linear programming in python?

Question

I need to make a linear programming model. Here are the inequalities I'm using (for example):

6x + 4y <= 24
x + 2y <= 6
-x + y <= 1
y <= 2

I need to find the area described by these inequalities, and shade it in a graph, as well as keep track of the vertices of the bounding lines of this area, and draw the bounding line in a different color. See the graph below for an example of what I'm looking for.

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I'm using Python 3.2, numpy, and matplotlib. Are there better modules for linear programming in Python?

Answer 1

UPDATE: The answer has become somewhat outdated in the past 4 years, here is an update. You have many options:

• If you do not have to do it Python then it is a lot more easier to do this in a modeling langage, see Any good tools to solve integer programs on linux?

• I personally use Gurobi these days through its Python API. It is a commercial, closed-source product but free for academic research.

• With PuLP you can create MPS and LP files and then solve them with GLPK, COIN CLP/CBC, CPLEX, or XPRESS through their command-line interface. This approach has its advantages and disadvantages.

• The OR-Tools from Google is an open source software suite for optimization, tuned for tackling the world's toughest problems in vehicle routing, flows, integer and linear programming, and constraint programming.

• Pyomo is a Python-based, open-source optimization modeling language with a diverse set of optimization capabilities.

• SciPy offers linear programming: scipy.optimize.linprog. (I have never tried this one.)

• Apparently, CVXOPT offers a Python interface to GLPK, I did not know that. I have been using GLPK for 8 years now and I can highly recommend GLPK. The examples and tutorial of CVXOPT seem really nice!

• You can find other possibilites at in the Wikibook under GLPK/Python. Note that many of these are not necessarily resticted to GLPK.