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Mixed-Integer Linear Problems (MILP)
\mathbf{f^T x \to min,\ max}
subjected to
\mathbf{lb \le x \le ub}
\mathbf{A x \le b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
\forall \mathbf{i} \in \mathbf{intVars}: \mathbf{x_i} \in \mathbf{Z}
\forall \mathbf{j} \in \mathbf{boolVars}: \mathbf{x_j} \in \{0,1\}


MILP solvers connected to OpenOpt:

Solver License Made by Info
lpSolve LGPL Michel Berkelaar Use URL or software channel for download and install lpsolve+Python binding. For Windows use *.exe files; for Linux: download lpsolve and its python wrapper (_source.tar.gz and _Python_source.tar.gz files from sourceforge), in subdirectory "lpsolve55" run "sh ccc", copy ./lpsolve55/bin/{your_arch}/liblpsolve55.so to /usr/lib or /usr/local/lib (former requires admin rights, latter requires you have LD_LIBRARY_PATH included the directory), then go to directory /extra/Python and run "python setup.py install" with admin rights.
glpk GPL Andrew Makhorin Requires installation glpk + CVXOPT. Ensure CVXOPT setup.py file has line BUILD_GLPK=1 or use software install/update channels like aptitude, apt-get etc
(since v. 0.33)
cplex
  • commercial
  • full version free for education
  • free 90-days trial with limitations up to 500 vars/cons
IBM (after ILOG acquisition) requires cplex and its Python API installed
FuturePlans: CBC, mosek, GuRoBi, Xpress


See also:

LP, MIQP, MIQCQP

Retrieved from "http://openopt.org/MILP"
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