GLPK

GLPK is a free solver for linear programs that arises out of two projects -- the COIN-OR project (Computational Infrastructure - Operations Research) and the GNU project. Braden Hunsaker created the COINGLPK solver package by interfacing the GNU GLPK solver written by A. Makhorin with the COIN OSI (Open Solver Interface) link.  The GLPK solver is documented in a manual on http://www.gnu.org/software/glpk/glpk.html plus one at http://www.go.dlr.de/pdinfo_dv/glpk/GLPK_FAQ.txt.  A very brief GAMS related solver manual is available on Coin.pdf with more GAMS implementation related details at http://www.gams.com/gamscoin/.  The GAMS/COIN-OR Link is available in source and free of charge with any licensed GAMS system.

The OSI interface has been connected to a number of other solvers (as listed at http://www.coin-or.org/faqs.html#OSI) including a number of the solvers available in GAMS but the link is not as adapted to the GAMS environment as are the links already in GAMS (CPLEX, MOSEK etc.).  Thus for example the COIN link does not give as broad of access to options as does the GAMS/CPLEX link so GAMS does not distribute such alternative links.  The OSI interface offers the possibility that one familiar with C++ and compilers could make links to other solvers.  The interface is documented at http://www.coin-or.org/documentation.html#OSI.

GLPK was previously known as COINGLPK.