The LP Engine

SYMPHONY requires the use of a third-party callable library to solve the LP relaxations once they are formulated. Currently, ILOG's CPLEX$^{\copyright}$ and IBM's OSL are the available options. Be forewarned that OSL's interface is not tested and has exhibited suboptimal performance. Any LP solver with the appropriate capabilities can be interfaced with SYMPHONY by writing a set of interface routines contained in the file LP/lp_solver.c. Once the interface routines are written, the make file must be modified to link with the new LP solver.