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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)

Any suggestion/insight would be much appreciated

Any feedback on GLPK or lp_solve?

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Mittlemann's benchmarks (http://plato.asu.edu/ftp/milpf.html) 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.

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 You may also try them without downloading/compiling at the NEOS solver (neos.mcs.anl.gov/neos/solvers/index.html) page to get some idea how they perform for the problem you wish to solve. – anonymous Nov 21 at 5:56
Those links were great. Thanks for sharing. It is always hard to move away from CPLEX :) – Mark Nov 21 at 16:10
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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 :-)

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.

Caution: I'm just an OR guy. Consult your friendly neighborhood lawyer or law-school grad before using open-source stuff for commercial use

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Regarding the licensing of COIN-OR start by reading this post by Mike Trick

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Definitely check out COIN-OR http://www.coin-or.org . http://www.coin-or.org/projects/ lists many of the relevant codes including CLP (the linear programming solver) and BCP (Branch, Cut, and Price) and CBC (Branch and Cut).

Don't start writing an optimization library from scratch! Build off of COIN.

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Thanks! Is it possible to include COIN-OR solvers in a commercial software and sell it? I mean what license does it use? Not that I want to sell an MIP software, I am just wondering about the licensing of COIN-OR components – Mark Nov 18 at 20:57
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 Check out individual packages, but generally yes since most are EPL/CPL : en.wikipedia.org/wiki/Eclipse_Public_License – Michael Trick Nov 19 at 14:19
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why not try SCIP?

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