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The GLPK package is a set of routines written in ANSI C and organized
in the form of a callable library. This package is intended for solving
large-scale linear programming (LP), mixed integer linear programming (MIP)
and other related problems.

The GLPK package includes the following main components:

* implementation of the simplex method;
* implementation of the exact simplex method based on
  bignum (rational) arithmetic;
* implementation of the primal-dual interior-point method;
* implementation of the branch-and-bound method;
* application program interface (API);
* GNU MathProg modeling language (a subset of AMPL);
* GLPSOL, a stand-alone LP/MIP solver.

WWW: http://www.gnu.org/software/glpk/glpk.html