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since 2007/10/24

Mixed-Integer Linear Problems (MILP)

f' * x -> min
subjected to
lb <= x <= ub
A*x <= b
Aeq*x = beq
x_i are required to be integers for all i from intVars
x_j are required to be from {0, 1} for all j from binVars
(NB! Python indexing starts from zero)

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OpenOpt MILP example >>>

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MILP solvers

Solver	License	Handles binary constraints	Made by	Info
lpSolve	LGPL	No	Michel Berkelaar	Use URL or software channel for download and install lpsolve; add Python binding: run [sudo] lp_solve_5.5/extra/Python/build.bat (i.e. with root (admin) privileges). Ensure liblpsolve*.so is included to OS library path / PYTHONPATH.
glpk	GPL 2	Yes	Andrew Makhorin	Is available for openopt v. > 0.17 or from subversion. Requires installation glpk + CVXOPT v 1.0 or greater (check cvxopt.info.version). Ensure CVXOPT setup.py file has line BUILD_GLPK=1, I don't know is it handling properly while CVXOPT +/- glpk installation from software install/update channels like aptitude, apt-get etc