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The toolkit glpk supports methods for mixed integer linear programming (MILP). These methods solve Capital Budgeting Problems (CBP). Unfortunately, glpk does not support any multithreading and there is no feature to distribute problems via network connections.
Today, this is a pitiable sight, because modern computer systems are coupled by networks and support multi threading. We create a distributed system with Apache thrift and the C-API of glpk. Now, it is possible to use as many cores in...