Sample for solving MIP (mixed integer programming) problem with GLPK

glpk-mip-sample.c

#include <stdlib.h>
#include <stdio.h>
#include <glpk.h>

/*
Maximize
 obj: x1 + 2 x2 + 3 x3 + x4
Subject To
 c1: - x1 + x2 + x3 + 10 x4 <= 20
 c2: x1 - 3 x2 + x3 <= 30
 c3: x2 - 3.5 x4 = 0
Bounds
 0 <= x1 <= 40
 2 <= x4 <= 3
General
 x4
End
*/

int main(void)
{
  glp_prob *mip = glp_create_prob();
  glp_set_prob_name(mip, "sample");
  glp_set_obj_dir(mip, GLP_MAX);

  glp_add_rows(mip, 3);
  glp_set_row_name(mip, 1, "c1");
  glp_set_row_bnds(mip, 1, GLP_DB, 0.0, 20.0);
  glp_set_row_name(mip, 2, "c2");
  glp_set_row_bnds(mip, 2, GLP_DB, 0.0, 30.0);
  glp_set_row_name(mip, 3, "c3");
  glp_set_row_bnds(mip, 3, GLP_FX, 0.0, 0);

  glp_add_cols(mip, 4);
  glp_set_col_name(mip, 1, "x1");
  glp_set_col_bnds(mip, 1, GLP_DB, 0.0, 40.0);
  glp_set_obj_coef(mip, 1, 1.0);
  glp_set_col_name(mip, 2, "x2");
  glp_set_col_bnds(mip, 2, GLP_LO, 0.0, 0.0);
  glp_set_obj_coef(mip, 2, 2.0);
  glp_set_col_name(mip, 3, "x3");
  glp_set_col_bnds(mip, 3, GLP_LO, 0.0, 0.0);
  glp_set_obj_coef(mip, 3, 3.0);
  glp_set_col_name(mip, 4, "x4");
  glp_set_col_bnds(mip, 4, GLP_DB, 2.0, 3.0);
  glp_set_obj_coef(mip, 4, 1.0);
  glp_set_col_kind(mip, 4, GLP_IV);

  int ia[1+9], ja[1+9];
  double ar[1+9];
  ia[1]=1,ja[1]=1,ar[1]=-1;   // a[1,1] = -1
  ia[2]=1,ja[2]=2,ar[2]=1;    // a[1,2] = 1
  ia[3]=1,ja[3]=3,ar[3]=1;    // a[1,3] = 1
  ia[4]=1,ja[4]=4,ar[4]=10;   // a[1,4] = 10
  ia[5]=2,ja[5]=1,ar[5]=1;    // a[2,1] = 1
  ia[6]=2,ja[6]=2,ar[6]=-3;   // a[2,2] = -3
  ia[7]=2,ja[7]=3,ar[7]=1;    // a[2,3] = 1
  ia[8]=3,ja[8]=2,ar[8]=1;    // a[3,2] = 1
  ia[9]=3,ja[9]=4,ar[9]=-3.5; // a[3,4] = -3.5
  glp_load_matrix(mip, 9, ia, ja, ar);

  glp_iocp parm;
  glp_init_iocp(&parm);
  parm.presolve = GLP_ON;
  int err = glp_intopt(mip, &parm);

  double z = glp_mip_obj_val(mip);
  double x1 = glp_mip_col_val(mip, 1);
  double x2 = glp_mip_col_val(mip, 2);
  double x3 = glp_mip_col_val(mip, 3);
  double x4 = glp_mip_col_val(mip, 4);
  printf("\nz = %g; x1 = %g; x2 = %g; x3 = %g, x4 = %g\n", z, x1, x2, x3, x4);
  // z = 122.5; x1 = 40; x2 = 10.5; x3 = 19.5, x4 = 3

  glp_delete_prob(mip);
  return 0;
}

Hi @louisaugusto.
Hmm, which version of compiler and GLPK did you used?