Plain python bindings for the GNU Linear Programming Kit (GLPK)
swiglpk is not a high-level wrapper for GLPK (take a look at
optlang if you are
interested in a python-based mathematical programming language). It just
provides plain vanilla swig bindings to the
underlying C library. In constrast to other GLPK wrappers for python
(e.g. PyGLPK,
Python-GLPK,
ctypes-glpk,
ecyglpki etc.) it is fairly
version agnostic: it will try to guess the location of the glpk.h header
file (using which glpsol) and then compile the extension for your
particular GLPK installation. Furthermore, swiglpk provides binary wheels
for all major platforms, which are always up-to-date with the most
recent GLPK version (swiglpk versions follow GLPK versioning in the major
and minor version digits to emphasize that).
Please show us some love by staring this repo if you find swiglpk useful!
pip install swiglpk
That's it. swiglpk comes with binary wheels for Windows, Mac, and Linux. No installation of third-party dependencies necessary.
Running the following (slightly adapted) example from the GLPK manual ...
from swiglpk import *
ia = intArray(1+1000); ja = intArray(1+1000);
ar = doubleArray(1+1000);
lp = glp_create_prob();
glp_set_prob_name(lp, "sample");
glp_set_obj_dir(lp, GLP_MAX);
glp_add_rows(lp, 3);
glp_set_row_name(lp, 1, "p");
glp_set_row_bnds(lp, 1, GLP_UP, 0.0, 100.0);
glp_set_row_name(lp, 2, "q");
glp_set_row_bnds(lp, 2, GLP_UP, 0.0, 600.0);
glp_set_row_name(lp, 3, "r");
glp_set_row_bnds(lp, 3, GLP_UP, 0.0, 300.0);
glp_add_cols(lp, 3);
glp_set_col_name(lp, 1, "x1");
glp_set_col_bnds(lp, 1, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, 1, 10.0);
glp_set_col_name(lp, 2, "x2");
glp_set_col_bnds(lp, 2, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, 2, 6.0);
glp_set_col_name(lp, 3, "x3");
glp_set_col_bnds(lp, 3, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, 3, 4.0);
ia[1] = 1; ja[1] = 1; ar[1] = 1.0; # a[1,1] = 1
ia[2] = 1; ja[2] = 2; ar[2] = 1.0; # a[1,2] = 1
ia[3] = 1; ja[3] = 3; ar[3] = 1.0; # a[1,3] = 1
ia[4] = 2; ja[4] = 1; ar[4] = 10.0; # a[2,1] = 10
ia[5] = 3; ja[5] = 1; ar[5] = 2.0; # a[3,1] = 2
ia[6] = 2; ja[6] = 2; ar[6] = 4.0; # a[2,2] = 4
ia[7] = 3; ja[7] = 2; ar[7] = 2.0; # a[3,2] = 2
ia[8] = 2; ja[8] = 3; ar[8] = 5.0; # a[2,3] = 5
ia[9] = 3; ja[9] = 3; ar[9] = 6.0; # a[3,3] = 6
glp_load_matrix(lp, 9, ia, ja, ar);
glp_simplex(lp, None);
Z = glp_get_obj_val(lp);
x1 = glp_get_col_prim(lp, 1);
x2 = glp_get_col_prim(lp, 2);
x3 = glp_get_col_prim(lp, 3);
print("\nZ = %g; x1 = %g; x2 = %g; x3 = %g\n" % (Z, x1, x2, x3))
glp_delete_prob(lp);
... will produce the following output (the example can also be found at examples/example.py):
GLPK Simplex Optimizer, v4.52 3 rows, 3 columns, 9 non-zeros * 0: obj = 0.000000000e+00 infeas = 0.000e+00 (0) * 2: obj = 7.333333333e+02 infeas = 0.000e+00 (0) OPTIMAL LP SOLUTION FOUND Z = 733.333; x1 = 33.3333; x2 = 66.6667; x3 = 0
Pretty ugly right? Consider using optlang for formulating and solving your optimization problems.
You can find documentation on GLPK's C API here
You still want to install it from source? Then you'll need to install the following dependencies first.
- GLPK
- swig
If you're on OS X, swig and GLPK can easily be installed with homebrew.
brew install swig glpk
If you're using ubuntu linux, you can install swig and GLPK using
apt-get.
apt-get install glpk-utils libglpk-dev swig
If you're on Windows, you are on your own (checkout the appveyor.yml config file for directions).
Then clone the repo and run the following.
python setup.py install