Best open source Mixed Integer Optimization Solver

Posted by Mark on Stack Overflow See other posts from Stack Overflow or by Mark
Published on 2009-02-02T03:19:18Z Indexed on 2010/03/12 17:17 UTC
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mathematical-optimization

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convex-optimization

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linear-programming

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milp

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cplex

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

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