Installing GLPK

GLPK is a library written in C useful for solving linear programming problems, including utilities for the simplex method, integer programming (MIP), primal-dual interior point method and the branch-and-cut method. Recall that linear programming is related to optimization models where the objective function and constraints are linear functions of the variables of the problem. By contrast, in integer linear programming problems, the optimization function and its constraints make use of discrete-valued variables.

Before you install GLPK is recommended to install GMP. From its site: "GMP is a free library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating point numbers". Download GMP 5.0.1 from here. Unzip and copy the directory /usr/local. 

1. cd /usr/local/gmp-5.0.1
2. ./configure --enable-shared
3. make && sudo make install

Now to start installing GLPK, download the version 4.45 from here. Again, unzip and copy the directory /usr/local. 

1. cd /usr/local/glpk-4.45
2. ./configure --with-gmp (GLPK will be compiled as both static and shared library)
3. make && make check && sudo make install