lp_solve is a free software command line utility and library for solving linear programming and mixed integer programming problems. It ships with support for two file formats, MPS and lp_solve's own LP format. User-defined formats are supported via its "eXternal Language Interface" (XLI) lp_solve also supports translating between model formats using the -w series of command line switches lp_solve uses the simplex method for linear programs, and branch-and-bound for mixed integer programs. Multiple pivoting strategies are supported, including devex. lp_solve also features a pre-solver that can remove redundant variables and remove or tighten constraints. The lp_solve project also features an integrated development environment called LPSolve IDE, for Microsoft Windows.
Further reading Kamakshaiah Musunuru (December 2014). Understanding Systems of Linear Equations and Programming through lpSolve and R Language (Technical report). doi:10.13140/2.1.2592.9280. Describes both how to use lp_solve and how to use the R bindings for it Samuel Buttrey (May 2005). "Calling the lp_solve Linear Program Software from R, S-PLUS and Excel". Journal of Statistical Software. 14 (4). doi:10.18637/jss.v014.i04. S2CID 53921513. Describes how to call lp_solve from R, S-PLUS and Microsoft Excel Conroy, Matthew. "Notes on using lpsolve". University of Washington. Retrieved 8 May 2023.
References
External links lp_solve official website Debian package R bindings node.js bindings Rust bindings