FortMP

FortMP is a software package for solving large-scale optimization problems.

Its robustness has been explored and published in the Mathematical Programming journal.

[1] FortMP is available as a standalone executable that accepts input in MPS format and as a library with interfaces in C and Fortran.

The main algorithms implemented in FortMP are the primal and dual simplex algorithms using sparse matrices.

Mixed integer programming problems are solved using branch and bound algorithm.