Add support for open source LP solver
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jonls commented
Currently the Cplex and QSoptex solvers are supported. QSoptex is a special case since it is an exact solver, so this leaves Cplex as the only normal solver and also the only solver to support MILP problems. Cplex is proprietary, and although they give out free academic licenses it would be nice to have support for a free, open source solver. GLPK may be the best option.