Implement linear programming

[ViralBShah]

Coin-OR has a fast linear programming library - CLP

https://projects.coin-or.org/Clp

There are a whole lot of others out there as well. Need to evaluate and pick.

[StefanKarpinski]

Like I write in the comments for issue #77, I evaluated a bunch of LP solvers last summer and CLP seems like by far the most mature and scalable. Just a bit nasty to use.

[ViralBShah]

We had used CLP at ISC, and it was really fast. I don't think its interior point stuff was implemented back then, but the simplex method was the fastest.

-viral

On Jun 23, 2011, at 4:34 AM, StefanKarpinski wrote:

Like I write in the comments for issue #77, I evaluated a bunch of LP solvers last summer and CLP seems like by far the most mature and scalable. Just a bit nasty to use.

Reply to this email directly or view it on GitHub:
#78 (comment)

[ViralBShah]

Also, there's a COIN-OR project that provides a common API across various free and non-free LP solvers. We should try to code to that one, rather than calling CLP directly.

-viral

On Jun 23, 2011, at 4:34 AM, StefanKarpinski wrote:

Like I write in the comments for issue #77, I evaluated a bunch of LP solvers last summer and CLP seems like by far the most mature and scalable. Just a bit nasty to use.

Reply to this email directly or view it on GitHub:
#78 (comment)

[StefanKarpinski]

Also, there's a COIN-OR project that provides a common API across various free and non-free LP solvers. We should try to code to that one, rather than calling CLP directly.

Ooo. That's a great idea.

[ViralBShah]

http://www.coin-or.org/projects/Osi.xml

The COIN-OR Open Solver Interface is a uniform API for interacting with callable solver libraries. It supports linear programming solvers as well as the ability to "finish off" a mixed-integer problem calling the solver library's MIP solver. Currently, the following solvers are supported: COIN-OR LP solver (OsiClp); COIN-OR Branch and Cut solver (OsiCbc); CPLEX (OsiCpx); DyLP (OsiDylp); FortMP (OsiFmp); GLPK, the GNU Linear Programming Kit (OsiGlpk); Mosek (OsiMsk); SYMPHONY (OsiSym); The Volume Algorithm (OsiVol); XPRESS-MP (OsiXpr).

[ViralBShah]

We now have an interface to GLPK, thanks to @carlobaldassi. Closing this. CLP can come later, if necessary.