Cor Hurkens' hints for LP-modelling
Several tools are at our disposal to solve Linear Programming models which have the form:
minimize cx, subject to Ax>=b, x>=0, x in n-space, x_j integer, for j=1..m.
For projects at the Technische Universiteit Eindhoven, we refer to the following packages:
This WWW-page has been modified last on January 13, 2005.
For remarks or further information, contact author by
mail to Cor Hurkens.
AIMMS is a modelling language, which contains tools for algebraic model
formulation, as well as algorithms and functions to solve various optimization
problems, and tools for building nice User Interfaces. The underlying LP-solver is XA, but AIMMS can also work
with CPLEX and EXPRESS-MP. It is a product
developed by Paragon. Students
are entitled to a limited stand-alone version. They can also use an unlimited
version via the network license. Installation instructions can be obtained
via a request to Cor Hurkens.
LINDO is a solver for (Integer) Linear Programming problems. It has
been used for optimization classes but the student version is relatively
small. It comes in a package called LINDO Solver Suite, which comprises
apart from LINDO, the modelling language LINGO, and the Excel-based What's
Best!. It is a commercial product built by Lindo.
EXCEL is well-known product of Microsoft and comes with a small size
LP-solver, or can be enhanced with such a solver. Not all versions of excel
have this feature.
MPL is a product brought by Maximal Software. It is a modelling language, with CPLEX as
its underlying solver. Trial and Student copies are available at the web site.
CPLEX has been mentioned above as an LP-solver. It can do more. It is
available as interactive verson, but also as a linkable library, under UNIX
and LINUX. At TUe it is only available in the Mathematics domain, where a
floating license supports a network of Linux PCs and SUN Workstations. Cplex
is state of the art software, sold by ILOG, and is pretty costly. It is more
or less unlimited in size. Problems with millions of variables and hundreds
of thousands of constraints can be solved.
For student-projects, carried out ON campus, students can access a limited
version of CPLEX-interactive, by preparing an LP-file (in CPLEX's LP-format)
on their computer and upload it here.
lp_solve is a package developed in C and is one of the most stable
freely available, unlimited codes. It was initially developed by Michel Berkelaar
at the TUe Electronics department! For more information on the older versions see
lp-solve ftp site.
The later versions are being developed by Peter Notebaert and Kjell Eikland, and
can be found at the
new lp-solve site at yahoo.
(You may have to sign up as member but it is free.)
For more information on available OR-software see
wide web. The link to the NEOS site is particularly interesting.
At many commercial sites one can download trial-versions free of charge
that are very well suited for not too large problems.