GLPK

 

4.65	GLPK current stable release

Welcome to the Wikibook about GLPK, the GNU Linear Programming Kit for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems. GLPK is free software and licensed under the GNU General Public License 3.

This Wikibook also covers a number of related initiatives (for instance, cross-platform model editors) which have clustered around the mainline GLPK project.

This book was started in June 2010 and is currently under construction. Your participation in the writing and editing of the GLPK wikibook is highly appreciated. If you have any idea as to how this book can be improved, please place your suggestion in the Task List.

You can search this book. You can search the GLPK mailing list archives. You can chat about GLPK at ircs://chat.freenode.net:6697/glpk.

Table of Contents

1. Introduction
2. Reviews and benchmarks
3. Obtaining GLPK
4. Compiling GLPK
   1. Windows
   2. Mac OS X
   3. Linux OS
   4. Solaris OS
   5. Cross Compilation
5. Precompiled options
   1. Windows executables
   2. Mac OS X packages
   3. Linux packages
   4. Android app
6. GMPL (MathProg)
   1. Using GLPSOL
   2. Using GMPL (MathProg)
   3. Steps of GMPL File Processing
   4. Modeling logical constraints
   5. Modeling Lower and Upper Bounds
   6. Conditional Constraints
   7. Scripting plus MathProg
   8. Output to GMPL data file
   9. ODBC (database) connectivity
   10. Table Statement
   11. Graphical Output
       1. Scalable Vector Graphics
       2. Gnuplot
   12. GMPL Workarounds
7. GMPL (MathProg) examples
   1. Knapsack Problem
   2. Electricity markets
   3. Energy modeling
   4. Portfolio Optimization
   5. Unix Batch Execution
8. GLPK IDEs
   1. Cross-platform IDEs
   2. Windows IDEs
   3. Mac OS X IDEs
   4. Linux IDEs
9. Terminal output
10. Solution information
11. Scaling
12. Add-ons and extensions
13. Language bindings
    1. Ada
    2. C/C++
    3. C#
    4. F#
    5. Fortran
    6. GAMS
    7. Go
    8. Haskell
    9. Java
    10. JavaScript
    11. Julia
    12. Matlab
    13. Node.js
    14. Octave
    15. OCaml
    16. OptimJ
    17. Python
    18. R
    19. Ruby
    20. Rust
    21. Visual Basic for Applications (VBA)
    22. Visual Basic .NET
14. Using the GLPK callable library
    1. Compiling with the GLPK library
    2. Error handling
    3. Callback functions
    4. API usage for common tasks
    5. Third-party API wrappers
    6. IAJAAR.H project
    7. Application projects utilizing GLPK
15. Mixing GLPK with other solver packages
16. Modeling tips
17. Known issues
18. Troubleshooting
19. Interoperability
20. GLPK file extensions
21. Background theory
22. Academic sites and public blogs
23. Literature
24. FAQ (circa 2003)
25. License
26. Help-GLPK and Bug-GLPK searchable archive
27. Sandbox (for content under development)