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:

• 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 world 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.