Please post an answer that is your favorite solver. If your favorite solver is already listed vote it up. Examples include CPLEX, Gurobi, GLPK, Symphony, lpsolve, Excel Solver, etc... asked 15 Apr '10, 12:55 larrydag 1 ♦ 
CPLEX (which is less than 15 characters, so I'm padding it) answered 15 Apr '10, 13:13 Paul Rubin ♦ 1
Good idea. We might want to give a brief description of the solver. Proprietary/Open Source, Maintainer, Company, Years of Existence and what not.
(15 Apr '10, 13:22)
larrydag 1 ♦
Makes sense. CPLEX is commercial (but there's a free student version limited to 500 variables / 500 constraints, and the full version is free to academics who register). It's currently owned by IBM (who bought ILOG) (who bought CPLEX Inc.). Years of existence = 20 (25?) plus.
(17 Apr '10, 20:08)
Paul Rubin ♦

GLPK Fast, easy free and open source(GPL) linear,mixed integer, branch & cut modeling system http://www.gnu.org/software/glpk/ From the site... The GLPK (GNU Linear Programming Kit) package is intended for solving largescale linear programming (LP), mixed integer programming (MIP), and other related problems. It is a set of routines written in ANSI C and organized in the form of a callable library. GLPK supports the GNU MathProg modeling language, which is a subset of the AMPL language. The GLPK package includes the following main components:
answered 16 Apr '10, 13:56 larrydag 1 ♦ 
Used to work with CPLEX a lot now I use Gurobi instead (usually with AMPL). Trying to switch to GLPK but still no luck in converting my AMPL models. For nonlinear models depending on the level of complexity I either use Matlab or MINOS. For portfolio optimization I use either R or Cplex (it is easy to model cone programming in Cplex) answered 15 Apr '10, 18:53 Mark ♦ 
I've also had good luck with XPRESSMP (commercial, current owner = FICO, been around a while). answered 17 Apr '10, 20:09 Paul Rubin ♦ 
gurobi works really well on big problems. answered 06 Nov '10, 18:53 Jerry Shaw I'd vote for Gurobi  it's really fast on my MILPs. The latest version (4.0) just added support for QPs and MIQPs.
(07 Nov '10, 18:04)
Gilead ♦

is it really true that nobody posted SCIP here? answered 11 Jan '12, 13:11 Marco Luebbecke ♦ 
I have worked with lpsolve and Mathematica for linear programming, and like both. lpsolve seems to have a more open community, however. answered 15 Apr '10, 13:37 Karsten W. 
I've found SAS/OR to be very powerful and flexible. Here is a link to the documentation page about the math programming modelling language. http://support.sas.com/documentation/cdl/en/ormpug/59679/HTML/default/optmodel.htm answered 19 Apr '10, 11:13 DC Woods ♦ 
For largescale Nonlinear Programs (NLPs), I would have to vote IPOPT (free). I have used almost every single commercial NLP solver available, and IPOPT just consistently outperforms all of them on the kinds of problems I'm solving. Pros:
Cons:
answered 07 Nov '10, 17:56 Gilead ♦ 
You might want to specify type of problem (LP/MILP, NLP, nonconvex global optimum, ...)?
Agreed with Paul that the question is vague. This could become a popularity contest, dominated by vocal supporters of one solver or another (ex: employees at one vendor, or people who have contributed to the open source solver). As a longtime employee in the solver industry, I'm refraining from posting my employer (Gurobi) just to win votes.