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milpSolve
milpSolve implements a primal and dual simplex solver
for linear programming. The solver also applies branch and bound techniques to
solve mixed-integer linear programming problems.
Main features
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milpSolve implements four simplex combinations for Linear Programming using an additional set
of slack variables for the linear constraints. The primal and dual simplex algorithm may be
used in Phase 1 and/or Phase 2.
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Possible to define problems with integers, semi-continuous variables and special ordered sets.
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Provides different scaling methods to make the model more numerical stable.
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Has presolve capabilities to tighten constraints/make the model smaller and faster to solve.
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Has a base crashing routine to determine a starting point.
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Possible to warm start the solution process by using returned basis.
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Sensitivity analysis included.
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Advanced pricing using Devex and Steepest Edge for both primal and dual simplexes
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