RELP: Rust Exact Linear Programming

A linear program solver written in Rust.

This project is a work in progress. Integer variables are not (yet) supported.

Priorities

• Correctness and safety
• Performance
• Maintainability and flexibility

Roadmap

• [x] Simplex algorithm
• [x] Lazy column generation
• [x] Arbitrary ordered fields
• [x] Arbitrary precision
• [x] Presolving framework
• [x] Reading MPS files
• [x] Smart matrix inverse maintenance
• [ ] Dual algorithm
• [ ] Integer variables through Gomory cuts
• [ ] A convenient API
• [ ] Floating point support
• [ ] Integration into branch and bound frameworks

Usage

The binary can be compiled with cargo build --bin relp --features="binaries". You can then call it like target/release/relp tests/burkardt/problem_files/adlittle.mps. If you would like to use the library, read through the tests/ folder for examples.