GNU Linear Programming Kit

The GNU Linear Programming Kit is a software package intended for solving large-scale linear programming, mixed integer programming, and other related problems. It is a set of routines written in ANSI C and organized in the form of a callable library. The package is part of the GNU Project and is released under the GNU General Public License.
GLPK uses the revised simplex method and the primal-dual interior point method for non-integer problems and the branch-and-bound algorithm together with Gomory's mixed integer cuts for integer problems.

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History

GLPK was developed by Andrew O. Makhorin of the Moscow Aviation Institute. The first public release was in October 2000.

Version 1.1.1 contained a library for a revised primal and dual simplex algorithm.
Version 2.0 introduced an implementation of the primal-dual interior point method.
Version 2.2 added branch and bound solving of mixed integer problems.
Version 2.4 added a first implementation of the GLPK/L modeling language.
Version 4.0 replaced GLPK/L by the GNU MathProg modeling language, which is a subset of the AMPL modeling language.

Interfaces and wrappers

Since version 4.0, GLPK problems can be modeled using GNU MathProg, a subset of the AMPL modeling language used only by GLPK. However, GLPK is most commonly called from other programming languages. Wrappers exist for:

Julia and the JuMP modeling package
Java