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Octave

Octave is software intended for performing numerical computations, such as solving linear and nonlinear problems, using a language that is mostly compatible with Matlab.

# This sample script solves a linear programming problem # matrix notation of problem c = [20; 40]; a = [4, 6; 2, 6; 0, 1]; b = [120; 72; 10]; # constraint parameters lb = []; ub = []; vartype = "CC"; ctype = "UUU"; s = -1; # solve the linear programming problem [xopt, fopt, status ] = glpk (c, a, b, lb, ub, ctype, vartype, s )