mathematical optimization – What libraries should I use for linear programming in python?

mathematical optimization – What libraries should I use for linear programming in python?

Id recommend looking at PULP and/or Pyomo.

cvxopt is written by Lieven Vandenberghe and some of his collaborators. (This is the same Vandenberghe of the widely used convex optimization textbook by Boyd and Vandenberghe.) Its a general convex conic programming solver, and uses an interior point method. On the plus side its well-documented, has many examples, and is easy to use. I believe it scales fairly well, though not as well as commercial products like Xpress, Gurobi, or cplex.

Looks like theres a pull request to scipy containing a (pure python) linear programming implementation, though. So a linear programming solver could be in scipy in the future.

mathematical optimization – What libraries should I use for linear programming in python?

I dont know what you are specifically trying to do, but NumPy/SciPy are the usually first places to look for anything math related in Python.