最佳开源混合整数优化求解器 [英] Best open source Mixed Integer Optimization Solver

问题描述

我正在使用CPLEX求解巨大的优化模型(超过10万个变量)，现在我想看看是否可以找到一个开源替代方案，可以解决混合整数问题(MILP)，CPLEX的效果很好，但是它非常如果我们想扩展规模很昂贵，那么我真的需要找到替代方法或开始编写我们自己的即兴优化库(这很痛苦)

I am using CPLEX for solving huge optimization models (more than 100k variables) now I'd like to see if I can find an open source alternative, I solve mixed integer problems (MILP) and CPLEX works great but it is very expensive if we want to scale so I really need to find an alternative or start writing our own ad-hoc optimization library (which will be painful)

任何建议/见解将不胜感激

Any suggestion/insight would be much appreciated

推荐答案

我个人发现 GLPK 比LP_SOLVE更好(即更快).它支持各种文件格式，并且另一个优点是它的库接口，该库接口允许与您的应用程序平滑集成.

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.

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