lp_solve

lp_solve is a free software command line utility and library for solving linear programming and mixed integer programming problems.

[1] User-defined formats are supported via its "eXternal Language Interface" (XLI)[2] lp_solve also supports translating between model formats using the -w series of command line switches[3] lp_solve uses the simplex method for linear programs, and branch-and-bound for mixed integer programs.

Multiple pivoting strategies are supported, including devex.

The lp_solve project also features an integrated development environment called LPSolve IDE, for Microsoft Windows.

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