5 best linear programming software for Windows [2021 Guide]

Madalina Dinita
by Madalina Dinita
Former Managing Editor
Madalina has been a Windows fan ever since she got her hands on her first Windows XP computer. She is interested in all things technology, especially emerging technologies -- AI and DNA computing in... Read more
Affiliate Disclosure
  • Operations research professionals need the best linear programming software for Windows to solve optimization problems.
  • Below we offer a tool that comes with all the essentials to help you perform a thorough sensitivity analysis.
  • You can also find here a program built to exploit parallelism, to run different sets of parallel code.
  • Another tool has a fair mix of procedural and declarative elements to implement complex decomposition methods.
what is the best software for linear programming

Today we will try to answer the question ‘What is the best software for linear programming?‘ Well, Linear Programming (LP) is, in general, demanding and time-consuming. This is perhaps the reason why it has taken developers an eternity to create linear programming software.

But things seem to have at last turned the corner if the continued emergence of some super powerful linear programming software is anything to go by.

By running robust modeling bases, these software are able to minimize or maximize linear constraints given some linear equalities and/or inequalities to obtain optimized solutions.

And their amazing abilities are making them a darling for operations research professionals.

How Linear Programming Software Work

LP software incorporates frameworks that are dependent on conventional linear programming algorithms such as simplex and support architecture.

These, plus variations of other mathematical methods combine to quickly and efficiently solve optimization problems.

Some adopt the traditional excel solver approach while some use modeling tactics to unravel complex linear programming problems.

So, What Is The Best Software For Linear Programming?

We’ll try to answer this question in this guide. Scroll down to learn what are some of the most recommended linear programming software today.

Linear Programming software for Windows 10

Visual Math

visual math

A recognizable application in tons of companies and industries, Visual Math’s engine turns data into smart decisions in no time.

Users are allowed to first state their hardest business conundrums as mathematical models. The software then automatically sifts through billions or sometimes trillions of suggested solutions to pick the best one.

The revolutionary linear programming software also comes with all the essentials to help conduct a thorough sensitivity analysis as the solution unfolds.

Visual Math’s hefty library is conveniently backed by a collection of intuitive interfaces making it easy for beginners to be up and running soon after download.

The smooth implementations of some latest algorithms mean it keeps up with industry trends and can handle multiple problems.

The vendor also provides awesome technical support during deployment and eventual uses.

Student licenses are, as expected, subsidized at $30 while business users can pay up to $90 to access the outstanding program.



Gurobi Optimizer is, in short, one of the most versatile optimization LP problems solvers.

Part of the reason is that the code is built to exploit parallelism so users can fundamentally run different sets of parallel code during solution tests.

In addition, their MIP (mixed-integer programming) cutting plane routines outshine those from competing products and help capture the key discrete nature of various decisions.

The developers have also gone beyond the ordinary and have exclusively included superb classes of cuts to help simplify modeling.

This program’s sleek MIP heuristics often produce best quality solutions even with problems involving tens of decision variables.

Furthermore, its barrier algorithms utilize the trending computer architecture technology enabling it to sustain a first-class performance functioning.

Lastly, its well-rounded APIs are lightweight, modern, and intuitive, and shorten a new users’ learning curve in addition to boosting productivity.

GAMS (General Algebraic Modeling System)


GAMS is a high-level linear programming modeling software for mathematical optimization and is designed to quickly crack maximization/minimization problems.

Through its interactive platform, GAMS allows users to easily formulate mathematical models almost similar to their mathematical descriptions.

The programs adaptive structure and comprehensive features make data feeding and subsequent problem formulation a breeze.

Users can, therefore, concentrate on modeling which is itself fairly straightforward. Indeed, GAMS gets down to work as soon as it learns the exact specifications of entities and existing relationships so operators have it very easy.

As a result, modelers can do various things themselves making GAMS a favorite of actual domain experts.

The software also has a perfectly balanced mix of procedural and declarative elements so users can implement complex decomposition methods. This makes it very relevant for models tackling unusual problems that could cause performance issues.

GAMS has two price lists: one for academic and commercial users.



ILOG CPLEX linear programming studio (From IBM) provides one of the fastest ways to build businesslike optimization models and supports solutions to a whole range of common planning and scheduling headaches.

It features a descriptive modeling language, fully integrated development environment, and host of built-in tools so it’s a master of the whole model development process.

Constructed models are usually independent of the applied data meaning that users don’t need to modify the model code when working on different instances of a problem.

One can also combine decision variables and various data items to define advanced expressions, objective functions, or constraints

CPLEX also stands tall with its state of the art functionality and robust optimization engine that very helpful in the analysis of the indicated results.

It’s even accessible to those who have difficulties using pointing devices such as a mouse by providing keyboard shortcuts for various processes and tasks.

The commercial pricing seems a bit high but there’s a free trial.



LINGO is another comprehensive tool engineered to make building and solving optimization models quick.

Just like CPLEX, LINGO is a wholesome package including a solid language for expressing practical optimization models, a full-featured environment for feeding and editing problems, plus fast built-in solvers.

The latest versions include some prominent enhancements such as improved simplex solvers to speed up the transformation of linear models.

This program is also quite fast even where it’s difficult to predict which of the dual, primal, or barrier solver would give the quickest solution.

The improved multi-core additionally allows users to assign a separate core to each solver and run them simultaneously.

There’s also the multi-start solver which allows users to quote target values for the current objective function.

Also noteworthy are new chart functions for better results presentation including stacked vertical/ horizontal bars and Grantt charts.

Overall, the application is a sure bet if you’re looking for a software that can provide answers within the shortest time.

Our Final Word On What is The Best Software For Linear Programming

The question of what is the best software for linear programming doesn’t have an easy answer. You’ll need to look at ease of deployment, other desired abilities like compatibility with various add-ons, vendor support, and such.

All in all, we feel that Visual Math is certainly in a league of its own as far as the essential features are concerned.

The other options (Gurobi, cplex, GAMS, and Lingo) are also quite popular in their own ways and brilliant alternatives.

Ultimately, it may boil down to your own preferences and experience.

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