highs-lp

Linear Programming using HiGHS and comfort-array.

Simple interface to linear programming functions provided by HiGHS using the flexible Array shape framework from comfort-array.

E.g. you can use Shape.Tuple to convert safely between nested tuples and arrays with the same number of elements.

type X = Shape.Element
type PairShape = Shape.NestedTuple Shape.TupleIndex (X,X)

case Shape.indexTupleFromShape (Shape.static :: PairShape) of
  (posIx,negIx) ->
    case fmap (mapSnd Array.toTuple) $ snd $
         LP.solve LP.choose [] [[1.*posIx, (-1).*negIx] ==. 314]
           (LP.Minimize,
            Array.fromTuple (23,42) :: Array PairShape Double)
      of
        Just (absol, (pos, neg)) ->
          printf "absol %f,  pos %f, neg %f\n" absol pos neg
        _ -> fail "HiGHS solver failed"

Alternatives: coinor-clp, comfort-glpk, hmatrix-glpk, glpk-hs