[Solved] Minimize a linear programming system in C

Question

One option is to use the APIs that commercial solvers like CPLEX and Gurobi provide for C/C++. Essentially, these APIs let you build the model in logical chunks (objective function, constraints, etc.). The APIs do the work of translating the logic of the model to the matrices and vectors that the solver actually needs in order to solve the model.

Another approach is to use a modeling language like AMPL or GAMS. AMPL, for example, also provides a C/C++ API.

Which one you choose probably depends on what solver you plan to use and how often you need to modify your model and/or data programmatically.

Accepted Answer

One option is to use the APIs that commercial solvers like CPLEX and Gurobi provide for C/C++. Essentially, these APIs let you build the model in logical chunks (objective function, constraints, etc.). The APIs do the work of translating the logic of the model to the matrices and vectors that the solver actually needs in order to solve the model.

Another approach is to use a modeling language like AMPL or GAMS. AMPL, for example, also provides a C/C++ API.

Which one you choose probably depends on what solver you plan to use and how often you need to modify your model and/or data programmatically.