What Libraries Should I Use For Linear Programming In Python?

A quick search on 'python linear programming' turns up a lot of hits (e.g. this one). Looking through them, I see a fair number of complaints about outdated dependencies, poor doc

Solution 1:

I'd recommend looking at PULP and/or Pyomo.

Solution 2:

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.) It's a general convex conic programming solver, and uses an interior point method. On the plus side it's 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 there's 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.

Solution 3:

I don't know what you are specifically trying to do, but NumPy/SciPy are the usually first places to look for anything math related in Python.

Solution 4:

You might look at PuLP from the coin-or set of libraries.

http://www.coin-or.org/projects/

Solution 5:

You can also take a look at or-tools, which includes a wrapper around widely used linear solvers such as GLPK.