I am using CPLEX to solve huge optimization models (more than 100k variables). Now I want to see if I can find an open source alternative. I solved the mixed integer problem (MILP) and CPLEX works well but if we do this is expensive and want to expand so I really need to find an alternative or start writing our own ad-hoc optimization library (this will be painful)
< p>Any suggestions/insights would be greatly appreciated
I personally find that GLPK is better than LP_SOLVE (ie more Fast). It supports a variety of file formats, and another advantage is its library interface, which can be smoothly integrated with your application.
I am using CPLEX to solve a huge optimization model ( More than 100k variables) Now I want to see if I can find an open source alternative, I solved the Mixed Integer Problem (MILP) and CPLEX works well but if we do it is expensive and want to expand so I really need to find one Alternatives or start writing our own ad-hoc optimization library (this will be painful)
Any suggestions/insights will be greatly appreciated
p>
I personally find that GLPK is better (that is, faster) than LP_SOLVE. It supports a variety of file formats, and another advantage is its library interface, which can be smoothly integrated with your application.