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A fast and flexible numpy-based wrapper for CPLex's Optimization Suite.
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lavanyaj/pycpx
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PyCPX is a python wrapper for the CPlex Optimization Suite that focuses on speed, ease of use, and seamless integration with numpy. CPlex is a powerful solver for linear and quadratic programs over real, linear, and boolean variables. PyCPX allows one to naturally express such programs using numpy and natural python constructs. PyCPX requires IBM's `ILog Concert Technology`_ Suite, which is available for free under IBM's Academic Initiative program or as part of the CPlex Optimization Suite. To install, type python setup.py install This compiles the included C++ source generated by cython. To compile the cython source file into C++, type python setup.py install --cython To compile the documentation, type make html in the doc/ directory. The documentation will then be in doc/.build/html. Additional documentation can be found at http://www.stat.washington.edu/~hoytak/code/pycpx/. ...
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A fast and flexible numpy-based wrapper for CPLex's Optimization Suite.
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