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Tool to get dual problem from any linear optimization problem (.lp)

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17

1

$begingroup$

Is there a tool that reads any linear optimization problem (for example an .lp or .mps file), converts it to the dual problem and prints the dual problem?

linear-programming duality

share|improve this question

edited Oct 2 at 17:23

Laurent Perron

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asked Oct 2 at 13:58

JaBeJaBe

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$endgroup$

add a comment
 | 

17

1

$begingroup$

Is there a tool that reads any linear optimization problem (for example an .lp or .mps file), converts it to the dual problem and prints the dual problem?

linear-programming duality

share|improve this question

edited Oct 2 at 17:23

Laurent Perron

59822 silver badges1010 bronze badges

asked Oct 2 at 13:58

JaBeJaBe

37188 bronze badges

$endgroup$

add a comment
 | 

$begingroup$

Is there a tool that reads any linear optimization problem (for example an .lp or .mps file), converts it to the dual problem and prints the dual problem?

linear-programming duality

share|improve this question

edited Oct 2 at 17:23

Laurent Perron

59822 silver badges1010 bronze badges

asked Oct 2 at 13:58

JaBeJaBe

37188 bronze badges

$endgroup$

share|improve this question

edited Oct 2 at 17:23

Laurent Perron

59822 silver badges1010 bronze badges

asked Oct 2 at 13:58

JaBeJaBe

37188 bronze badges

share|improve this question

edited Oct 2 at 17:23

Laurent Perron

59822 silver badges1010 bronze badges

asked Oct 2 at 13:58

JaBeJaBe

37188 bronze badges

edited Oct 2 at 17:23

Laurent Perron

59822 silver badges1010 bronze badges

edited Oct 2 at 17:23

Laurent Perron

59822 silver badges1010 bronze badges

asked Oct 2 at 13:58

JaBeJaBe

37188 bronze badges

asked Oct 2 at 13:58

JaBeJaBe

37188 bronze badges

2 Answers
2

active

oldest

votes

8

+50

$begingroup$

I recommend having a look at the most recent developments around JuMP. They have developed two interesting packages this year:

• 
  MathOptFormat.jl, that allows to import/export optimization problem in MPS, LP, CBF, etc...


• 
  Dualization.jl, that allows to dualize automatically any optimization problem in conic form

You can find here a Julia script that takes as input a MPS file and output the dual problem in a LP file.

However, I get some problems with MathOptFormat, as this package is not yet able to import LP files... Still a work in progress I guess!

share|improve this answer

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  For me, the Julia script does not work (see my comment in the Gist).
  $endgroup$
  – JaBe
  Oct 14 at 17:40
  

  
  
  
  

add a comment
 | 

6

$begingroup$

The link includes an online converter from primal to dual linear programs. The downside is you need to input all the coefficients and variables into the pre-defined form on the webpage.

share|improve this answer

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges

$endgroup$

• 
  
  
  

  
  3
  

  
  
  
  
  
  

  
  $begingroup$
  Here is another similar calculator: mathstools.com/section/main/… - but the one you posted seems much easier to use
  $endgroup$
  – Dipayan Banerjee
  Oct 2 at 19:51
  

  
  
  
  


• 
  
  
  

  
  1
  

  
  
  
  
  
  

  
  $begingroup$
  The link from the answer also accepts the problem pasted in a text format. Which text format is this? It's not lp or mps.
  $endgroup$
  – JaBe
  Oct 5 at 12:14
  

  
  
  
  

add a comment
 | 

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8

+50

$begingroup$

I recommend having a look at the most recent developments around JuMP. They have developed two interesting packages this year:

• 
  MathOptFormat.jl, that allows to import/export optimization problem in MPS, LP, CBF, etc...


• 
  Dualization.jl, that allows to dualize automatically any optimization problem in conic form

You can find here a Julia script that takes as input a MPS file and output the dual problem in a LP file.

However, I get some problems with MathOptFormat, as this package is not yet able to import LP files... Still a work in progress I guess!

share|improve this answer

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  For me, the Julia script does not work (see my comment in the Gist).
  $endgroup$
  – JaBe
  Oct 14 at 17:40
  

  
  
  
  

add a comment
 | 

8

+50

$begingroup$

I recommend having a look at the most recent developments around JuMP. They have developed two interesting packages this year:

• 
  MathOptFormat.jl, that allows to import/export optimization problem in MPS, LP, CBF, etc...


• 
  Dualization.jl, that allows to dualize automatically any optimization problem in conic form

You can find here a Julia script that takes as input a MPS file and output the dual problem in a LP file.

However, I get some problems with MathOptFormat, as this package is not yet able to import LP files... Still a work in progress I guess!

share|improve this answer

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  For me, the Julia script does not work (see my comment in the Gist).
  $endgroup$
  – JaBe
  Oct 14 at 17:40
  

  
  
  
  

add a comment
 | 

$begingroup$

I recommend having a look at the most recent developments around JuMP. They have developed two interesting packages this year:

• 
  MathOptFormat.jl, that allows to import/export optimization problem in MPS, LP, CBF, etc...


• 
  Dualization.jl, that allows to dualize automatically any optimization problem in conic form

You can find here a Julia script that takes as input a MPS file and output the dual problem in a LP file.

However, I get some problems with MathOptFormat, as this package is not yet able to import LP files... Still a work in progress I guess!

share|improve this answer

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

$endgroup$

share|improve this answer

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

answered Oct 10 at 16:23

fpacaudfpacaud

76111 silver badge55 bronze badges

6

$begingroup$

The link includes an online converter from primal to dual linear programs. The downside is you need to input all the coefficients and variables into the pre-defined form on the webpage.

share|improve this answer

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges

$endgroup$

• 
  
  
  

  
  3
  

  
  
  
  
  
  

  
  $begingroup$
  Here is another similar calculator: mathstools.com/section/main/… - but the one you posted seems much easier to use
  $endgroup$
  – Dipayan Banerjee
  Oct 2 at 19:51
  

  
  
  
  


• 
  
  
  

  
  1
  

  
  
  
  
  
  

  
  $begingroup$
  The link from the answer also accepts the problem pasted in a text format. Which text format is this? It's not lp or mps.
  $endgroup$
  – JaBe
  Oct 5 at 12:14
  

  
  
  
  

add a comment
 | 

6

$begingroup$

The link includes an online converter from primal to dual linear programs. The downside is you need to input all the coefficients and variables into the pre-defined form on the webpage.

share|improve this answer

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges

$endgroup$

• 
  
  
  

  
  3
  

  
  
  
  
  
  

  
  $begingroup$
  Here is another similar calculator: mathstools.com/section/main/… - but the one you posted seems much easier to use
  $endgroup$
  – Dipayan Banerjee
  Oct 2 at 19:51
  

  
  
  
  


• 
  
  
  

  
  1
  

  
  
  
  
  
  

  
  $begingroup$
  The link from the answer also accepts the problem pasted in a text format. Which text format is this? It's not lp or mps.
  $endgroup$
  – JaBe
  Oct 5 at 12:14
  

  
  
  
  

add a comment
 | 

$begingroup$

The link includes an online converter from primal to dual linear programs. The downside is you need to input all the coefficients and variables into the pre-defined form on the webpage.

share|improve this answer

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges

$endgroup$

share|improve this answer

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges

answered Oct 2 at 14:15

Oguz ToragayOguz Toragay

5,79011 gold badge33 silver badges3333 bronze badges