LP in matrix form

[riemanli]

I know ojAlgo has array/matrix data structure and it also supports LP. However, I can't find any example of using array/matrix in LP. Specifically, I am looking for an efficient way to solve the following problem setup.

minimize: c @ x
such that:
A_ub @ x <= b_ub
A_eq @ x == b_eq
lb <= x <= ub

Thanks.

Best,
Rieman

[apete]

The recommendation is to use ExpressionsBasedModel and don't worry about the underlying format.

If you absolutely want to use matrices to describe the the problem you can use LinearSolver.newGeneralBuilder() but then you loose the presolve functionality of ExpressionsBasedModel.

Also, the variable bounds specified using that builder are disregarded by the current solver implementation. That feature was added to support some ongoing work on a new linear solver. If you use ExpressionsBasedModel you don't need to worry about things like this.

[riemanli]

Anders,

Thanks for the prompt reply. If my understanding is correct, to use ExpressionsBasedModel we will need to use for-loops to set up variables and constraints. Please let me know if that's correct and if there is a better way to do it.

Best,
Rieman

[apete]

Yes, something like that. You cannot use the matrices directly. Refactor the code that creates the matrices to instead build an ExpressionsBasedModel instance.