I never did any linear/integer programming so I am wondering the following two things
- What are some efficient free linear programming solvers?
- What are some efficient commercial linear programming solvers?
It would be nice to supply a dummy usage example with each proposed answer.
Also what if wish to solve a integer programming problem? What are the answers to the above two questions in this case?
I know that integer LP is a hard problem but there are some relaxing methods that are sometimes employed in order to obtain a solution to an integer programming problem. Are there any software packages implementing this kind of stuff?
Best Answer
See: LiPS:
Linear Program Solver (LiPS) is intended for solving linear programming problems. Main features: easy to use graphical interface, sensitivity analysis, goal and mixed integer programming solver. LiPS supports MPS and simple LP format (like lpsolve).
See also: CLP
CLP stands for COIN-OR LP (Computational Infrastructure for Operations Research: Linear Programming). CLP is an open-source linear programming solver written in C++.
Also from COIN-OR is SYMPHONY, a program for solving integer programming (IP) problems and its variants.
And: LpSolvers:
This site provides installation information for a free-of-charge software package that solves Linear Program models by the Simplex Method and/or the Push-and-Pull Method.
Finally, see the Linear and Integer Programming Software section of Wikipedia for a more extensive list (with links) of both free and commercial linear programming solvers.