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3326159
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2010-07-24T17:43:22.727
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2010-07-24T17:53:10.553
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This is a half-answer, but you can use Python to interface with GLPK (through python-glpk). GLPK supports integer linear programs. (binary programs are just a subset of integer programs). <a href="http://en.wikipedia.org/wiki/GNU_Linear_Programming_Kit" rel="nofollow noreferrer">http://en.wikipedia.org/wiki/GNU_Linear_Programming_Kit</a> Or you could simply write your problem in Python and generate an MPS file (which most standard LP/MILP (CPLEX, Gurobi, GLPK) solvers will accept). This may be a good route to take, because as far as I am aware, there aren't any high quality MILP solvers that are native to Python (and there may never be). This will also allow you to try out different solvers. <a href="http://code.google.com/p/pulp-or/" rel="nofollow noreferrer">http://code.google.com/p/pulp-or/</a> As for interfacing Python with MATLAB, I would just roll my own solution. You could generate a .m file and then run it from the command line <pre><code>% matlab -nojava myopt.m </code></pre> Notes: <ol> <li>If you're an academic user, you can get a free license to Gurobi, a high performance LP/MILP solver. It has a Python interface. <a href="http://www.gurobi.com/" rel="nofollow noreferrer">http://www.gurobi.com/</a></li> <li>OpenOpt is a Python optimization suite that interfaces with different solvers. <a href="http://en.wikipedia.org/wiki/OpenOpt" rel="nofollow noreferrer">http://en.wikipedia.org/wiki/OpenOpt</a></li> </ol>
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1. PObinary linear programming solver in Python
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