lp_solve Frequently Asked Questions

- Where can I find the latest version of lp_solve?
There is a yahoo group (http://groups.yahoo.com/group/lp_solve/) that bundles all activities of the lp_solve community. You have to register but this is for free. You will find there the latest sources, examples and manuals.

- Can I use lp_solve in commercial code?
Yes you can. However read the GNU LESSER GENERAL PUBLIC LICENSE which you can find in LGPL.txt

- How should lp_solve be cited when I use it?

lpsolve citation data
Description     : Open source (Mixed-Integer) Linear Programming system
Language        : Multi-platform, pure ANSI C / POSIX source code, Lex/Yacc based parsing
Official name   : lp_solve (alternatively lpsolve)
Release data    : Version dated 1 May 2004
Co-developers   : Michel Berkelaar, Kjell Eikland, Peter Notebaert
Licence terms   : GNU LGPL (Lesser General Public Licence)
Citation policy : General references as per LGPL
                  Module specific references as specified therein
This text is also in citations.txt

- What are the default bounds on variables?
As all (at least, simplex) lp solvers, the default lower bound on a variable is 0 and the default upper bound is unlimited.

- Is it possible to set negative bounds on variables?
Yes, this is perfectly possible.

- Is it possible to set a minus infinite lower bound on a variable?
Yes, this is possible. In the lp format, use as lower bound -Inf. In the mps format, use -1e30
If you use the API interface, use get_infinite(lp)
Note that lp_solve splits this variable in 2 if there is a positive or no upper bound. This is done automatically by lp_solve. Because of this, the model becomes larger and thus can take some more time to solve, so only put a minus infinity lower bound on a variable when it is needed.

- What is the layout of the lp/mps/CPLEX format?
See the help file

- lp_solve fails to solve my model. What can I do?
lp_solve has a lot of options. See lp_solve -h
Especially consider to use scaling via the -s options

- Can lp_solve handle non-linear equations?
No, lp_solve can only handle linear constraints. However it also supports integer and semi-continuous variables and special ordered sets. This can be a help to simulate non-linearity.

- Can lp_solve handle ratio's?
Ratio's can be converted to linear equations. See the help file.

- I have a constraint saying that x < 2, but lp_solve comes with a solution of 2, how comes?
< is the same as as <=
also > is the same as >=
This makes more than sense. Mathematically, 1.99999999999999999999999999999999999999999999999999 is smaller than 2, but what is the practical difference with 2? You always have to consider rounding errors also... If the variable is defined as integer then just say x <= 1

- When I solve my model, I get a stack overflow error/core dump/protection error. What is wrong?
If your model has integer/binary/semi-cont/SOS variables then version 5 can solve your problem. In version 4, the implemented branch-and-bound algorithm puts its branches on the stack and that can result in a stack overflow when it is a tough model. Version 5 doesn't put the branches on the stack anymore and because of that, this error is solved.

- Version 4 solves my models slower than version 3 did. What can I do?
Some models are indeed slower with version 4. Version 5 has several enhancements and is faster and more stable. Also version 4 always calculates the sensitivity information while older versions did not have this feature. This also takes some time. Version 5 only calculates the sensitivity when this information is specifically asked which makes it again faster.

- It takes a long time to build the model via the API interface. Especially add_constraint, str_add_constraint seems to be slow. How can it be made faster?
Version 5 has a new API call set_add_rowmode which makes add_constraint, str_add_constraint spectacular faster.

- Can lp_solve give me the 'simplex tableau' of the model?
Version 5 has a new routine (print_tableau) to give you this information.

- Is there documentation about the API interface?
Yes, there are html (help) files. See the Files section.

- What is the maximum number of rows/columns that lp_solve can handle?
There is no fixed limit. Only available memory is a limit.

- Can lp_solve be called from .NET?
Yes it can. There is a VB.NET and a C# example in the Files section.

- The Windows examples don't work. I get an error running them. Some dll cannot be found.
The examples call a dll that contains the lp_solve routines. This dll is called lpsolve.dll and must be on the system either in the directory of the application or somewhere in the path.
This dll is contained in the windows binaries archive in the files section.

- Does the lp_solve lp format support comments?
Yes it does. Put the comments between /* */
It can be anywhere in the text, even over multiple lines. Just like in C
lp_solve and newer also supports the C++ line comment //

- I want to compile lp_solve myself, but I get link errors. Also what should I do with lp.y, lex.l, lp_rlp.y, lp_rlp.l, lp_rlpt.y, lp_rlpt.l?
The .y files are yacc files. They can be translated to C via the bison or yacc commands.
The .l files are lex files. They can be translated to C via the flex or lex commands.
lp.y/lex.l were used in version 4. Version 5 use the names lp_rlp.y/lp_rlp.l and lp_rlpt.y/lp_rlpt.l All unix environments have these commands. There are also windows versions available.
For example at http://unxutils.sourceforge.net/
Also only include lp.c in your compile project, not lex.c. lex.c is automatically #included by lp.c
Version 5 doesn't use the .c extension for the translated lex file. Instead it uses the .h extension. That way there is no confusion. So you don't have to (and may not) include it yourself again in the project.
To compile lp_solve, you must use make or gmake and a Makefile. There are several example makefiles in the source included like Makefile.linux, Makefile.msc. Enter make or gmake -f makefile. Note that for WINDOWS, you must use gnu make because MS make hasn't enough functionality. You can find gmake at http://unxutils.sourceforge.net/

- I compile lp_solve myself, but I get link errors saying that main (or _main) is already defined.
demo.c, mps2lp.c, lp2mps.c, lp_solve.c may never be in the same project. You must use one of these with the other C source files (except lex.c, see above) to make either demo.exe, mps2lp.exe, lp2mps.exe, lp_solve.exe

- lp.c and lex.c that are generated on my system are different from the versions that can be found in the support folder in the files section. Are the latest versions of these files on your site?
Depending on the platform, the command used and the version of the command, these files are indeed different. That is not a problem. You can compare this with a compiler. The same source code generates totally different binaries, depending on the compiler used and its version, but the programs react the same (at least, they should ...).

- When I start the lp_solve program, nothing happens. I just get a blinking cursor. If I enter a command like lp1 = make_lp(0,4), I get a parse error. What is wrong here? How do I use the program?
lp_solve is a library with a set of routines with purpose to solve a MIP model. These routines are sometimes refered as the API (Application Programming Interface). These routines can be used in a C-program to solve MIP models. This is for example demonstrated in the demo program. Under Windows there is also a dll available that can be used by other programming languages to call the API functions. There are demos in VB and .NET available, but the principle is the same. The lp_solve program is basically another 'demo' program of this api. This program reads the MIP model from standard input or from a file and outputs the result back to the console or to a file. There are two possible input formats: the 'lp' format and the 'mps' format. This has nothing to do with the API. So lp1 = make_lp(0,4) is a totally wrong input for the lp_solve program. The lp-format is a 'readable' format of a MIP model.
For example:

max: -x1 + 2 x2;
C1: 2x1 + x2 <= 5;
-4 x1 + 4 x2 <= 5;

int x2,x1;

This lp-format is the default format of the lp_solve program.

The other format is mps format. This is a totally different format and used by many MIP solvers. This format is not very readable for us humans. The same example as above in mps format looks like this:

 N  r_0
 L  C1
 L  r_2
    MARK0000  'MARKER'                 'INTORG'
    x1        r_0                  1   C1                   2
    x1        r_2                 -4
    x2        r_0                 -2   C1                   1
    x2        r_2                  4
    MARK0001  'MARKER'                 'INTEND'
    RHS       C1                   5   r_2                  5

To enable this input format in the lp_solve program, use the -mps option.

The lp_solve program has many other options to control many other things like the amount of data to output, if scaling must be used and so on.

There are two other 'demo' programs: lp2mps and mps2lp. They convert model files from one format to the other.

The lp_solve, lp2mps and mps2lp programs all use API calls of the lp_solve library to perform their actions.