CGAL 5.6.1 - Linear and Quadratic Programming Solver
QP_solver/first_lp_from_mps.cpp
// example: read linear program in MPS format from file
// the LP below is the first linear program example in the user manual
#include <iostream>
#include <fstream>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>
// choose exact integral type
#ifdef CGAL_USE_GMP
#include <CGAL/Gmpz.h>
typedef CGAL::Gmpz ET;
#else
#include <CGAL/MP_Float.h>
typedef CGAL::MP_Float ET;
#endif
// program and solution types
int main() {
std::ifstream in ("first_lp.mps");
Program lp(in); // read program from file
assert (lp.is_valid()); // we should have a valid mps file,...
assert (lp.is_linear());// ...and it encodes a linear program
// solve the program, using ET as the exact type
Solution s = CGAL::solve_linear_program(lp, ET());
// output solution
std::cout << s;
return 0;
}