Convex Optimization – Boyd and Vandenberghe. The overall fastest and best supported solver available. Lp_solve reference guide. GLPK. Introduction | Downloading | Documentation | Mailing Lists/Newsgroups | Request an Enhancement | Report a Bug | Maintainer Introduction to GLPK The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems.
It is a set of routines written in ANSI C and organized in the form of a callable library.