The description of the most widely used LP input formatĪ utility to convert this LP format to (and from) MPS Windows/Unix executablesĪ utility (extracted from lp_solve) to convert the simple LP format to (and from) MPSĪ general branch&cut library with mixed integer capability (C++) Some are listed here: plamĪ free MILP modeling environment using lp_solve as MILP solver and SWI-Prolog Several tools are necessary to deal with such problems. The LP-problem is often very high-dimensional. The general nonlinear problem (dense, sparse, nonsmooth, SIP)
Semidefinite and second-order cone programming
The LP-problem, also mixed integer and stochastic Infeasible points are shown in dark brown and the levels of f are shown in the feasible domain.
The picture shows feasible domain and level sets for
