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The simplex method for solving linear programming problems implemented in Lua

luasimplex

  1. What?

luasimplex is an implementation of the simplex method for solving linear programming problems written in Lua.

  1. 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.

  1. Requirements

Lua or LuaJIT, and, if you want to run the netlib tests, lfs and the netlib test data.

  1. Issues

Speed. Numerical stability.

  1. 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).