cplex

I'm trying to solve integer programming problems. I've tried both use SCIP and LPSolve For example, given the final values of A and B, I want to solve for valA in the following C# code: Int32 a = 0, b = 0; a = a*-6 + b + 0x74FA - valA; b = b/3 + a + 0x81BE - valA; a = a*-6 + b + 0x74FA - valA; b = b/3 + a + 0x81BE - valA; // a == -86561, b == -32299 Which I implemented as this integer program in lp format (the truncating division causes a few complications): min: ; +valA >= 0; +valA < 92; remAA_sign >= 0; remAA_sign <= 1; remAA <= 2; remAA >= -2; remAA +2 remAA_sign >= 0; remAA +2 remAA_sign <

Does anyone know of such a library that performs mathematical optimization (linear programming, convex optimization, or more general types of problems)? I'm looking for something like MATLAB, but with the ability to handle larger problems. Do I have to write my own implementations, or buy one of those commercial products (CPLEX and the like)? A good answer is dependent on what you mean by "convex" and "more general" If you are trying to solve large or challenging linear or convex-quadratic optimization problems (especially with a discrete component to them), then it's hard to beat the main

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) Any suggestion/insight would be much appreciated 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