Tutorials for glpk
A series of three tutorials on using the GNU Linear Programming Kit (glpk) is available on the IBM website
- The GNU Linear Programming Kit, Part 1: Introduction to linear optimization
- The GNU Linear Programming Kit, Part 2: Intermediate problems in linear programming
- The GNU Linear Programming Kit, Part 3: Advanced problems and elegant solutions
These tutorials deal in particular with using glpsol, the standalone mip solver and the modeling language GNU MathProg which is very similar to AMPL (actually GNU MathProg is a subset of AMPL). Several examples and well-known optimization problems are discussed, modeled, and solved using glpk.
So if you are interested in linear / integer programming with glpk and you are looking for a good introduction, you should definitely check out these tutorials. Also, glpk comes with a lot of examples that give a pretty good overview on how to formulate optimization problems in GNU MathProg. In case you are using windows you also might want to try the GUSEK IDE which wraps glpk in a nice user interface.
Also, if you have the feeling at some point that GNU MathProg is a cool modeling language (afterall it is almost AMPL but free) but you need to use a different solver like CPLEX or CBC you can still continue using your old models written in GNU MathProg or even write new ones as you can use the modeling language and the solver separately: Using glpsol (the standalone solver contained in glpk) with the appropriate parameter set, you can write CPLEX LP or MPS files for example that you can use as input for e.g., CPLEX.
UPDATE 24.01.2010: An updated version with much more information about GLPK, interfaces to other software, tutorials, etc. can be found here.