I am currently facing a linear programming problem that I would like to solve in C++. There are equality and non-equality constraints, i.e. max a^{T} x subject to Bx >= c and Dx = e.

What actively maintained libraries exist with a good C++ interface? What would you recommend?

Many thanks!

Platform: Linux (Debian)
Programming language: C++ for interface
License: "gratis" (i.e. doesn't have to be open-source type of "free")


The Minizinc IDE is free and contains a few free solvers, and optional third-party solvers. On the Minizinc "software" page it is documented how the libraries are implemented and what they are good for.

  • Many thanks for the recommendation! I was rather looking for something that could be used in a pre-existing code, i.e. an interface that could be called from the current code, I apologize for not having made that clearer! I ended up using lp_solve, which is a bit old but performs very well.
    – fermion
    Aug 9 '19 at 12:43

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