I am one of the developers of lp_solve, an open-source mixed integer
linear
programming solver. See http://lpsolve.sourceforge.net/5.5/ for the
reference guide.

lp_solve has a very rich API to model and solve MILP models.
The API is contained in a library (written in C) that can be called
from
almost any language.
There are also interfaces written for some higher level packages such
as
MatLab, O-Matrix, Octave, Scilab, FreeMat, SysQuake, Python, PHP, R,
AMPL
and others in the make.
These packages all have the concept of vectors, matrices and lp_solve
can be
called from them as it is integrated in the package.
See for example the MatLab reference:
http://lpsolve.sourceforge.net/5.5/MATLAB.htm.
Vectors and matrices can directly be passed between the package and
lp_solve.

I came acros Sage a couple of days ago and I think it would be an
added
value for both Sage and lp_solve to integrate them also.

I looked in the Sage tutorial and documentation and have seen that it
is
possible to call functions from a library or even C-code, but I have 2
questions about it.

- Each time, Sage is restarted a recompilation is done. Isn't there a
way
that there is only one compilation?
- The small demo program interfaces only with a single variable. It is
possible to pass vectors and matrices to the library? How is that
done? Is
there documentation on this? There is for example the integration
between
Sage and Maxima. It it possible to the same with lp_solve?

Best regards,

Peter Notebaert

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