MILP

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	Parameters
lpSolve	LGPL	Michel Berkelaar	This one cannot handle boolVars parameter yet, you could use lb=0, ub=1. Use URL or software channel for download and install lpsolve+Python binding. Ensure liblpsolve55.so (maybe other version or extension for non-Linux OS) is included to OS library path. Run [sudo] lp_solve_5.5/extra/Python/build.bat (i.e. with root (admin) privileges)	scale = {1, 0, True, False} default: False
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