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[Help-glpk] Re: GLPK newbie questions

From: Harley Mackenzie
Subject: [Help-glpk] Re: GLPK newbie questions
Date: Thu, 27 Nov 2003 09:38:22 +1100

Some followup questions.

>>1. What is the current status of GLPK?
>>Is it production quality, work in progress, able to handle large
>> problems?
>Glpk is work in progress. The simplex-based solver is able to handle
>problems with up to 100,000 constraints as reported by some users. In
>particular, it successfully solves all instances from netlib (see the
>file bench.txt included in the distribution). The interior-point solver
>is not very robust (unable to handle dense columns, sometimes terminates
>due to numeric instability or slow convergence). The mip solver
>currently is based on branch-and-bound, so it is unable to solve hard or
>very large mip's. Probably 100-200 integer variables is its limit in
>many cases, however, sometimes it is able to solve larger problems (say,
>up to 1000 integer variables) that depends on properties of particular

You have mentioned the IOS (Integer Optimization Suite), which replaces BCS in 
version 4.2. What is IOS and what are its implications?
Is there work in progress to increase capacity?

>>2. How does it compare with other LP codes such as lp_solve and CPLEX
>> in terms of speed, size of problem and reliability?
>I think that on very large-scale instances cplex 8.0 dual simplex is
>10-100 times faster than the glpk simplex solver and, of course, much
>more robust :+)
>On the other hand, in many cases glpk is faster and more robust than
>lp_solve 4.0 for pure lp's as well as mip's.
>You can find benchmarks for some lp and mip solvers (in particular,
>for cplex, glpk, lp_solve, and osl) on Hans Mittelmann's webpage at

Unfortunately the permissions are not set correctly on this site to FTP 
download the benchmarks but I will try and contact the site.

>>3. Why is it licensed under GPL and not LGPL?
>It is a philosophical question. Glpk is a GNU package developed under
>the GNU GPL from the very beginning.

I note that lp_solve is LGPL and that may promote its use. Is dual licensing an 

>>4. Is there a Perl module for interfacing to GPLK and, if not, would
>> there be other interest in my developing such a module?
>As far as I know nobody has attempted to develop a Perl module for
>glpk. If you would like to contribute such module, please do that.

There is an existing Math::LP module on the Perl CPAN site, but it is a very 
simple interface to LP's in general and not very useful. I think a 
Math::LP::GLPK would need to be closer to the GLPK user interface, but the 
structure of the API would lend itself to an object oriented interface to hide 
the C structures from the user.

>>Would this module be then able to licensed under the normal Perl
>> artistic license, as is the norm for Perl modules, or must it then
>> be GPL? It gets complicated doesnt it?
>The module must be GPL'ed only if it includes some (or all) components
>of the glpk package.

GPL is non-standard for most Perl modules but I could live with this. Dual 
licensing would solve the problem.

>>5. What are the parts of AMPL not implemented in MathProg?
>The subset of AMPL implemented in MathProg approximately corresponds
>to AMPL status in 1990, because it is mainly based on the paper
>"A Modeling Language for Mathematical Programming" by Robert Fourer
>et al. published in that year.

Is GNU MathProg used for any other applications or was it developed for GLPK?


     Dr. Harley Mackenzie         ACN:   087 953 839
                                  ABN:   27 087 953 839
     HARD Software                Web:
     207 Noble Street             Tel:   +61 3 5222 3435
     Newtown 3220, Australia      Email: address@hidden

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