CGAL 5.4 - Linear and Quadratic Programming Solver
QP_solver/cycling.cpp
// example: solve a linear program that by default leads to cycling,
// using Bland pricing
#include <iostream>
#include <fstream>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>
// choose exact floating-point type
#ifdef CGAL_USE_GMP
#include <CGAL/Gmpzf.h>
typedef CGAL::Gmpzf ET;
#else
#include <CGAL/MP_Float.h>
typedef CGAL::MP_Float ET;
#endif
// program and solution types
int main() {
std::ifstream in ("cycling.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 should be linear...
assert (lp.is_nonnegative()); // as well as nonnegative
// solve the program, using ET as the exact type
// choose verbose mode and Bland pricing
options.set_verbosity(1); // verbose mode
options.set_pricing_strategy(CGAL::QP_BLAND); // Bland's rule
options.set_auto_validation(true); // automatic self-check
Solution s = CGAL::solve_nonnegative_linear_program(lp, ET(), options);
assert (s.is_valid()); // did the self-check succeed?
// output solution
std::cout << s;
return 0;
}