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A fast and flexible numpy-based wrapper for CPLex's Optimization Suite.

Project description

PyCPX is a python wrapper for the CPlex Optimization Suite that
focuses on speed, ease of use, and seamless integration with numpy.
CPlex is a powerful solver for linear and quadratic programs over
real, linear, and boolean variables. PyCPX allows one to naturally
express such programs using numpy and natural python constructs.

PyCPX requires IBM's `ILog Concert Technology`_ Suite, which is
available for free under IBM's Academic Initiative program or as part
of the CPlex Optimization Suite.

To install, type

python setup.py install

This compiles the included C++ source generated by cython. To compile
the cython source file into C++, type

python setup.py install --cython

To compile the documentation, type

make html

in the doc/ directory. The documentation will then be in
doc/.build/html.

Additional documentation can be found at
http://www.stat.washington.edu/~hoytak/code/pycpx/.

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