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pulp

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PuLP is an LP modeler written in Python. PuLP can generate MPS or LP files and call GLPK[1], COIN CLP/CBC[2], CPLEX[3], and GUROBI[4] to solve linear problems.

Installation

The easiest way to install pulp is via PyPi

If pip is available on your system:

pip install pulp

Otherwise follow the download instructions on the PyPi page. On Linux and OSX systems the tests must be run to make the default solver executable.

sudo pulptest

Examples

See the examples directory for examples.

PuLP requires Python >= 2.7.

The examples use the default solver (CBC), to use other solvers they must be available.

Documentation

Documentation is found on https://coin-or.github.io/pulp/.

Use LpVariable() to create new variables. To create a variable 0 <= x <= 3:

x = LpVariable("x", 0, 3)

To create a variable 0 <= y <= 1:

y = LpVariable("y", 0, 1)

Use LpProblem() to create new problems. Create "myProblem":

prob = LpProblem("myProblem", LpMinimize)

Combine variables to create expressions and constraints, then add them to the problem:

prob += x + y <= 2

If you add an expression (not a constraint), it will become the objective:

prob += -4*x + y

To solve with the default included solver:

status = prob.solve()

To use another sovler to solve the problem:

status = prob.solve(GLPK(msg = 0))

Display the status of the solution:

LpStatus[status]
> 'Optimal'

You can get the value of the variables using value(). ex:

value(x)
> 2.0

Exported Classes:

  • LpProblem -- Container class for a Linear programming problem

  • LpVariable -- Variables that are added to constraints in the LP

  • LpConstraint -- A constraint of the general form

    a1x1+a2x2 ...anxn (<=, =, >=) b

  • LpConstraintVar -- Used to construct a column of the model in column-wise modelling

Exported Functions:

  • value() -- Finds the value of a variable or expression
  • lpSum() -- given a list of the form [a1*x1, a2x2, ..., anxn] will construct a linear expression to be used as a constraint or variable
  • lpDot() --given two lists of the form [a1, a2, ..., an] and [ x1, x2, ..., xn] will construct a linear epression to be used as a constraint or variable

Comments, bug reports, patches and suggestions are welcome. [email protected]

Copyright J.S. Roy ([email protected]), 2003-2005 Copyright Stuart A. Mitchell ([email protected]) See the LICENSE file for copyright information.

References:

[1] http://www.gnu.org/software/glpk/glpk.html [2] http://www.coin-or.org/ [3] http://www.cplex.com/ [4] http://www.gurobi.com/

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A python Linear Programming API

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