GNU Linear Programming Kit http://www.gnu.org/software/glpk/glpk.html
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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 language, which is a subset of the AMPL language.

The GLPK package includes the following main components:

  • Revised simplex method.
  • Primal-dual interior point method.
  • Branch-and-bound method.
  • Translator for GNU MathProg.
  • Application program interface (API).
  • Stand-alone LP/MIP solver.