Linprog and Clp under JuMP or MathOptInterface - Why is it so hard?

The support for MathProgBase was just dropped in v0.8 that was released 16 hours ago. I guess you were using Clp.jl v0.7.2 on your mac.
The recommendation is to use JuMP now instead of linprog. From the input of linprog, you can do

using JuMP, Clp
model = Model(Clp.Optimizer)
@variable(model, lb[i] <= x[i=1:length(lb)] <= ub[i])
@objective(model, Max, f'x)
# Depending on the `sense` vector, you may need to split it into `<=` and `>=` constraints too
@constraint(model, A * x .== b)
optimize!(model)
3 Likes