C Programming: Using GLPK in Apple Xcode
It seems GNU Scientific Library does not include a library for doing linear programming. This is quite useful as some expensive optimization problems in economics are, or, can be approximately re-cast as linear programming problems (see e.g. Trick and Zin, 1993 and Judd, Yeltekin and Conklin, 2003). Fortunately there is GNU Linear Programming Kit (GLPK) which includes:
- primal and dual simplex methods
- primal-dual interior-point method
- branch-and-cut method
- translator for GNU MathProg
- application program interface (API)
- stand-alone LP/MIP solver
Step 0: Download and Install GNU Linear Programming Kit
Note: I have tried to build from Fink, but the build is missing a crucial header file! So on to building from scratch. First, dowload the latest version of GPKL from http://www.gnu.org/software/glpk/. When you're done, go to your terminal. Assuming you have downloaded the tar file to your Dowloads folder, then type (where the Terminal prompt is denoted by $):
$ cd ~/Downloads
$ tar -xzf glpk-4.45.tar.gz
$ .configure --prefix=/usr/local
$ make
$ sudo make install
Now you should have a working GLPK library. Check:
$ which glpsol
$ glpsol --help
Step 1: Xcode interface
Just like in the GSL with Xcode tutorial, you also need to tell Xcode to find GLPK's header file glpk.h, how to link to it, and what flags to pass to the compiler. So next, click on the blue Info button on the toolbar. In the previous GSL with Xcode tutorial example, you'd see on the right, a new panel called: Project "my_project_001" Info. Do the following:- Type "Header Search Paths" in the search window. Add the path "/usr/local/include".
- Type "Library Search Paths" in the search window. Add the path "/usr/local/lib".
- Type "Other Linker Flags" in the search window. Add the additional linker flag: "-lglpk".
