linear-programming

问题 As it currently stands, this question is not a good fit for our Q&A format. We expect answers to be supported by facts, references, or expertise, but this question will likely solicit debate, arguments, polling, or extended discussion. If you feel that this question can be improved and possibly reopened, visit the help center for guidance. Closed 6 years ago . Does anyone know of such a library that performs mathematical optimization (linear programming, convex optimization, or more general

问题 I am using CPLEX for solving huge optimization models (more than 100k variables) now I\'d like to see if I can find an open source alternative, I solve mixed integer problems (MILP) and CPLEX works great but it is very expensive if we want to scale so I really need to find an alternative or start writing our own ad-hoc optimization library (which will be painful) Any suggestion/insight would be much appreciated 回答1: I personally found GLPK better (i.e. faster) than LP_SOLVE. It supports

问题 Are there any Mixed Integer Linear Programming(MILP) solver for Python? Can GLPK python solve MILP problem? I read that it can solve Mixed integer problem. I am very new to linear programming problem. So i am rather confused and cant really differentiate if Mixed Integer Programming is different from Mixed Integer Linear programming(MILP). 回答1: Pulp is a python modeling interface that hooks up to solvers like CBC(open source), CPLEX (commercial), Gurobi(commercial), XPRESS-MP(commercial) and