Software and Further Reading
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LP-solvers. The most famous (and expensive) software package for solving linear programs and integer programs is called CPLEX. Freely available codes with similar functionality, although not quite as strong as CPLEX, are lp solve, GLPK, and CLP. The websitewww-neos.mcs.anl.gov/neoscontains a guide to many other optimization software systems, and it also provides an overview of web solvers, to which one can send an input of an optimization problem and, with a bit of luck, be returned an optimum.