Lpsolve. GAMS Home Page. 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.
Linear programming. A pictorial representation of a simple linear program with two variables and six inequalities.
The set of feasible solutions is depicted in light red and forms a polygon, a 2-dimensional polytope. The linear cost function is represented by the red line and the arrow: The red line is a level set of the cost function, and the arrow indicates the direction in which we are optimizing. Linear programming (LP, or linear optimization) is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming (mathematical optimization).