Best open source Mixed Integer Optimization Solver

mathematical-optimization linear-programming convex-optimization cplex
Mark picture Mark · Feb 2, 2009 · Viewed 52k times · Source

I am using CPLEX for solving huge optimization models (more than 100k variables) now I'd like to see if I can find an open source alternative, I solve mixed integer problems (MILP) and CPLEX works great but it is very expensive if we want to scale so I really need to find an alternative or start writing our own ad-hoc optimization library (which will be painful)

Any suggestion/insight would be much appreciated

Answer

David Hanak picture David Hanak · Feb 2, 2009

I personally found GLPK better (i.e. faster) than LP_SOLVE. It supports various file formats, and a further advantage is its library interface, which allows smooth integration with your application.

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