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.

Dependencies

• GLPK (swiglpk has been tested with versions 4.45 and 4.52 on OS X)

• swig (swiglpk has been tested tested with version 3.0.2 on OS X)

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

Installation

python setup.py install

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