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What is the best online solution to solve a linear programming problem?

I heard about several like Gurobi.

One thing I especially want is the possibility to get an approximate solution when the exact resolution takes too long.

Arnaud
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  • Start by looking at Gurobi, COIN-OR and lp_solve. Depending on your language of choice, lpsolveAPI (R) or PuLP (python). The answers to this question will be useful http://stackoverflow.com/questions/2791559/how-to-choose-an-integer-linear-programming-solver – Ram Narasimhan Mar 27 '15 at 16:47

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The most comprehensive online optimization system is NEOS. It takes models in a variety of input formats and has a wide range of solvers.

Many solvers have settings to allow them to terminate early, even before optimality is reached, if you want an approximate and quick solution. But often your best bet in that case is to use a heuristic algorithm designed specifically for your problem.

LarrySnyder610
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