GLPK简要备忘录

*关于安装*
linux上比较容易(才不，更新源找到正确安装包名字什么的花了好久orz)。Windows是非常简单的！win10亲测可行！
下载：http://www.gnu.org/software/glpk/glpk.html
选择版本：glpk-4.57.tar.gz
修改Build_GLPK_with_VC10.bat和Build_GLPK_with_VC10_DLL.bat两个文件中你VS安装的绝对路径。32位的系统选择w32,64位的系统选择w64，然后做修改，写本机VS的绝对路径。

打开你的cmd，到D盘（我的在D）glpk-4.57/w64
Build_GLPK_with_VC10.bat
Build_GLPK_with_VC10_DLL.bat
用glpsol –version查看检查是不是成功

**安装完成后***
把写好的.mod文件放在D:\glpk-4.57\w64里
执行glpsol -m test.mod -o test.sol
执行结果在\w64里的test.sol中，记事本打开就可以看到啦

关于例子：

/* Variables */  
var x1 >= 0;  
var x2 >= 0;  
var x3 >= 0;  

/* Object function */  
maximize z: 3*x1 + x2 +2*x3;  

/* Constrains */  
s.t. con1: x1 + x2 + 3*x3 <= 30;  
s.t. con2: 2*x1 +2*x2 + 5*x3 <= 24;  
s.t. con3: 4*x1 + x2 + 2*x3 <= 36;  

end; 

Problem:    test
Rows:       4
Columns:    3
Non-zeros:  12
Status:     OPTIMAL
Objective:  z = 28 (MAXimum)

   No.   Row name   St   Activity     Lower bound   Upper bound    Marginal
------ ------------ -- ------------- ------------- ------------- -------------
     1 z            B             28                             
     2 con1         B             12                          30 
     3 con2         NU            24                          24      0.166667 
     4 con3         NU            36                          36      0.666667 

   No. Column name  St   Activity     Lower bound   Upper bound    Marginal
------ ------------ -- ------------- ------------- ------------- -------------
     1 x1           B              8             0               
     2 x2           B              4             0               
     3 x3           NL             0             0                   -0.166667 

Karush-Kuhn-Tucker optimality conditions:

KKT.PE: max.abs.err = 0.00e+000 on row 0
        max.rel.err = 0.00e+000 on row 0
        High quality

KKT.PB: max.abs.err = 0.00e+000 on row 0
        max.rel.err = 0.00e+000 on row 0
        High quality

KKT.DE: max.abs.err = 0.00e+000 on column 0
        max.rel.err = 0.00e+000 on column 0
        High quality

KKT.DB: max.abs.err = 0.00e+000 on row 0
        max.rel.err = 0.00e+000 on row 0
        High quality

End of output

复杂一点的例子，比如求和式，可以参考：http://blog.csdn.net/yxf/article/details/1595058
更复杂的话，可以查阅MathProg语法相关，就搞定啦！

参考：http://www.cnblogs.com/Iambda/archive/2012/12/12/3933510.html
http://blog.csdn.net/xuqingict/article/details/24366901
http://wenku.baidu.com/link?url=pbqlgeEJLB7Xd6h1HDW04d8tm7CXAHWyGzFeY0jI9Iq5TxU0h2xyU854FYWfJoJaj3pEnUm3obdtKRGt6mLrj1C9CN8Sdpi_rMWodA1Nk_G