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Linear programming solvers in Python with a unified API

Project description

LP Solvers for Python

Installation | Documentation | Example | Solvers

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Wrapper around Linear Programming (LP) solvers in Python, with a unified interface.


The simplest way to install this module is:

sudo apt install libgmp-dev python3-dev
pip install lpsolvers

You can add the --user parameter for a user-only installation.


The function solve_lp(c, G, h, A, b) is called with the solver keyword argument to select the backend solver. The linear program it solves is, in standard form:

Linear program in standard form

Vector inequalities are taken coordinate by coordinate.


To solve a linear program, build the matrices that define it and call the solve_lp function:

from numpy import array
from lpsolvers import solve_lp

c = array([1., 2., 3.])
G = array([[1., 2., -1.], [2., 0., 1.], [1., 2., 1.], [-1., -1., -1.]])
h = array([4., 1., 3., 2.])

print "LP solution:", solve_lp(c, G, h)

This example outputs the solution [2.2, -0.8, -3.4].


The list of supported solvers currently includes:

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