user24562 user24562 - 3 years ago 125
Python Question

linear programming in python?

I need to make a linear programming model. Here are the inequalities I'm using (for example):

6x + 4y <= 24
x + 2y <= 6
-x + y <= 1
y <= 2

I need to find the area described by these inequalities, and shade it in a graph, as well as keep track of the vertices of the bounding lines of this area, and draw the bounding line in a different color. See the graph below for an example of what I'm looking for.

image of the points of intersection.

I'm using Python 3.2, numpy, and matplotlib. Are there better modules for linear programming in Python?

Ali Ali
Answer Source

UPDATE: The answer has become somewhat outdated in the past 4 years, here is an update. You have many options:

  • If you do not have to do it Python then it is a lot more easier to do this in a modeling langage, see Any good tools to solve integer programs on linux?

  • I personally use Gurobi these days through its Python API. It is a commercial, closed-source product but free for academic research.

  • SciPy offers linear programming: scipy.optimize.linprog. (I have never tried this one.)

  • With PuLP you can create MPS and LP files and then solve them with GLPK, COIN CLP/CBC, CPLEX, or XPRESS through their command-line interface. This approach has its advantages and disadvantages.

  • Apparently, CVXOPT offers a Python interface to GLPK, I did not know that. I have been using GLPK for 8 years now and I can highly recommend GLPK. The examples and tutorial of CVXOPT seem really nice!

  • You can find other possibilites at in the Wikibook under GLPK/Python. Note that many of these are not necessarily resticted to GLPK.

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