glpk

GNU Linear Programming Kit

The GLPK package is a set of routines written in ANSI C and organized in the form of a callable library. This package is intended for solving large-scale linear programming (LP), mixed integer linear programming (MIP) and other related problems. The GLPK package includes the following main components: * implementation of the simplex method; * implementation of the exact simplex method based on bignum (rational) arithmetic; * implementation of the primal-dual interior-point method; * implementation of the branch-and-bound method; * application program interface (API); * GNU MathProg modeling language (a subset of AMPL); * GLPSOL, a stand-alone LP/MIP solver.