D.4 glpk

The glpk library (ftp://ftp.gnu.org/pub/gnu/glpk/) solves linear programming problems by the either the simplex algorithm or an interior point method.

The API for C client programs involves a complicated protocol with many optional settings, which is simplified for the virtual machine interface. Specifically, the library gives a choice of only two functions, which can be expressed in the following forms.

library('glpk','simplex')

library('glpk','interior')

These functions have the same calling convention and should return generally the same output for identical inputs, but differences in performance, precision, and maybe correctness can be expected. The remainder of this section applies to both of them.

This document was generated on December 10, 2012 using texi2html 1.82.