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GLPK (GNU Linear Programming Kit) is a set of routines written in the ANSI C programming language and organized in the form of a callable library. It is intended for solving linear programming (LP), mixed integer programming (MIP), and other related problems.
Possibility to use GLPK through a simple matlab command, namely glpk. Possibility to solve LP/MILP problems by defining all data and parameters in the Matlab workspace. Easy definition of all GLPK parameters from which you can specify, for instance, which solver to use (simplex or interior point), activate/deactivate presolver, etc... Possibility to save the original model on a file specified by the user with one of the formats supported by GLPK: CPLEX LP, fixed MPS, free MPS, plain text (see GLPK's reference manual for further details). A few Matlab examples to show how simple is to define and solve LP/MILP problems. An automatic script to compile your own mex interface. And **more...**GLPKMEX includes now a**simple Matlab-coded QP solver**(still in beta version) developed by the author of GLPKMEX which uses GLPK to solve QP problems. A few examples are included in the distribution.
GLPKMEX is available both as source code and precompiled package at SourceForge.net
Author: Nicolo' Giorgetti. |