I'd like to set up a large linear programming model to solve an interesting problem. I would be most comfortable in Java. What tools/libraries are available?
Linear programming is a widely used field of optimization for several reasons. Many practical problems in operations research can be expressed as linear programming problems.
Linear optimization (or linear programming) is the name given to computing the best solution to a problem modeled as a set of linear relationships. These problems arise in many scientific and engineering disciplines.
There were several suggestions from an earlier question that I posted:
and possibly more...
I used lp_solve with success. It looks like there is a native Java API, but I've only used the text file interface. It supports the semi-standard MPS and LP file formats, which I found more convenient for trying out different solvers (such as glpsol).
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