This article provides an overview of the speed of various open source solvers.
Basically, nothing matches CPLEX.
COIN-OR (no R interface, hard to install)
GLPK
lp_solve and MINOS.
Way down the track, there's probably a way to write a very specific, very fast solver for this kind of problem in c++, but this is interesting to note.
The paper doesn't mention Gurobi, but perhaps it didn't exist then.
This article provides an overview of the speed of various open source solvers.
Basically, nothing matches CPLEX.
Way down the track, there's probably a way to write a very specific, very fast solver for this kind of problem in c++, but this is interesting to note.
The paper doesn't mention Gurobi, but perhaps it didn't exist then.