GLPKMEX A Matlab MEX Interface for the GLPK library

GLPKMEX
A Matlab MEX Interface for the GLPK library

GLPK (GNU Linear Programming Kit) is a set of routines written in the ANSI C programming language and organized in the form of a callable library. It is intended for solving linear programming (LP), mixed integer programming (MIP), and other related problems.

GLPKMEX is a Matlab MEX interface for the GLPK library which offers the following potentials:

• Possibility to use GLPK through a simple matlab command, namely glpk.
• Possibility to solve LP/MILP problems by defining all data and parameters in the Matlab workspace.
• Easy definition of all GLPK parameters from which you can specify, for instance, which solver to use (simplex or interior point), activate/deactivate presolver, etc...
• Possibility to save the original model on a file specified by the user with one of the formats supported by GLPK: CPLEX LP, fixed MPS, free MPS, plain text (see GLPK's reference manual for further details).
• A few Matlab examples to show how simple is to define and solve LP/MILP problems.
• An automatic script to compile your own mex interface.
• And more... GLPKMEX includes now a simple Matlab-coded QP solver (still in beta version) developed by the author of GLPKMEX which uses GLPK to solve QP problems. A few examples are included in the distribution.

GLPKMEX is available both as source code and precompiled package at SourceForge.net

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