Python中的二进制线性规划求解器 [英] binary linear programming solver in Python

问题描述

我有一个Python脚本，需要在其中解决线性编程问题.问题是解决方案必须是二进制的.换句话说，我需要等效于MATLAB的 bintprog 函数. NumPy和SciPy似乎没有这样的过程.有人对我如何做以下三件事之一有建议吗?

I have a Python script in which I need to solve a linear programming problem. The catch is that the solution must be binary. In other words, I need an equivalent of MATLAB's bintprog function. NumPy and SciPy do not seem to have such a procedure. Does anyone have suggestions on how I could do one of these three things:

• 找到一个包含此类功能的Python库.

• Find a Python library which includes such a function.

约束该问题，以便可以使用更通用的线性规划求解器解决该问题.

Constrain the problem such that it can be solved by a more general linear programming solver.

Python与MATLAB接口，以便直接使用 bintprog .

Interface Python with MATLAB so as to make direct use of bintprog.

推荐答案

严格来说，如果问题是二进制编程问题，那么它不是线性程序.

Just to be rigorous, if the problem is a binary programming problem, then it is not a linear program.

您可以尝试 CVXOPT .它具有整数编程功能(请参见此).要使您的问题成为二进制程序，您需要添加约束0< = x< = 1.

You can try CVXOPT. It has a integer programming function (see this). To make your problem a binary program, you need to add the constrain 0 <= x <= 1.

编辑:您实际上可以将变量声明为二进制，因此无需添加约束0< = x< = 1.

Edit: You can actually declare your variable as binary, so you don't need to add the constrain 0 <= x <= 1.

cvxopt.glpk.ilp = ilp(...)
Solves a mixed integer linear program using GLPK.

(status, x) = ilp(c, G, h, A, b, I, B)

PURPOSE
Solves the mixed integer linear programming problem

    minimize    c'*x
    subject to  G*x <= h
                A*x = b
                x[I] are all integer
                x[B] are all binary

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