On Mon, Mar 28, 2011 at 8:48 PM, Chad Seibert <chadjseibert@gmail.com> wrote:
This is a quite reasonable approach, since the MPS file format is a common file format for LP instances. So for library based solvers, I can interface directly with the library, but for standalone solvers, communication with the MPS file format ought to make things much easier.
You may consider to look at the AMPL [1,2] language which is used by many LP (and NLP) solvers Another good LP solver is GNU Linear Programming Toolkit (GLPK) [3] (maybe the problem here is the license which is GPLv3). Finally, on Wikipedia you can find a short comparison of different solvers [4] References: [1] http://www.ampl.com/ [2] http://en.wikipedia.org/wiki/AMPL [3] http://www.gnu.org/software/glpk/ [4] http://en.wikipedia.org/wiki/Linear_programming#Solvers_and_scripting_.28pro... Best, -- Marco