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Linear Programming with O-Matrix and lp_solve


The lp_solve Interface Toolbox for O-Matrix integrates lpsolve, a free, public domain linear programming solver with the O-Matrix matrix language. The lpsolve package solves pure linear, mixed integer/binary, semi-continuous and special ordered sets models. lpsolve has no limit on model size and has solved models with more than 100000 constraints. Input can be loaded directly from O-Matrix, from lp, xml or mps input files, and from dynamically called modeling languages.

The lp_solve Interface Toolbox for O-Matrix is written completely in the C programming language to provide maximum performance. The interface uses the O-Matrix DLL linking capability to integrate seamlessly into the O-Matrix language.
The integration of lpsolve with O-Matrix is a win-win situation for both packages. For O-Matrix, lpsolve provides a toolbox to solve Mixed Integer Linear Models in a very easy way. For lpsolve, O-Matrix gives the solver toolbox a matrix interface and reporting capabilities.
- Peter Notebaert, lp_solve co-developer

The high-performance and efficiency of both O-Matrix and lpsolve enable the solution of many problems whose size and scope exceeds the abilities of most spreadsheet-based and interactive solvers. Linear programming has become a common and powerful tool for many facets of business, engineering and science. Some application areas include:

  • Production and Operations Management - Quite often in the process industries a given raw material can be made into a wide variety of products. Given the present profit margin on each product, determine the quantities of each product that should be produced.
  • Finance - The problem of the investor could be a portfolio-mix selection problem.
  • Human Resources - Personnel planning problems can also be analyzed with linear programming.
  • Distribution - Determine the best shipping patterns among numerous factories to minimize cost.
  • Advertising - Determine the proper mix of media to use in an advertising campaign.
  • Scheduling - Given the starting time and duration of various activities determine the optimal schedule and project completion
Both the lpsolve package and The lp_solve Interface Toolbox for O-Matrix are free, but require O-Matrix version 6.3 or greater. The complete lpsolve package, the O-Matrix interface, documentation, and several examples for getting started are included in the O-Matrix trial which you may download at: O-Matrix with lpsolve trial

System Requirements

  • O-Matrix 6.3 or greater

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