lpsolvers 0.8.9

Linear Programming solvers for Python with a unified API

This module provides a single function solve_lp(c, G, h, A, b, solver=X) with a solver keyword argument to select the backend solver. The linear program it solves is, in standard form:

min. c^T x
s.t. G x <= h
     A x == b

where vector inequalities are taken coordinate by coordinate.

Solvers

The list of supported solvers currently includes:

• CVXOPT
• cdd

Example

To solve a linear program, simply 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].