LP file format

The lp-format is lpsolves native format to read and write lp models.
Note that this format is not the same as the CPLEX LP format (see CPLEX LP file format)

The lp-format input syntax is a set of algebraic expressions and "int"
declarations in the following order:

<objective function>
<constraint>*
<declaration>*

where:

- <objective function> is a linear combination of optional variables and
  constants, ending with a semicolon, optionally preceded by "max: " or "min: "
  to indicate whether you want it to be minimized or maximized. The case
  is not important, "Max:" or "MAX:" will work as well. Maximization
  is the default. Alternatives are minimise, minimize, maximise, Maximize.
  The objective function is required, but can be empty.

- <constraint> is an optional constraint name followed by a colon plus
  a linear combination of variables and constants or (just one)
  constraint name followed by a colon (a range) or (just one) variable
  name without a colon (a bound), followed by a relational operator,
  followed again by a linear combination of variables and constants,
  ending with a semicolon. The relational operator can be any of the
  following: "<" "<=" "=" ">" ">=". There is no semantic difference
  between "<" and "<=" nor between ">" and ">=" (even for integer
  variables!).

- <declaration> is of one of the forms:
  To define variables as integer:
   "int"
   var [","] var [","] var ... ";"

  To define variables as semi-cont:
   "sec"
   var [","] var [","] var ... ";"

  To define Special Ordered Sets (SOS):
   "sos"
   [sosdescr:] [","] var[:weight] [","] var[:weight] [","] var[:weight] ... "<[=]" sostype[:sosorder] ";" ...
  or:
   "sosx"
   [sosdescr:] var[:weight] [","] var[:weight] [","] var[:weight] ... ";" ...

- A var must start with a letter (either upper or lower case), and may
  contain any number of additional letters, numerals, or characters
  from this list: _[]{}/.&#$%~'@^

- Comments can be used with the /* */ syntax, just like in C.
  It can be put anywhere in the file and even over multiple lines.
  lp_solve 4.0.1.11 and newer also supports the C++ line comment //.

- Empty lines are also allowed.

EXAMPLES
      The simple problem:

      x1 >= 1
      x2 >= 1
      x1 + x2 >= 2
      minimize x1 + x2 (= maximize -(x1 + x2)), with x1 integer

      Can be written as follows in lp-format:

      -x1 -x2;
      /* or min: x1 + x2; */
      x1 >= 1;
      x2 >= 1;
      x1 + x2 >= 2;
      int x1;

The correct result for (x1, x2) is of course (1, 1).

If you want to give a name to a restriction then begin the line with the name and a colon.

For example:

      min: x1 + x2;
      x1 >= 1;
      x2 >= 1;
      myrow: x1 + x2 >= 2;
      int x1;

The objective function may also be empty, but it must be there:

      min: ;
      x1 >= 1;
      x2 >= 1;
      myrow: x1 + x2 >= 2;
      int x1;

Also constants may be put in the objective function:

      min: x1 + x2 + 3;
      x1 >= 1;
      x2 >= 1;
      myrow: x1 + x2 >= 2;
      int x1;

Or even the following is ok. The constants will be added to one constant value:

      min: 2 + x1 + 3 + x2 + 4;
      x1 >= 1;
      x2 >= 1;
      myrow: x1 + x2 >= 2;
      int x1;

This will lead to the same solution as without the constant(s),
but the objective value will be increased with this value.


Note that for bounds on variables, you should not put labels before them.
This is because lp_solve then makes this an extra restriction.
If you don't put a label before single variables then lp_solve doesn't have to create
an extra row for bounds on variables, resulting in better performance.

So it is better to write:

      x1 >= 1;

than

      r_x1: x1 >= 1;

Note that this is only for single variables, so

	  myrow: x1 + x2 >= 2;

performs as well as

	  x1 + x2 >= 2;

In addition, the variable can have a constant, without performance penalty.
For example:

      2 x1 >= 2;

is automatically translated to

      x1 >= 1;

by lp_solve, so this is not a restriction, but a (better performing) bound.
The moment there is more than one variable in a constraint, lp_solve can only
create a restriction (extra row) for this.


Sometimes there is a lower and upper bound on a variable. This can be written in several ways:

      x1 >= 1;
      x1 <= 3;

It doesn't matter if the lower bound comes first or not. They are also not required to be together.

Another way to write this is:

      1 <= x1 <= 3;

Or

      3 >= x1 >= 1;

These bounds on variables are handled by lp_solve in a special way so that no extra restrictions
(rows) are created, which will lead to better performance.


Also on restrictions there can be both a lower and upper value. They are called ranges.
For example:

      myrow: x1 + x2 >= 2;

Suppose that the same restriction should also be <= 6, then this could be written as:

      myrowmin: x1 + x2 >= 2;
      myrowmax: x1 + x2 <= 6;

However, then there are two rows in the model which makes it larger and harder to solve.
lp_solve can handle this in one row so that the model is smaller and it will solve more quickly.
This will only be done if the modeling is done in one of the following ways:

      myrow: x1 + x2 >= 2;
      myrow: <= 6;

Or

      myrow: x1 + x2 <= 6;
      myrow: >= 2;

Or

      myrow: 6 >= x1 + x2 >= 2;

Or

      myrow: 2 <= x1 + x2 <= 6;

Or

      6 >= x1 + x2 >= 2;

Or

      2 <= x1 + x2 <= 6;


Note that there must be a row label if the construction
label: op constant
is used. This requirement does not count if the min and max restriction is put on one line.
Also the range must come after the constraint definition.


Example with integer variables:

	min: -x1 -2 x2 +0.1 x3 +3 x4;
	r_1: +x1 +x2 <= 5;
	r_2: +2 x1 -x2 >= 0;
	r_3: -x1 +3 x2 >= 0;
	r_4: +x3 +x4 >= 0.5;
	x3 >= 1.1;

	int x3, x4;

See integer variables for a description about integer variables.


Example with semi-continuous variables:

	max: x1 + 2x2 - 4x3 -3x4;
	x1 + x2 <= 5;
	2x1 - x2 >= 0;
	-x1 + 3x2 >= 0;
	x3 + x4 >= .5;
	x3 >= 1.1;
	x3 <= 10;

	sec x3, x4;

See semi-continuous variables for a description about semi-continuous variables.


Examples with Special Ordered Sets (SOS):

	min: -x1 -x2 -3 x3 -2 x4 -2 x5;
	c1: -x1 -x2 +x3 +x4 <= 30;
	c2: +x1 +x3 -3 x4 <= 30;
	x1 <= 40;
	x2 <= 1;
	x5 <= 1;

	sos
	SOS1: x1, x2, x3, x4 <= 2;
	SOS2: x2, x3, x4, x5 <= 3;


Alternative:

	min: -x1 -x2 -3 x3 -2 x4 -2 x5;
	c1: -x1 -x2 +x3 +x4 <= 30;
	c2: +x1 +x3 -3 x4 <= 30;
	x1 <= 40;
	x2 <= 1;
	x5 <= 1;

	sos2
	SOS1: x1, x2, x3, x4;
	SOS2: x2, x3, x4, x5;


With SOS weights:

  	min: -x1 -x2 -3 x3 -2 x4 -2 x5;
	c1: -x1 -x2 +x3 +x4 <= 30;
	c2: +x1 +x3 -3 x4 <= 30;
	x1 <= 40;
	x2 <= 1;
	x5 <= 1;

	sos
	SOS1: x1:5, x2:9, x3:12, x4:17 <= 2:3;
	SOS2: x2:9, x3:12, x4:17, x5:21 <= 2:3;

See Special Ordered Sets (SOS) for a description about Special Ordered Sets.


Peculiarities of the lp format:
Note that some strange effects can occur.

Exponents:
Consider the following lp:

min: d1 + e1;

-0.5 d1 + e1 <= 3;
d1 + e1 >= 6;
3 d1 - 2 e1 <= 16;

This works as expected. d1 and e1 are always seen as variables.

Now consider this:

min: d1 + e1;

-0.5 d1 + e1 <= 3;
d1 + e1 >= 6;
3d1 - 2e1 <= 16;

You would expect that this is exactly the same model as before. And for variable d1, this is also the case.
However, e1 in the last constraint is a problem. Here lp_solve doesn't recognise 2e1 as two times variable e1,
but as the constant value 2.0e1 (20). It sees the e1 as an exponent!
There is no problem when there is at least one space between 2 and e1. In that case lp_solve knows that it is
two times variables e1 because there may not be any spaces in numbers.

Operators
Consider the following constraint:

+3 x + 2 y <= 16;

The + sign is optional.

So above equation can also be written as:

3 x + 2 y <= 16;

But also as:

3 x 2 y <= 16;

This may look somewhat strange and can even lead to confusion. Consider the equation without the factor 2:

3 x y <= 16;

This is still considered as:

3 x + y <= 16;

And not as

3 x * y <= 16;

as could be thought...

Also, lp_solve allows adjacent operators.

Consider the following constraint:

+3 x - 2 y <= 16;

This may also be written as:

+3 x + -2 y <= 16;

or

+3 x +- 2 y <= 16;

or

+3 x - +2 y <= 16;

And the constraint

+3 x + 2 y <= 16;

may also be written as:

+3 x + +2 y <= 16;

or

+3 x + + 2 y <= 16;

and even:

+3 x - -2 y <= 16;

Note that the lp-format does not allow parentheses () to make things clearer ...

So the following is not allowed:

+3 x - (-2) y <= 16;

In fact, there is no limit on the number of operators that are placed next to
each other, separated with as many or as few spaces as desired...

For example - --     -- is seen as -, while ----       -- is seen as +.