PuLP is an LP/IP modeler written in Python. It can generate MPS or LP files and call GLPK, CLP/CBC, and CPLEX, to solve linear problems. PuLP is the default optimization tool in SolverStudio for Excel. SMI SMI is a stochastic programming modeler and solver written in C++. It can read Stochastic MPS and offers direct interfaces for constructing stochastic programs. It generates the deterministic equivalent linear program, solves it, and provides interfaces to access the scenario solutions. See also COIN-OR solvers are available in the JuMP, AIMMS, AMPL, GAMS, and FortSP modeling systems. They can also be used from within Excel via the OpenSolver and SolverStudio add-ins. References Further reading J.T. Linderoth and T.K. Ralphs: Noncommercial Software for Mixed-Integer Linear Programming. In: Integer Programming: Theory and Practice, John Karlof (ed.), CRC Press Operations Research Series, 2005, 253-303. (Working paper version) T. Ralphs: An Introduction to the COIN-OR Optimization Suite: Open Source Tools for Building and Solving Optimization Models. Optimization Days, Montreal, May 7, 2013. (Presentation slides) External links COIN-OR, Computational Infrastructure for Operations Research Mathematical optimization software