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I have an integer linear optimisation problem and I'm interested in feasible, good solutions. As far as I know, for example the Gnu Linear Programming Kit only returns the optimal solution (given it exists). This takes endless time and is not exactly what I'm looking for: I would be happy with any good solution, not only the optimal one.

So a LP-Solver that e.g. stops after some time and returns the best solution he found so far, would do the job.

Is there any such software? It would be great if that software was open source or at least free as in beer.

(Alternatively: Is there any other way that usually speeds up Integer LP problems? Is this the right place to ask? I parallely asked the question on http://stackoverflow.com/questions/7671124/is-there-an-integer-linear-programming-software-that-returns-also-non-optimal-sol.)

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I parallely asked the question on SO... Don't do that...don't crosspost. –  Bobby Oct 6 '11 at 7:23
    
What to do instead? –  Turion Oct 6 '11 at 7:39
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Pick the right side and ask there...and if you now ask me what the right side is, I'd need to ask you one question: Are you looking for ready-to-use software or a library? –  Bobby Oct 6 '11 at 7:56
    
A ready-to-use software would be optimal, but a library that is easy to use would do the job as well. –  Turion Oct 6 '11 at 9:20

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