Attribute VB_Name = "lp"
Option Explicit
'  Minimize z = -.5 * x1 + .5 * x2 - x3 + 1
'
'  subject to
'  0.0 <= x1 - .5 * x2 <= 0.2
'  -x2 + x3 <= 0.4
'  where,
'  0.0 <= x1 <= 0.5
'  0.0 <= x2 <= 0.5
'  0.0 <= x3 <= 0.5
Sub lp()
  Dim lp As Long
  Dim smcp As glp_smcp
  Dim ret As Long
  Dim name(36) As Byte
  Dim ind(2) As Long
  Dim val(2) As Double
  
  ' Create problem
  lp = glp_create_prob()
  str2bytes "Linear Problem", name
  glp_set_prob_name lp, name(0)
  
  ' Create columns
  glp_add_cols lp, 3
  str2bytes "x1", name
  glp_set_col_name lp, 1, name(0)
  glp_set_col_kind lp, 1, GLP_CV
  glp_set_col_bnds lp, 1, GLP_DB, 0#, 0.5
  str2bytes "x2", name
  glp_set_col_name lp, 2, name(0)
  glp_set_col_kind lp, 2, GLP_CV
  glp_set_col_bnds lp, 2, GLP_DB, 0#, 0.5
  str2bytes "x3", name
  glp_set_col_name lp, 3, name(0)
  glp_set_col_kind lp, 3, GLP_CV
  glp_set_col_bnds lp, 3, GLP_DB, 0#, 0.5
  
  ' Create rows
  glp_add_rows lp, 2
  
  str2bytes "c1", name
  glp_set_row_name lp, 1, name(0)
  glp_set_row_bnds lp, 1, GLP_DB, 0, 0.2
  ind(1) = 1
  ind(2) = 2
  val(1) = 1#
  val(2) = -0.5
  glp_set_mat_row lp, 1, 2, ind(0), val(0)

  str2bytes "c2", name
  glp_set_row_name lp, 2, name(0)
  glp_set_row_bnds lp, 2, GLP_UP, 0, 0.4
  ind(1) = 2
  ind(2) = 3
  val(1) = -1
  val(2) = 1
  glp_set_mat_row lp, 2, 2, ind(0), val(0)
  
  ' Define objective
  str2bytes "obj", name
  glp_set_obj_name lp, name(0)
  glp_set_obj_dir lp, GLP_MIN
  glp_set_obj_coef lp, 0, 1#
  glp_set_obj_coef lp, 1, -0.5
  glp_set_obj_coef lp, 2, 0.5
  glp_set_obj_coef lp, 3, -1

  ' Write model to file
  str2bytes "c:\temp\lp.lp", name
  ret = glp_write_lp(lp, 0, name(0))

  ' Solve model
  ret = glp_init_smcp(smcp)
  ret = glp_simplex(lp, smcp)
  
  'Retrieve solution
  If ret = 0 Then
    write_lp_solution (lp)
  End If
  glp_delete_prob lp
End Sub