Free Python optimization framework

Tuesday, April 29, 2008

new OO MILP solver: glpk

Another one MILP solver has been connected - glpk. This one can handle binary constraints: x_j should be from {0, 1} for all j from p.binVars (lpSolve cannot, but maybe setting for those coords
lb[j], ub[j] = 0, 1
and demand them to be integers (p.intVars = [...])
can be helpful).

Requires CVXOPT ver >= 1.0 + Python ver >= 2.4 (code contains Python set) + glpk.
See more details + example in OO MILP webpage (mentioned above).

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