An MS-Windows (Win32) port of Glpk-4.0 is available from
GLPK (GNU Linear Programming Kit) is a set of routines written in
ANSI C and organized in the form of a library. This package is intended
for solving large-scale linear programming (LP), mixed integer linear
programming (MIP), and other related problems.
New in GLPK 4.0 (release date: May 06, 2003):
Now GLPK supports the GNU MathProg modeling language, which is a subset of the AMPL modeling language. The document "GLPK: Modeling Language GNU MathProg" included in the distribution is a complete description of GNU MathProg. (See the files lang.latex, lang.dvi, and lang.ps in the subdirectory 'doc'. See also some examples in the subdirectory 'sample'.) New version of the solver glpsol, which supports models written in GNU MathProg, was implemented. (Brief instructions how to use glpsol can be found in the GNU MathProg documentation.) The GLPK/L modeling language is no more supported. The reason is that GNU MathProg being much more powerful completely supersedes all features of GLPK/L.