luasimplex
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The simplex method for solving linear programming problems implemented in Lua
luasimplex
- What?
luasimplex is an implementation of the simplex method for solving linear programming problems written in Lua.
- Why?
It'd be nice if Rima had an LP solver that worked "out of the box" so you could at least get started without having to download and build a real solver.
- Requirements
Lua or LuaJIT, and, if you want to run the netlib tests, lfs and the netlib test data.
- Issues
Speed. Numerical stability.
- How?
Get luasimplex from github. It looks like the easiest place to get the netlib test problems is here: http://www.numerical.rl.ac.uk/cute/netlib.html
Short version: git clone git://github.com/geoffleyland/luasimplex.git curl -O ftp://ftp.numerical.rl.ac.uk/pub/cuter/netlib.tar.gz tar -xzf netlib.tar.gz cd luasimplex make cd lua luajit test-netlib.lua --test-dir ../../netlib/
Options to try are lua instead of luajit, --no-ffi, and --c (which uses the c version of the rsm).