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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

  • 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.
  • Possible to define problems with integers, semi-continuous variables and special ordered sets.
  • Provides different scaling methods to make the model more numerical stable.
  • Has presolve capabilities to tighten constraints/make the model smaller and faster to solve.
  • Has a base crashing routine to determine a starting point.
  • Possible to warm start the solution process by using returned basis.
  • Sensitivity analysis included.
  • Advanced pricing using Devex and Steepest Edge for both primal and dual simplexes

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