Linear Programming solvers for Python with a unified API
Project description
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:
max 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:
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].
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