Comparison of open-source linear programming solvers.

Technical Report · Tue Oct 01 00:00:00 EDT 2013

DOI:https://doi.org/10.2172/1104761· OSTI ID:1104761

Gearhart, Jared Lee; Adair, Kristin Lynn; Durfee, Justin David.; Jones, Katherine A.; Martin, Nathaniel; Detry, Richard Joseph

When developing linear programming models, issues such as budget limitations, customer requirements, or licensing may preclude the use of commercial linear programming solvers. In such cases, one option is to use an open-source linear programming solver. A survey of linear programming tools was conducted to identify potential open-source solvers. From this survey, four open-source solvers were tested using a collection of linear programming test problems and the results were compared to IBM ILOG CPLEX Optimizer (CPLEX) [1], an industry standard. The solvers considered were: COIN-OR Linear Programming (CLP) [2], [3], GNU Linear Programming Kit (GLPK) [4], lp_solve [5] and Modular In-core Nonlinear Optimization System (MINOS) [6]. As no open-source solver outperforms CPLEX, this study demonstrates the power of commercial linear programming software. CLP was found to be the top performing open-source solver considered in terms of capability and speed. GLPK also performed well but cannot match the speed of CLP or CPLEX. lp_solve and MINOS were considerably slower and encountered issues when solving several test problems.

• Research Organization: Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
• Sponsoring Organization: USDOE National Nuclear Security Administration (NNSA)
• DOE Contract Number: AC04-94AL85000
• OSTI ID: 1104761
• Report Number(s): SAND2013-8847; 477136
• Country of Publication: United States
• Language: English