[SciPy-Dev] [SciPy-User] Linear Programming via Simplex Algorithm

[Michael Yang]

Hi Rob & Alex - great job on the forward development of the simplex
implementation.  I'm new to this thread but have been tracking its
progress.  Again, great job thus far and I'm looking forward to the final
product.

One recommendation for an alternate plan - and I realize this is coming
late in the game and that you've made some excellent work - 'lp_solve'
package does the simplex method as well as providing a full suite of linear
programming features including the hard-to-implement integer constraints.
 It might be of interest to simply write a short python script that would
convert the objective and constraints into the -lp format and then just
call the subprocess module to run the program and then parse the output
into a solution set of variables.  In fact, I've written this already to
work out a variety of problems and even parsed in the dual solution, etc.
for further analysis.

lp_solve is about as efficient as cvxopt (based on highly-optimized C and
Fortran routines) and is hard to beat among most of the AMPL-based solvers.
 I've tried a bunch of them (LOQO, SNOPT, KNITRO, etc.) and lp_solve is
about as fast as you can get, for linear programs.

-Michael Yang


On Fri, Nov 1, 2013 at 8:16 AM, alex <argriffi at ncsu.edu> wrote:

> > If anyone has a source for problems involving at least dozens of
> variables,
> > I'd love to try it out.
>
> This page has benchmarking information and test cases for linear
> programming:
> http://plato.asu.edu/ftp/lpcom.html
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