Best open source Mixed Integer Optimization Solver [closed]

Solution 1:

I personally found GLPK better (i.e. faster) than LP_SOLVE. It supports various file formats, and a further advantage is its library interface, which allows smooth integration with your application.

Solution 2:

Another endorsement for COIN-OR. We found that the linear optimiser component (Clp) was very strong, and the mixed integer component (Cbc) could be tuned quite well with some analysis. We compared with LP-Solve and GLPK.

For really tough problems, a commercial solver is the way to go.

Solution 3:

Try the SCIP solver. I have used it for MILP problems with over 300K variables with good performance. Its MILP performance is much better than GLPK. Gurobi has also excellent performance for MILP problems (and typically better than SCIP (May 2011)), but it might be costly if you are not an academic user. Gurobi will use multicores to speed up the solver.

Solution 4:

If I were you, I would try to use a multi-solver interface such as Osi (C++) or PuLP (python) so that you can write your code once, and test it with many solvers.

If the integer programs you are going to solve are huge, I would recommend python over C++, because you code will look cleaner and 99% of the time will be spent in the solver.

https://projects.coin-or.org/Osi
http://code.google.com/p/pulp-or/

If, on the contrary, the problems are small, then the time for copying the problems from python's memory to the solver (back and forth) is not to be neglected anymore: in that case you may experiment some noticeable performance improvements using a compiled language.

But if the problems are overwhelmingly enormous, then compiled languages are going to win again, because the memory footprint will be roughly divided by 2 (no copy of the problem in python).

Solution 5:

Have you tried lp_solve? There were also some other suggestions in the following questions, for Java:

mathematical optimization library for Java —- free or open source recommendations?
Linear Programming Tool/Libraries for Java