Dec 9, 2015 2:07 AM
| Last Modified: Oct 28, 2016 7:15 AM
Did you know that JMP has an LP Solver? Linear programming (LP) is a technique for optimising a function subject to a set of linear constraints. [See here for the Wiki description of linear programming].
The solver takes the form of a function called LPSolve. This can be quite tricky to use, so I wrote a front-end to make the functionality more accessible:
The problem specification can also be loaded from a text file or entered using a text editor:
This is a project that has gone from work-in-progress to on-hold for sometime now so I'm posting the code in good faith on an as-is basis. The code illustrates how to use the LPSolve function and also how to use pattern matching to parse elements of the problem specification.
Attached is a journal file that launches the script (the code is embedded in the run button) together with a sample text file containing a problem specification. The front-end also has a couple of demo buttons that will load some content to illustrate how problems should be specified.