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<TITLE>Quick Start</TITLE>
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<h1 align="left"><u>Quick Start</u></h1>
<p>lp_solve (or lpsolve) has allot of features in-house.
For a beginner, it can be difficult to determine where to start.
The distribution contains many files and to start with, you need only a couple of them.
As you learn the package you may need extras.
This text explains how to start with lp_solve.</p>
<a href="#Quick quick start">Skip the blabla, just give me a very quick start.</a>
<h3>How to call lp_solve</h3>
<p>Basically, lp_solve is a library, a set of routines, called the API that can be called from almost
any programming language to solve MILP problems. There are several ways to pass the data to the library:</p>
<ul>
<li>Via the API
<li>Via input files</li>
<li>Via an IDE</li>
</ul>
<h4>Via the API</h4>
The API is a set of routines that can be called from a programming language to build the model
in memory, solve it and return the results. There are many API routines to perform many possible
tasks and set several options. See <a href="lp_solveAPIreference.htm">lp_solve API reference</a> for an overview.<br><br>
<h4>Via input files</h4>
<p>Standard, lp_solve supports several input files types.
The common known MPS format (see <a href="mps-format.htm">mps-format</a>) is supported by most solvers, but
it is not very readable for humans. Another format is the lp format (see <a href="lp-format.htm">lp-format</a>)
that is more readable. lp_solve has the unique ability to use user-written routines to input the model
(see <a href="XLI.htm">External Language Interface</a>).
See <a href="read_mps.htm">read_mps, read_freemps, read_MPS, read_freeMPS</a> and <a href="read_lp.htm">read_lp, read_LP</a> for
the API calls to read the model from file.<br>
<br>
There is also a driver program called lp_solve that uses the API to provide a command line application
to solve models. See <a href="lp_solve.htm">lp_solve</a> for its usage. With this program you don't
have to know anything of API or computer programming languages. You can just provide your model
via file to the program and it will solve the model and give you the result.</p>
<h4>Via an IDE</h4>
<p>Thanks to <a href="mailto:hgourvest@progdigy.com">Henri Gourvest</a>, there is now also an IDE program called LPSolve IDE that uses the API to provide a Windows application
to solve models. See <a href="IDE.htm">LPSolve IDE</a> for its usage. With this program you don't
have to know anything of API or computer programming languages. You can just provide your model
to the program and it will solve the model and give you the result.</p>
<p>As already stated, lp_solve can be called from many programming language. Among them are
C, C++, Pascal, Delphi, Java, VB, C#, VB.NET, Excel. But let this list not be a limitation.
Any programming language capable of calling external libraries (DLLs under Windows, Shared libraries (.so) under Unix/Linux)
can call lp_solve.</p>
<h3>Some key features of lp_solve</h3>
<ul>
<li>Mixed Integer Linear Programming (MILP) solver
<li>Basically no limit on model size
<li>It is free and with sources
<li>Supports Integer variables, Semi-continuous variables and Special Ordered Sets
<li>Can read model from MPS, LP or user written format
<li>Models can be build in-memory without the use of files
<li>Has a powerful API interface
<li>Easy callable from other programming languages
<li>Advanced pricing using Devex and Steepest Edge for both primal and dual simplexes
<li>Provides different scaling methods to make the model more numerical stable
<li>Has presolve capabilities to tighten constraints/make the model smaller and faster to solve
<li>Has a base crashing routine to determine a starting point
<li>Allows restart after making changes to the model. Solve continues from the last found solution
<li>Possible to select desired combinations of primal and dual phases 1 and 2
<li>Possible to set several solver parameters like tolerances
<li>Alternative (and faster) inverse/re-factorisation libraries are provided for. See <A href="BFP.htm">Basis Factorization Packages</A>
<li>Alternative model readers and writers possible via the XLI implementation. See <A href="XLI.htm">External Language Interfaces</A>
<li>Has the possibility to convert one model format to another format
<li>Provides post-optimal sensitivity analysis. See <A href="sensitivity.htm">Sensitivity</A>
<li>...</li>
</ul>
<h3>Quick quick start</h3>
<a name="Quick quick start"></a>
<h4>Formulating a problem</h4>
<p>If you don't know much about linear programming, first take a look at
<a href="formulate.htm">Formulation of an lp problem in lpsolve</a>.
Start with reading the first part where a practical example is presented until the point where the formulation is given in mathematical format,
then return to here. This practical example is used in the next presentations.</p>
<p>Another <b>very usefull</b> and free paper about linear programming fundamentals and advanced features
plus several problems being discussed and modeled is <a href="http://dashoptimization.com/home/downloads/book/booka4.pdf" target="_blank">Applications of optimization with Xpress-MP</a>.
It describes linear programming and modeling with the commercial solver Xpress-MP, but is as usefull for other solvers like lp_solve. In case that this link would not work anymore,
try <a href="http://www.google.be/search?hl=nl&as_qdr=all&q=%22Applications+of+optimization+with+Xpress-MP%22+%22Developing+Linear+and+Integer+Programming+models%22+%22Application+examples%22+filetype%3Apdf&btnG=Zoeken&meta=" target="_blank">this</a> via google search.
</p>
<h4>Solve a problem via the IDE</h4>
<p>The easiest way to start with lp_solve is via the IDE.
This only works under Windows. See <a href="IDE.htm">LPSolve IDE</a>.</p>
<h4>Solve a problem via the <a href="lp_solve.htm">lp_solve command</a> line program</h4>
<p>Another way to solve a model is via the <a href="lp_solve.htm">lp_solve command</a> line program.
This works on any platform, but is completely command-line driven.
Well known by Unix/Linux shell programmers and DOS box users.
See <a href="lp_solve.htm">lp_solve command</a>.</p>
<h4>solve a problem via the API</h4>
<p>Programmers want to call lp_solve in a totally different way.
They want to call lp_solve as a library directly from their programming language.
This is what is called the API (Application Programming Interface).
See <A HREF="Build.htm">Calling the lpsolve API from your application</A> and
<A HREF="formulate.htm#Construct%20the%20model%20from%20a%20Programming%20Language">Construct the model from a Programming Language</A>.
An overview of the complete API can be found on: <A HREF="lp_solveAPIreference.htm">lp_solve API reference</A>.
</p>
<h4>Compile the source code yourself</h4>
<p>The distribution contains precompiled libraries/binaries for Windows and Linux.
However lp_solve can be compiled on other platforms also. You may also to make
modifications to it and then you have to recompile also, even on the precompiled
platforms. See <A HREF="Build.htm">Calling the lpsolve API from your application</A>.
In this article it is both explained how to link your code to the library and how to
compile the lp_solve code.
</p>
<h4>Basis Factorization Packages</h4>
<p>Alternative inverse/re-factorization libraries can be used by lp_solve.
This is a feature for the more experienced users of lp_solve.
See <a href="BFP.htm">Basis Factorization Packages</a> for more information.
The sources of these packages are in the lp_solve_5.5.2.5_bfp_*_source.tar.gz archives.
The binaries are in the lp_solve_5.5.2.5_exe* archive.</p>
<h4>External Language Interfaces</h4>
<p>Alternative model readers and writers possible via the XLI implementation.
Models expressed in format files other than lp or MPS format can also be read or written
by lp_solve via this unique feature. See <a href="XLI.htm">External Language Interfaces</a>
for more information.
The sources of these packages are in the lp_solve_5.5.2.5_xli_*_source.tar.gz archives.
The binaries are in the lp_solve_5.5.2.5_exe* archive.</p>
<h4>Calling lp_solve from higher level Mathematical languages.</h4>
lp_solve can be called from <a href="AMPL.htm">AMPL</a>, <a href="MATLAB.htm">MATLAB</a>, <a href="O-Matrix.htm">O-Matrix</a>, <a href="Sysquake.htm">Sysquake</a>, <a href="Scilab.htm">Scilab</a>, <a href="Octave.htm">Octave</a>, <a href="FreeMat.htm">FreeMat</a>, <a href="Euler.htm">Euler</a>, <a href="Python.htm">Python</a>, <a href="Sage.htm">Sage</a>, <a href="PHP.htm">PHP</a>, <a href="R.htm">R</a>, <a href="MSF.htm">Microsoft Solver Foundation</a>.
<p>You now have a pretty good idea what lp_solve is about.</p>
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