Where is there good software to solve LP problems?
Thanks to the advances in computing of the past decade, linear programs in a few thousand variables and constraints are nowadays viewed as “small”. Problems having tens or hundreds of thousands of continuous variables are regularly solved; tractable integer programs are necessarily smaller, but are still commonly in the hundreds or thousands of variables and constraints. The computers of choice for linear and integer programming applications are Pentium-based PCs and the several varieties of Unix workstations. There is more to linear programming than optimal solutions and number-crunching, however. This can be appreciated by observing that modern LP software comes in two related but very different kinds of packages: • Algorithmic codes are devoted to finding optimal solutions to specific linear programs. A code takes as input a compact listing of the LP constraint coefficients (the A, b, c and related values in the [#Q1 standard form]) and produces as output a similarly compact listing
