Open source/free MIP Solver - OR-Exchange most recent 30 from http://www.or-exchange.com 2010-07-31T00:47:10Z http://www.or-exchange.com/feeds/question/26 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://www.or-exchange.com/questions/26/open-source-free-mip-solver Open source/free MIP Solver Mark 2009-11-18T08:20:00Z 2010-04-07T14:08:35Z <p>I am solving big optimization models (more than 100k variables) with the academic version of CPLEX but I'd like to see if I can find an open source alternative, I solve mixed integer problems (MILP) and CPLEX works great but it is very expensive if I graduate (which will hopefully happen someday in the future). so I really need to find an alternative or start writing my own optimization library (which will be painful)</p> <p>Any suggestion/insight would be much appreciated</p> <p>Any feedback on <a href="http://www.gnu.org/software/glpk/" rel="nofollow">GLPK</a> or lp_solve? </p> http://www.or-exchange.com/questions/26/open-source-free-mip-solver/27#27 Answer by Michael Trick for Open source/free MIP Solver Michael Trick 2009-11-18T09:22:41Z 2009-11-18T09:22:41Z <p>Definitely check out COIN-OR <a href="http://www.coin-or.org" rel="nofollow">http://www.coin-or.org</a> . <a href="http://www.coin-or.org/projects/" rel="nofollow">http://www.coin-or.org/projects/</a> lists many of the relevant codes including CLP (the linear programming solver) and BCP (Branch, Cut, and Price) and CBC (Branch and Cut).</p> <p>Don't start writing an optimization library from scratch! Build off of COIN.</p> http://www.or-exchange.com/questions/26/open-source-free-mip-solver/31#31 Answer by shiva for Open source/free MIP Solver shiva 2009-11-18T21:19:51Z 2009-11-18T21:19:51Z <p>if u are working within an academic environment, check out Gurobi's new and free (i think) academic licensing innovation. Otherwise, COIN-OR is good, even for commercial use and is risk-free, unless you or your company expect to run into any patenting disputes with IBM on related or unrelated issues :-)</p> <p>The other open-source solvers are available under *GPL license and you have to tread carefully around them, but they may be ok for your internal research.</p> <p>Caution: I'm just an OR guy. Consult your friendly neighborhood lawyer or law-school grad before using open-source stuff for commercial use</p> http://www.or-exchange.com/questions/26/open-source-free-mip-solver/32#32 Answer by adamo for Open source/free MIP Solver adamo 2009-11-18T21:55:11Z 2009-11-18T21:55:11Z <p>Regarding the licensing of COIN-OR start by reading <a href="http://mat.tepper.cmu.edu/blog/?p=642" rel="nofollow">this post</a> by Mike Trick</p> http://www.or-exchange.com/questions/26/open-source-free-mip-solver/46#46 Answer by anonymous for Open source/free MIP Solver anonymous 2009-11-21T05:54:29Z 2009-11-21T05:54:29Z <p>Mittlemann's benchmarks (<a href="http://plato.asu.edu/ftp/milpf.html" rel="nofollow">http://plato.asu.edu/ftp/milpf.html</a>) provide a nice list of open source solvers along with head to head comparison of performance out of the box. Each of those can also be tweaked in several different ways. Your mileage may vary. Problems of size you are talking about will probably require lot of tweaking.</p> http://www.or-exchange.com/questions/26/open-source-free-mip-solver/150#150 Answer by unknown (google) for Open source/free MIP Solver unknown (google) 2010-01-30T04:47:41Z 2010-01-30T04:47:41Z <p>why not try SCIP?</p> http://www.or-exchange.com/questions/26/open-source-free-mip-solver/190#190 Answer by larrydag for Open source/free MIP Solver larrydag 2010-04-07T14:08:35Z 2010-04-07T14:08:35Z <p>Here is my feedback on GLPK. I believe GLPK can be scalable dependent on the PC/Server platform it is run on. If you have enough memory and processing power I believe you can do a fairly large dataset of variables and constraints. I would suggest running it on a Linux machine with a a multi-core processor and at least 4GB memory.</p> <p>I have such machine and I can try it if you want to give me a dataset. You can contact me through my blog at IEOR Tools.</p> <p>For more information you might want to try the GLPK mailing list and contact the maintainer Andrew M. <a href="http://www.gnu.org/software/glpk/" rel="nofollow">http://www.gnu.org/software/glpk/</a></p> <p>From the mailing list archive this my give you an answer for GLPK.</p> <p><a href="http://lists.gnu.org/archive/html/help-glpk/2008-03/msg00052.html" rel="nofollow">http://lists.gnu.org/archive/html/help-glpk/2008-03/msg00052.html</a></p>