Linear programming solvers in Python with a unified API
Project description
LP Solvers for Python
Installation | Documentation | Example | Solvers
Wrapper around Linear Programming (LP) solvers in Python, with a unified interface.
Installation
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.
Usage
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:
Vector inequalities are taken coordinate by coordinate.
Example
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]
.
Solvers
The list of supported solvers currently includes:
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