Use Python library from C++

[Chang LI]

I want to use the Python Libray from my C++ program.
The Python Libray is no GUI. How can I mix C++ and 
Python? 

One way is to run PY library as an independent process.
Another way is to start PY as a C++ thread. 
The third way is to run Python engine as part of the C++. 
Which way is better?

No intention to access all the Python's code but only 
access APIs of a module.