The lp_solve program is a command line application that can use as good as all functionality of the library.
A list of all options is given by entering the following command:
lp_solve -h
This gives:
Usage of lp_solve version 5.5.2.11:
lp_solve [options] [[<]input_file]
List of options:
-h prints this message
-lp read from LP file (default) See read_LP, See lp-format
-mps read from MPS file, default in fixed format See read_MPS, See mps-format
-mps_free use free format See read_MPS, See mps-format
-mps_ibm interprete integers accoring to ibm format See read_MPS, See mps-format
-mps_negobjconst negate objective constant See read_MPS, See mps-format
-fmps read from MPS file in free format See read_freeMPS, See mps-format
-rpar filename read parameters from filename. See read_params
-rparopt options
options for parameter file:
-H headername: header name for parameters. By default 'Default'
-rxli xliname filename
read file with xli library See external language interface
-rxlidata datafilename
data file name for xli library. See external language interface
-rxliopt options
options for xli library. See external language interface
-rbas filename read basis from filename. See read_basis, See mps bas file format
-gbas filename guess basis with variables from filename. See guess_basis
-plp print model. See print_lp
-wlp filename write to LP file See write_lp, See lp-format
-wmps filename write to MPS file in fixed format See write_mps, See mps-format
-wfmps filename write to MPS file in free format See write_freemps, See mps-format
-wxli xliname filename
write file with xli library See external language interface
-wxliopt options
options for xli library. See external language interface
-wxlisol xliname filename
write solution file with xli library See external language interface
-wxlisolopt options
options for xli library. See external language interface
-wbas filename write basis to filename. See write_basis, See mps bas file format
-wpar filename write parameters to filename. See write_params
-wparopt options
options for parameter file:
-H headername: header name for parameters. By default 'Default'
-wafter Write model after solve (useful if presolve used).
-parse_only parse input file but do not solve
-nonames Ignore variables and constraint names See set_use_names
-norownames Ignore constraint names See set_use_names
-nocolnames Ignore variable names See set_use_names
-min Minimize the lp problem (overrules setting in file) See set_minim
-max Maximize the lp problem (overrules setting in file) See set_maxim
-r <value> specify max nbr of pivots between a re-inversion of the matrix See set_maxpivot
-piv <rule> specify simplex pivot rule See set_pivoting
-piv0: Select first
-piv1: Select according to Dantzig
-piv2: Select Devex pricing from Paula Harris (default)
-piv3: Select steepest edge
These pivot rules can be combined with any of the following:
-pivf In case of Steepest Edge, fall back to DEVEX in primal. See set_pivoting
-pivm Multiple pricing. See set_pivoting
-piva Temporarily use First Index if cycling is detected. See set_pivoting
-pivr Adds a small randomization effect to the selected pricer. See set_pivoting
-pivll Scan entering/leaving columns left rather than right. See set_pivoting
-pivla Scan entering/leaving columns alternatingly left/right. See set_pivoting
-pivh Use Harris' primal pivot logic rather than the default. See set_pivoting
-pivt Use true norms for Devex and Steepest Edge initializations. See set_pivoting
-o0 Don't put objective in basis. See set_obj_in_basis
-o1 Put objective in basis (default). See set_obj_in_basis
-s <mode> <scaleloop> use automatic problem scaling. See set_scaling
-s0: No scaling
-s1: Geometric scaling (default)
-s2: Curtis-reid scaling
-s3: Scale to convergence using largest absolute value
-s:
-s4: Numerical range-based scaling
-s5: Same as -s4 -sl
-s6: Scale based on the simple numerical range
-s7: Same as -s4 -sq
These scaling rules can be combined with any of the following:
-sp: also do power scaling.
-si: also do integer scaling (default).
-se: also do equilibration to scale to the -1..1 range (default).
-sq: also do quadratic scaling.
-sl: Scale to convergence using logarithmic mean of all values.
-sd: Dynamic update.
-sr: Scale only rows.
-sc: Scale only columns.
-presolve presolve problem before start optimizing (rows+columns) See set_presolve
-presolverow presolve problem before start optimizing (rows only) See set_presolve
-presolvecol presolve problem before start optimizing (columns only) See set_presolve
-presolvel also eliminate linearly dependent rows See set_presolve
-presolves also convert constraints to SOSes (only SOS1 handled) See set_presolve
-presolver If the phase 1 solution process finds that a constraint is
redundant then this constraint is deleted See set_presolve
-presolvek Simplification of knapsack-type constraints through
addition of an extra variable, which also helps bound the OF See set_presolve
-presolveq Direct substitution of one variable in 2-element equality
constraints; this requires changes to the constraint matrix See set_presolve
-presolvem Merge rows See set_presolve
-presolvefd COLFIXDUAL See set_presolve
-presolvebnd Presolve bounds See set_presolve
-presolved Presolve duals See set_presolve
-presolvef Identify implied free variables (releasing their expl. bounds) See set_presolve
-presolveslk IMPLIEDSLK See set_presolve
-presolveg Reduce (tighten) coef. in integer models based on GCD argument See set_presolve
-presolveb Attempt to fix binary variables at one of their bounds See set_presolve
-presolvec Attempt to reduce coefficients in binary models See set_presolve
-presolverowd Idenfify and delete qualifying constraints that
are dominated by others, also fixes variables at a bound See set_presolve
-presolvecold Deletes variables (mainly binary), that are dominated
by others (only one can be non-zero) See set_presolve
-C <mode> basis crash mode See set_basiscrash
-C0: No crash basis
-C2: Most feasible basis
-C3: Least degenerate basis
-prim Prefer the primal simplex for both phases. See set_preferdual
-dual Prefer the dual simplex for both phases. See set_preferdual
-simplexpp Set Phase1 Primal, Phase2 Primal. See set_simplextype
-simplexdp Set Phase1 Dual, Phase2 Primal. See set_simplextype
-simplexpd Set Phase1 Primal, Phase2 Dual. See set_simplextype
-simplexdd Set Phase1 Dual, Phase2 Dual. See set_simplextype
-degen use perturbations to reduce degeneracy,
can increase numerical instability See set_anti_degen
-degenc use column check to reduce degeneracy See set_anti_degen
-degend dynamic check to reduce degeneracy See set_anti_degen
-degenf anti-degen fixedvars See set_anti_degen
-degens anti-degen stalling See set_anti_degen
-degenn anti-degen numfailure See set_anti_degen
-degenl anti-degen lostfeas See set_anti_degen
-degeni anti-degen infeasible See set_anti_degen
-degenb anti-degen B&B See set_anti_degen
-degenr anti-degen Perturbation of the working RHS at refactorization See set_anti_degen
-degenp anti-degen Limit bound flips See set_anti_degen
-trej <Trej> set minimum pivot value See set_epspivot
-epsd <epsd> set minimum tolerance for reduced costs See set_epsd
-epsb <epsb> set minimum tolerance for the RHS See set_epsb
-epsel <epsel> set tolerance for rounding values to zero See set_epsel
-epsp <epsp> set the value that is used as perturbation scalar for
degenerative problems See set_epsperturb
-improve <level> iterative improvement level See set_improve
-improve0: none
-improve1: Running accuracy measurement of solved equations on Bx=r
-improve2: Improve initial dual feasibility by bound flips (default)
-improve4: Low-cost accuracy monitoring in the dual
-improve8: check for primal/dual feasibility at the node level
-timeout <sec> Timeout after sec seconds when not solution found. See set_timeout
-ac <accuracy> Fail when accuracy is less then specified value.
-bfp <filename> Set basis factorization package. See set_BFP
-noint Ignore integer restrictions
-e <number> specifies the tolerance which is used to determine whether a
floating point number is in fact an integer.
Should be < 0.5 See set_epsint
-g <number>
-ga <number> specifies the absolute MIP gap for branch-and-bound. See set_mip_gap
This specifies the absolute allowed tolerance
on the object function. Can result in faster solving times.
-gr <number> specifies the relative MIP gap for branch-and-bound. See set_mip_gap
This specifies the relative allowed tolerance
on the object function. Can result in faster solving times.
-f specifies that branch-and-bound algorithm stops at first found
solution See set_break_at_first
-b <bound> specify a lower bound for the objective function See set_obj_bound
to the program. If close enough, may speed up the
calculations.
-o <value> specifies that branch-and-bound algorithm stops when objective
value is better than value See set_break_at_value
-c
-cc during branch-and-bound, take the ceiling branch first See set_bb_floorfirst
-cf during branch-and-bound, take the floor branch first See set_bb_floorfirst
-ca during branch-and-bound, the algorithm chooses branch See set_bb_floorfirst
-depth <limit> set branch-and-bound depth limit See set_bb_depthlimit
-n <solnr> specify which solution number to return See set_solutionlimit
-B <rule> specify branch-and-bound rule See set_bb_rule
-B0: Select Lowest indexed non-integer column (default)
-B1: Selection based on distance from the current bounds
-B2: Selection based on the largest current bound
-B3: Selection based on largest fractional value
-B4: Simple, unweighted pseudo-cost of a variable
-B5: This is an extended pseudo-costing strategy based on minimizing
the number of integer infeasibilities
-B6: This is an extended pseudo-costing strategy based on maximizing
the normal pseudo-cost divided by the number of infeasibilities.
Similar to (the reciprocal of) a cost/benefit ratio
These branch-and-bound rules can be combined with any of the following:
-Bw WeightReverse branch-and-bound See set_bb_rule
-Bb BranchReverse branch-and-bound See set_bb_rule
-Bg Greedy branch-and-bound See set_bb_rule
-Bp PseudoCost branch-and-bound See set_bb_rule
-BR Extended PseudoCost branch-and-bound See set_bb_rule
-Bf DepthFirst branch-and-bound See set_bb_rule
-Br Randomize branch-and-bound See set_bb_rule
-BG GubMode branch-and-bound See set_bb_rule
-Bd Dynamic branch-and-bound See set_bb_rule
-Bs RestartMode branch-and-bound See set_bb_rule
-BB BreadthFirst branch-and-bound See set_bb_rule
-Bo Order variables to improve branch-and-bound performance See set_bb_rule
-Bc Do bound tightening during B&B based of reduced cost info See set_bb_rule
-Bi Initialize pseudo-costs by strong branching See set_bb_rule
-time Print CPU time to parse input and to calculate result. See time_elapsed
-v <level> verbose mode, gives flow through the program. See set_verbose
if level not provided (-v) then -v4 (NORMAL) is taken.
-v0: NEUTRAL
-v1: CRITICAL
-v2: SEVERE
-v3: IMPORTANT (default)
-v4: NORMAL
-v5: DETAILED
-v6: FULL
-t trace pivot selection See set_trace
-d debug mode, all intermediate results are printed,
and the branch-and-bound decisions See set_debug
-R report information while solving the model See put_msgfunc See get_working_objective
-Db <filename> Do a generic readable data dump of key lp_solve model variables
before solve. See print_debugdump
Principally for run difference and debugging purposes
-Da <filename> Do a generic readable data dump of key lp_solve model variables
after solve. See print_debugdump
Principally for run difference and debugging purposes
-i print all intermediate valid solutions. See set_print_sol
Can give you useful solutions even if the total run time
is too long
-ia print all intermediate (only non-zero values) valid solutions. See set_print_sol
Can give you useful solutions even if the total run time
is too long
-stat Print model statistics
-S <detail> Print solution. If detail omitted, then -S2 is used.
-S0: Print nothing
-S1: Only objective value See print_objective See get_objective
-S2: Obj value+variables (default) See print_solution See get_variables, get_ptr_variables
-S3: Obj value+variables+constraints See print_constraints See get_constraints
-S4: Obj value+variables+constraints+duals
See print_duals
See get_sensitivity_rhs, get_ptr_sensitivity_rhs, get_dual_solution, get_ptr_dual_solution, get_var_dualresult,
See get_sensitivity_obj, get_ptr_sensitivity_obj, get_sensitivity_objex, get_ptr_sensitivity_objex
-S5: Obj value+variables+constraints+duals+lp model See print_lp
-S6: Obj value+variables+constraints+duals+lp model+scales See print_scales
-S7: Obj value+variables+constraints+duals+lp model+scales+lp tableau See print_tableau
Enter the following in your favorite text editor (Windows users, don't use Word or Wordpad, that won't work. If you don't have an editor, use notepad).
max: 143 x + 60 y; 120 x + 210 y <= 15000; 110 x + 30 y <= 4000; x + y <= 75;
Save this on your hard disk with name model.lp (don't forget in which directory/folder you save it).
Now enter the following:
lp_solve -S3 model.lp
This gives:
Value of objective function: 6315.63 Actual values of the variables: x 21.875 y 53.125 Actual values of the constraints: R1 13781.2 R2 4000 R3 75
Note that this is the model presented in Formulation of an lp problem in lpsolve. The model is formulated in the lp format. See lp-format for a description of it.