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GNU Linear Programming Kit

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GNU Linear Programming Kit

GNU Linear Programming Kit
Original author(s) Andrew O. Makhorin
Developer(s) GNU Project
Stable release 4.55 / August 22, 2014 (2014-08-22)
Written in C
Operating system Cross-platform
Available in English
License GNU General Public License 3
Website https://www.gnu.org/software/glpk/

The GNU Linear Programming Kit (GLPK) is a library. The package is part of the GNU Project and is released under the GNU General Public License.

Problems can be modeled in the language GNU MathProg which shares many parts of the syntax with AMPL and solved with standalone solver GLPSOL.

GLPK can also be used as a C library.

GLPK uses the revised simplex method and the primal-dual interior point method for non-integer problems and the branch-and-bound algorithm together with Gomory's mixed integer cuts for (mixed) integer problems.

GLPK is supported in the free edition of the OptimJ modeling system

An independent project [1] provides a Java-based interface to GLPK (via JNI). This allows Java applications to call out to GLPK in a relatively transparent manner.

History

GLPK was developed by Andrew O. Makhorin (Андрей Олегович Махорин) of the Moscow Aviation Institute. The first public release was in October 2000.

  • Version 1.1.1 contained a library for a revised primal and dual simplex algorithm.
  • Version 2.0 introduced an implementation of the primal-dual interior point method.
  • Version 2.2 added branch and bound solving of mixed integer problems.
  • Version 2.4 added a first implementation of the GLPK/L modeling language.
  • Version 4.0 replaced GLPK/L by the GNU MathProg modeling language, which is a subset of the AMPL modeling language.

Further reading

  • The book uses GLPK exclusively and contains numerous examples.

External links

  • GLPK official site
  • GLPK for Debian GNU/Linux
  • GLPK for Windows
  • GUSEK (Windows IDE for the GLPK stand-alone solver)
  • GLPK for Cygwin
  • GLPK for Mac OS X
  • Mathematical Programming in MathProg (Web IDE for MathProg)
  • GLPK Perl interface
  • GLPK Python interfaces:
    • python-glpk
    • pyglpk
    • OpenOpt
    • PyMathProg: easy GLPK in Python!
    • PuLP: An LP modeler in Python.
    • PyMathProg: documentation and examples
  • glpk-hs – GLPK interface for Haskell
  • glpk.js - A JavaScript implementation of GLPK-4.47
  • glpk.js - GLPK-4.53 (partially) compiled to JavaScript
  • glpk - An R package
  • GLPK for Java - A Java binding for GLPK
  • GLPK for C# and the Common Language Interface (CLI)
  • glpkerl - An Erlang binding for GLPK
  • GLPK Common Lisp Interface
  • glpkmex (GLPK matlab interface)
  • rglpk - a ruby interface for GLPK
  • Articles from IBM's developerWorks:
    • Introduction to linear optimization
    • Intermediate problems in linear programming
    • Advanced problems and elegant solutions
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