Wrapper around Linear Programming (LP) solvers in Python, with a unified interface.
The simplest way to install this module is:
pip install lpsolvers
You can add the --user parameter for a user-only installation.
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:
min. c^T x
s.t. G x <= h
A x == b
Vector inequalities are taken coordinate by coordinate.
The list of supported solvers currently includes:
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].