Good software for linear/integer programming I never did any linear/integer programming so I am wondering the following two things


*

*What are some efficient free linear programming solvers? 

*What are some efficient commercial linear programming solvers? 


It would be nice to supply a dummy usage example with each proposed answer.
Also what if wish to solve a integer programming problem? What are the answers to the above two questions in this case?
I know that integer LP is a hard problem but there are some relaxing methods that are sometimes employed in order to obtain a solution to an integer programming problem. Are there any software packages implementing this kind of stuff?

I use lpsolve IDE, in addition to using lpsolve with R, with Python, etc.
Here is a list of some of the IDE features:


*

*Everything is graphical and mouse controlled

*Enter your lp model in all supported formats and even via an XLI
(external language interface)

*Convert your lp model from any supported format to another supported
format and even via an XLI

*Very user friendly editor to enter/change the model with syntax
highlight

*Syntax checking of the model

*Solve the model

*See the results in grids

*Control every possible lpsolve option (tolerances, presolve, scaling,
...)

*View the matrix in grids

*Export model to HTML, RTF, LaTeX output

*Export matrix to CSV, HTML, RTF output

*Export results to CSV, HTML, RTF output

*Show statistics about the model.

*...


More details: http://sourceforge.net/projects/lpsolve/
