swiglpk 1.4.4

Plain python bindings for the GNU Linear Programming Kit (GLPK)

Why?

swiglpk is not a high-level wrapper for GLPK (take a look at optlang if you are interested in a python-based mathematical programming language). It just provides plain vanilla swig bindings to the underlying C library. In constrast to other GLPK wrappers for python (e.g. PyGLPK, Python-GLPK, ctypes-glpk, ecyglpki etc.) it is fairly version agnostic: it will try to guess the location of the glpk.h header file (using which glpsol) and then compile the extension for your particular GLPK installation.

Please show us some love by staring this repo if you find swiglpk useful!

Installation

pip install swiglpk

That’s it. swiglpk comes with binary wheels for Windows, Mac, and Linux. No installation of third-party dependencies necessary.

Example

Running the following (slightly adapted) example from the GLPK manual …

from swiglpk import *

ia = intArray(1+1000); ja = intArray(1+1000);
ar = doubleArray(1+1000);
lp = glp_create_prob();
glp_set_prob_name(lp, "sample");
glp_set_obj_dir(lp, GLP_MAX);
glp_add_rows(lp, 3);
glp_set_row_name(lp, 1, "p");
glp_set_row_bnds(lp, 1, GLP_UP, 0.0, 100.0);
glp_set_row_name(lp, 2, "q");
glp_set_row_bnds(lp, 2, GLP_UP, 0.0, 600.0);
glp_set_row_name(lp, 3, "r");
glp_set_row_bnds(lp, 3, GLP_UP, 0.0, 300.0);
glp_add_cols(lp, 3);
glp_set_col_name(lp, 1, "x1");
glp_set_col_bnds(lp, 1, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, 1, 10.0);
glp_set_col_name(lp, 2, "x2");
glp_set_col_bnds(lp, 2, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, 2, 6.0);
glp_set_col_name(lp, 3, "x3");
glp_set_col_bnds(lp, 3, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, 3, 4.0);
ia[1] = 1; ja[1] = 1; ar[1] = 1.0; # a[1,1] = 1
ia[2] = 1; ja[2] = 2; ar[2] = 1.0; # a[1,2] = 1
ia[3] = 1; ja[3] = 3; ar[3] = 1.0; # a[1,3] = 1
ia[4] = 2; ja[4] = 1; ar[4] = 10.0; # a[2,1] = 10
ia[5] = 3; ja[5] = 1; ar[5] = 2.0; # a[3,1] = 2
ia[6] = 2; ja[6] = 2; ar[6] = 4.0; # a[2,2] = 4
ia[7] = 3; ja[7] = 2; ar[7] = 2.0; # a[3,2] = 2
ia[8] = 2; ja[8] = 3; ar[8] = 5.0; # a[2,3] = 5
ia[9] = 3; ja[9] = 3; ar[9] = 6.0; # a[3,3] = 6
glp_load_matrix(lp, 9, ia, ja, ar);
glp_simplex(lp, None);
Z = glp_get_obj_val(lp);
x1 = glp_get_col_prim(lp, 1);
x2 = glp_get_col_prim(lp, 2);
x3 = glp_get_col_prim(lp, 3);
print("\nZ = %g; x1 = %g; x2 = %g; x3 = %g\n" % (Z, x1, x2, x3))
glp_delete_prob(lp);

… will produce the following output (the example can also be found at examples/example.py):

GLPK Simplex Optimizer, v4.52
3 rows, 3 columns, 9 non-zeros
*     0: obj =   0.000000000e+00  infeas =  0.000e+00 (0)
*     2: obj =   7.333333333e+02  infeas =  0.000e+00 (0)
OPTIMAL LP SOLUTION FOUND

Z = 733.333; x1 = 33.3333; x2 = 66.6667; x3 = 0

Pretty ugly right? Consider using optlang for formulating and solving your optimization problems.

Documentation

You can find documentation on GLPK’s C API here

Development

You still want to install it from source? Then you’ll need to install the following dependencies first.

• GLPK
• swig

If you’re on OS X, swig and GLPK can easily be installed with homebrew.

brew install swig glpk

If you’re using ubuntu linux, you can install swig and GLPK using apt-get.

apt-get install glpk-utils libglpk-dev swig

If you’re on Windows, you are on your own (checkout the appveyor.yml config file for directions).

Then clone the repo and run the following.

python setup.py install