lp_solve

lp_solve is a free linear (integer) programming solver based on the revised simplex method and the Branch-and-bound method for the integers.

Here is a list of some key features of lp_solve:

• Mixed Integer Linear Programming (MILP) solver.
• Basically no limit on model size.
• It is free and with sources.
• Supports Integer variables, Semi-continuous variables and Special Ordered Sets.
• Can read model from MPS, LP or user written format.
• Models can be build in-memory without the use of files.
• Has a powerful API interface.
• Easy callable from other programming languages.
• Advanced pricing using Devex and Steepest Edge for both primal and dual simplexes.
• Provides different scaling methods to make the model more numerical stable.
• Has presolve capabilities to tighten constraints/make the model smaller and faster to solve.
• Has a base crashing routine to determine a starting point.
• Allows restart after making changes to the model. Solve continues from the last found solution.
• Possible to select desired combinations of primal and dual phases 1 and 2.
• Possible to set several solver parameters like tolerances.
• Alternative (and faster) inverse/re-factorisation libraries are provided for.
• Alternative model readers and writers possible via the XLI implementation.
• Has the possibility to convert one model format to another format.
• Provides post-optimal sensitivity analysis.

 2007–2009 Alexey Beshenov.
Contact: al@cadadr.org.