I am using CPLEX for solving huge optimization models (more than 100k variables). Now I'd like to see if I can find an open source alternative. I need to solve mixed-integer linear programming (MILP) and CPLEX works great, but it is very expensive if we want to scale. I really need to find an alternative or start writing our own ad-hoc optimization library (which will be painful).
Any benchmark comparing MILP solvers on various common and famous MIP problems? I want to find out and run benchmark on my problem too, to compare and rank best MIP solver in terms of speed and memory?
If you have a reproducible code or script for comparison, please provide it.
I personally found GLPK better (i.e. faster) than LP_SOLVE. It supports various file formats, and a further advantage is its library interface, which allows smooth integration with your application.