source: glpk-cmake/examples/cplex/README

The program module in this subdirectory is a crude implementation of
CPLEX-like interface to GLPK API. It consists of two files: cplex.c and
cplex.h.

NOTE that this module is NOT a clean room implementation of the CPLEX
callable library. It only implements a CPLEX-like interface to the GLPK
API routines, and its main purpose is to provide possibility to build
and run applications which normally use the CPLEX callable library.

This module approximately corresponds to CPLEX 9.0.

Currently this module can be used as a linear programming solver for
Concorde, the state-of-the-art computer code for solving the symmetric
traveling salesman problem (TSP) developed by David Applegate, Robert
Bixby, Vasek Chvatal, and William Cook. For details about Concorde see
its web page at http://www.tsp.gatech.edu/concorde.html.

To build Concorde along with GLPK you need to do the following:

1. Configure, build, and install GLPK.

2. Download the Concorde tarball co031219.tgz (version Dec 19, 2003),
   unpack and unarchive it.

3. Copy files cplex.h and cplex.c to subdirectory concorde/LP/.

4. Create file named lpglpk.c in subdirectory concorde/LP/. This file
   must contain the following two lines:

      #include "cplex.c"
      #include "lpcplex8.c"

5. Configure Concorde in usual way (./configure) and then build it with
   the following command:

      make CPPFLAGS=-I. LPSOLVER_INTERFACE=lpglpk.c LPSOLVER_LIB=-lglpk

   The Concorde executable can be found in subdirectory concorde/TSP/.

Please note that currently this GLPK interface module does not support
some important features (namely, CPXgetijdiv, CPXmdleave, CPXpivotin,
CPXpivotout, and CPXstrongbranch), so large (more than 1000 nodes) TSP
instances cannot be solved in a reasonable time, and some instances may
cause abnormal termination of Concorde (if CPXgetijdiv is called).