JuMP, LinearProg, How to get problem data in form min (c^t)x s.t. Ax = b, x >= 0

Specific Domains Optimization (Mathematical)
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1

Hey Guys!

When I model a LP with JuMP, is it possible get the problem data in the form min (c^t)x s.t. Ax = b, x >= 0 easily ? I mean, with a function already existing?

If not, what is an easy way?

Thanks in advance,

2

You can get the problem data (in a slightly different form as \min_x c^Tx such that l \leq Ax \leq u and xlb \leq x \leq xub) from the MathProgBase layer. See this example, where you can get it from the JuMP model mod with something like

JuMP.build(mod)
m_internal = JuMP.internalmodel(mod)
c = MathProgBase.getobj(m_internal)
A = MathProgBase.getconstrmatrix(m_internal)
m, n = size(A)
xlb = MathProgBase.getvarLB(m_internal)
xub = MathProgBase.getvarUB(m_internal)
l = MathProgBase.getconstrLB(m_internal)
u = MathProgBase.getconstrUB(m_internal)
vtypes = MathProgBase.getvartype(m_internal)
3

Thanks Joey, but I need to preserve the form for duality reasons…

Maybe this could be a good functionality for JuMP: deliver the problems in
diferent equivalent formats…

4

Transforming between different formats is part of the game if you’re working with LPs. JuMP won’t do this for you, but we’re happy to collect code examples for future reference.

5

Hey mlubin!

Thanks… When I have it sufficiently tested I post here…

Best,