I would like to solve an integer linear programming problem in python for the first time. After searching online I was pointed to lp_solve but I can't see how to get the python bindings installed in ubuntu. I have also had gurobi and cplex recommended but they are no open source. Is there a nice and simple way to set up an integer linear programming problem and have it solved in python using only free software?
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2 Answers
I'm attending course on linear programming at the moment, recommended module for programming assignments was cvxopt.
I've actually found that I like PuLP module much more. It's really nice module, give it a try.
2 Comments
Simd
Does it do integer linear programming?
roman
@Anush yes, you can set every variable as LpInteger - pythonhosted.org/PuLP/CaseStudies/…
I'd recommend looking at SCIP, see http://scip.zib.de/ and the Python interface http://code.google.com/p/python-zibopt/, just look at the ZIB licence first.
If Academic licence is an option, you can get Cplex, Gurobi, Xpress and some others as well. I think GLPK may be an option if really free is the only option.
IMO, SCIP is fantastic for advanced prototyping, but obviosly works fine for simpler things like just setting up the ILP and solving it. Observe that SCIP can be wired with the most popular commercial alternatives as well for better performance.
3 Comments
Simd
Thank you. I am attempting to install python-zibopt following code.google.com/p/python-zibopt/wiki/Installation . It is a long and painful process so far. I tried pip install python-zibopt as well but it fails with src/ext/python_zibopt.h:10:34: fatal error: blockmemshell/memory.h: No such file or directory .
equaeghe
@Anush: this means your C_INCLUDE_PATH is not set correctly. (I'm stuck as well, but later in the process.)
mattmilten
With our latest release of SCIP we also shipped a (very basic) own python interface using cython. You should give it a try. Extending the interface to support more functions should be straightforward.