This project reads simple linear programming problems in MPS or Xpress LP format, and solves them.
It also explores the functional style of writing parsers described in Implementing Functional Languages: a tutorial, by Simon Peyton Jones and David R Lester.
Limitations:
- Only <=, >= and = constraints are supported
- Continuous variables only
- Only positive upper and lower bounds expressions (MPS only); all variables must be non-negative
- No constants except on RHS of constraints