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I totally agree. But if you are a non-profit you might be able to get a SCIP license for free, you just have to contact the people behind it. But if a moderate performance improvement is not that important for you then GLPK is definetly the best option.

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The problems we solve (and the timeframe we're under) are among the hardest in the OR sector. Not using CPLEX or GUROBI isn't an option.

GUROBI has some benchmarks on their site that are illuminating.

What are the constraint matrix dimensions and density of the matrix, objective and right hand sides? Can you email me at mb@primaldual.io ?

Gurobi also got caught cheating in some benchmarks and were pulled from them. It's a shame, because they really are the fastest in most tests.

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