A Matlab MEX Interface for the GLPK library
GLPK (GNU Linear Programming Kit) is a set of routines written in the ANSI C programming language and organized in the form of a callable library. It is intended for solving linear programming (LP), mixed integer programming (MIP), and other related problems.
GLPKMEX is a Matlab MEX interface for the GLPK library which offers the following potentials:
Possibility to use GLPK through a simple matlab command, namely glpk.
Possibility to solve LP/MILP problems by defining all data and parameters in the Matlab workspace.
Easy definition of all GLPK parameters from which you can specify, for instance, which solver to use (simplex or interior point), activate/deactivate presolver, etc...
Possibility to save the original model on a file specified by the user with one of the formats supported by GLPK: CPLEX LP, fixed MPS, free MPS, plain text (see GLPK's reference manual for further details).
A few Matlab examples to show how simple is to define and solve LP/MILP problems.
An automatic script to compile your own mex interface.
And more... GLPKMEX includes now a simple Matlab-coded QP solver (still in beta version) developed by the author of GLPKMEX which uses GLPK to solve QP problems. A few examples are included in the distribution.
For more informations see the ChangeLog.
Users could find useful the following links:
GLPK FTP site from which : ftp://ftp.gnu.org/gnu/glpk/
Giorgetti <giorgetti __ at __ ieee.org>
Page revised on June 11, 2007.