GLPK http://www.gnu.org/software/glpk/

GLPK http://www.gnu.org/software/glpk/

The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems. It is a set of routines written in ANSI C and organized in the form of a callable library.
GLPK supports the GNU MathProg modeling language, which is a subset of the AMPL language.
The GLPK package includes the following main components:

• primal and dual simplex methods
• primal-dual interior-point method
• branch-and-cut method
• translator for GNU MathProg
• application program interface (API)
• stand-alone LP/MIP solver