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Summary

This PR introduces a new C API interface (interface.c / interface.h) that allows users to directly construct and solve LPs from in-memory data structures, without requiring MPS files.

Key Changes

  • Added interface.c and interface.h:
    • make_problem_from_matrix(...) for constructing LP problems from dense/CSR/CSC/COO matrices.
    • solve_lp_problem(...) for solving the constructed problems with optional custom PDHG parameters.
  • Updated README.md:
    • New section C API Example, with detailed documentation and sample code.
  • Added a small test program under test/ that demonstrates solving a toy LP using the interface.

@ZedongPeng ZedongPeng merged commit fc8c171 into MIT-Lu-Lab:main Sep 23, 2025
@LucasBoTang LucasBoTang deleted the dev branch October 3, 2025 20:55
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3 participants