GLPK

Introduction

The GLPK package supplies a solver for large scale linear programming (LP) and mixed integer programming (MIP). The GLPK project is hosted at http://www.gnu.org/software/glpk.
It has two mailing lists: help-glpk@gnu.org and bug-glpk@gnu.org. To subscribe to one of these lists, please, send an empty mail with a Subject: header line of just "subscribe" to the list.
Project GLPK for Windows delivers executables for Windows.

Download

The latest source release of GLPK is available at ftp://ftp.gnu.org/gnu/glpk/.
The executables supplied by GLPK for Windows are available at http://sourceforge.net/projects/winglpk/

Installation

Download and unzip the distribution zip file. The executables and dynamic link libraries for 32 bit Windows can be found in directory w32, those for 64 bit Windows can be found in directory w64.
The libraries have to be in the search path for binaries when executing the standalone solver glpsol.exe. Therefore it is suggested to copy the DLLs to %SystemRoot%nsystem32 (e.g. c:\windows\system32).
The documentation can be found in directory doc. If you want to use the GNU Math Programming Language (GMPL), please read gmpl.pdf. If you want to use the library in your own coding, please, refer to glpk.pdf.

Quick Guide

Glpsol is a console application. To use it you have to open a console window. Under Windows this is done by starting the program cmd.exe.
Glpsol has a lot of command line parameters. You can enumerate them with

glpsol.exe --help

The problem data is specified in a model file and optional data files. You can find examples in the examples directory of the distribution tar ball.
To solve a model (e.g. examples/tsp.mod) pass the model file name as a parameter to glpsol:

glpsol -m examples/tsp.mod

References

You may find the following links helpful:

• GLPK Wikibook
• The GNU Linear Programming Kit, Part 1: Introduction to linear optimization
• GUSEK (GLPK Under Scite Extended Kit) - an IDE for GLPK
• GLPK - SOS2 constraints in GLPK - Modelling piecewise linear functions in GLPK
• Examples in the GNU MathProg modeling language (GMPL)

Licence

GLPK is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
GLPK is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

Legal

Windows is a registered trademark of Microsoft Corporation in the United States and other countries.