LP_Solve

What is lp_solve and what is it not? The simple answer is, lp_solve is a Mixed Integer Linear Programming (MILP) solver. It is a free (see LGPL for the GNU lesser general public license) linear (integer) programming solver based on the revised simplex method and the Branch-and-bound method for the integers. It contains full source, examples and manuals. lp_solve solves pure linear, (mixed) integer/binary, semi-continuous and special ordered sets (SOS) models. Note the word linear. This means that equations must be of the first order. 5 * x – 3 * y is an example. However x * y is not linear and cannot be handled by lp_solve. Both the objective function and the constraints have this restriction. Also see Ratios. Via the Branch-and-bound algorithm, it can handle integer variables (see integer variables), semi-continuous variables (see semi-continuous variables) and Special Ordered Sets (see Special Ordered Sets (SOS)). lp_solve has no limit on model size and accepts standard both lp or mps input files, but even that can be extended. Note however that some models could give lp_solve a hard time and will even fail to solve. The larger the model the likely the chance for that. But even commercial solvers have problems with that. It can also be called as a library from different languages like C, VB, .NET, Delphi, Excel, Java, … It can also be called from AMPL via the lpsolve driver program. It can also be called from MATLAB, O-Matrix and Scilab via the a driver program. lp_solve is written in ANSI C and can be compiled on many different platforms like linux and WINDOWS.
Find LP_Solve at: http://lpsolve.sourceforge.net/