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Title: Comparison of open-source linear programming solvers.

Abstract

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.

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

Citation Formats

Gearhart, Jared Lee, Adair, Kristin Lynn, Durfee, Justin David., Jones, Katherine A., Martin, Nathaniel, and Detry, Richard Joseph. Comparison of open-source linear programming solvers.. United States: N. p., 2013. Web. doi:10.2172/1104761.
Gearhart, Jared Lee, Adair, Kristin Lynn, Durfee, Justin David., Jones, Katherine A., Martin, Nathaniel, & Detry, Richard Joseph. Comparison of open-source linear programming solvers.. United States. https://doi.org/10.2172/1104761
Gearhart, Jared Lee, Adair, Kristin Lynn, Durfee, Justin David., Jones, Katherine A., Martin, Nathaniel, and Detry, Richard Joseph. 2013. "Comparison of open-source linear programming solvers.". United States. https://doi.org/10.2172/1104761. https://www.osti.gov/servlets/purl/1104761.
@article{osti_1104761,
title = {Comparison of open-source linear programming solvers.},
author = {Gearhart, Jared Lee and Adair, Kristin Lynn and Durfee, Justin David. and Jones, Katherine A. and Martin, Nathaniel and Detry, Richard Joseph},
abstractNote = {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.},
doi = {10.2172/1104761},
url = {https://www.osti.gov/biblio/1104761}, journal = {},
number = ,
volume = ,
place = {United States},
year = {Tue Oct 01 00:00:00 EDT 2013},
month = {Tue Oct 01 00:00:00 EDT 2013}
}