(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.
is a Matlab MEX
interface for the GLPK library which offers the following potentials:
Possibility to use
GLPK through a simple matlab command, namely glpk.
solve LP/MILP problems by defining all data and parameters in the
Easy definition of
all GLPK parameters from which you can specify, for instance, which
solver to use (simplex or interior point), activate/deactivate
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).
few Matlab examples to show how simple is to define and solve LP/MILP
An automatic script
to compile your own mex interface.
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
GLPKMEX is available both
as source code and precompiled package at SourceForge.net
Author: Nicolo' Giorgetti.