Open source solver for large mixed integer programming task?

I'm currently using General Algebraic Modeling System (GAMS), and more specifically CPLEX within GAMS, to solve a very large mixed integer programming problem. This allows me to parallelize the process over 4 cores (although I have more, CPLEX utilizes a maximum of 4 cores), and it finds an optimal solution in a relatively short amount of time.

Is there an open source mixed integer programming tool that I could use as an alternative to GAMS and CPLEX? It must be comparable in speed or faster for me to consider it. I have a preference for R based solutions, but I'm open to suggestions of all kinds, and other users may be interested in different solutions.

Topic optimization parallel r open-source

Category Data Science

1
answered at

Never done stuff on that scale, but as no-one else has jumped in yet have you seen these two papers that discuss non-commercial solutions? Symphony and COIN-OR seem to be the dominant suggestions.

Linderoth, Jeffrey T., and Andrea Lodi. "MILP software." Wiley encyclopedia of operations research and management science (2010). PDF version

Linderoth, Jeffrey T., and Ted K. Ralphs. "Noncommercial software for mixed-integer linear programming." Integer programming: theory and practice 3 (2005): 253-303. Compares performance

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