem.add_var(2.0, (0.0, 3.0));

// subject to constraints: x + y <= 4 and 2 * x + y >= 2.
problem.add_constraint(&[(x, 1.0), (y, 1.0)], ComparisonOp::Le, 4.0);
problem.add_constraint(&[(x, 2.0), (y, 1.0)], ComparisonOp::Ge, 2.0);

// Optimal value is 7, achieved at x = 1 and y = 3.
let solution = problem.solve().unwrap();
assert_eq!(solution.objective(), 7.0);
assert_eq!(solution[x], 1.0);
assert_eq!(solution[y], 3.0);
```

For a more involved example, see [examples/tsp](examples#tsp), a solver for the travelling
salesman problem.

## License

This project is licensed under the [Apache License, Version 2.0](./LICENSE).