You can imagine it as a plane in three-dimensional space. This is why the optimal solution must be on a vertex, or corner, of the feasible region.

Linear Programming With Gurobipy In Python

In this modeling example, we have shown how to formulate the symmetric Traveling Salesman Problem as a MIP problem. We also showed how to dynamically eliminate subtours by using lazy constraints. The Traveling Salesman Problem is the most popular combinatorial optimization problem. This problem is very easy to explain, although it is very complicated to solve. The TSP is a source of discovery for new approaches to solve complex combinatorial optimization problems and has led to many applications. We use this classic combinatorial optimization problem to demonstrate how Gurobi can be used to easily and effectively solve small-sized problem instances of the TSP.

Reading Input Data¶

Generally, an organization or a company has mainly two objectives, the first one is minimization and the other is maximization. Minimization means to minimize the total cost of production while maximization means to maximize their profit. So with the help of linear programming graphical method, we can find the optimum solution. I have been involved in the design, development, and implementation of operations research and optimization models such as Linear Programs , Mixed Integer Linear Programs , and Quadratic Programs for more than a decade. In the past four years, I have realized the importance of OR solutions (i.e., software solutions that are based on optimization models) for solving these kinds of programs. Thus, optimization models were traditionally designed for use in strategic/tactical decisions rather than operational ones. Mixed-integer linear programming allows you to overcome many of the limitations of linear programming.

Uncapacitated Facility Location Problem with and without Disruptions. A python library with implementations of 15 classical heuristics for the capacitated vehicle routing problem. I got stuck and could not really solve the issue myself for several days. Now I hope that someone here can show me, where my interpretation is wrong.

Time Limit For Mixed Integer Programming With Python Pulp

PuLP can generate MPS or LP files and call GLPK, COIN-OR CLP/CBC, CPLEX, GUROBI, MOSEK, XPRESS, CHOCO, MIPCL, SCIP to solve linear problems. Chapter 8 describes techniques to approximate a nonlinear function with a piecewise Integration testing linear function, explaining the concept of special ordered set. However, as explained in the previous section, this constraints will lead to much worse values in the linear relaxation, and should be avoided.

Linear Programming With Gurobipy In Python

It’s worth mentioning that almost all widely used linear programming and mixed-integer linear programming libraries are native to and written in Fortran or C or C++. This is because linear programming requires computationally intensive work with matrices. Mixed-integer linear programming problems linear programming with gurobipy in python are solved with more complex and computationally intensive methods like the branch-and-bound method, which uses linear programming under the hood. Some variants of this method are the branch-and-cut method, which involves the use of cutting planes, and the branch-and-price method.

Complete Code

To follow this tutorial, you’ll need to install SciPy and PuLP. The examples below use version 1.4.1 of SciPy and version 2.1 of PuLP. Besides offering flexibility when defining problems and the ability to run various solvers, PuLP is less complicated to use than alternatives like Pyomo or CVXOPT, which require more time and effort to master. PuLP allows you to choose solvers and formulate problems in a more natural way. The default solver used by PuLP is the COIN-OR Branch and Cut Solver .

  • Here, we use “gurobipy” which is Gurobi’s Python API, “docplex” which is IBM Decision Optimization CPLEX Modeling for Python, and “pulp” which is an LP/MILP modeler written in python.
  • Although mixed-integer problems look similar to continuous variable problems at first sight, they offer significant advantages in terms of flexibility and precision.
  • We can also save these results in a CSV file as shown above.
  • I provide a side by side tutorial for each of these packages, and I hope it will help you to easily translate your model from one to another.
  • It can take only the values zero or one and is useful in making yes-or-no decisions, such as whether a plant should be built or if a machine should be turned on or off.

It’s connected to the COIN-OR Linear Programming Solver for linear relaxations and the COIN-OR Cut Generator Library for cuts generation. For example, say you take the initial problem above and drop the red and yellow constraints. Dropping constraints out of a problem is called relaxing the problem. In such a case, x and y wouldn’t be bounded on silverlight the positive side. You’d be able to increase them toward positive infinity, yielding an infinitely large z value. You no longer have the green line, only the points along the line where the value of x is an integer. The feasible solutions are the green points on the gray background, and the optimal one in this case is nearest to the red line.


In this book, as well as commented examples of using the basic theory, we provide the readers with indications on how correctly and quickly solve practical problems. We hope this book will be a primer for the usage of mathematical optimization in a new era. We now write the model for the TSP, by defining decision variables, constraints, and objective function. Because this is the symmetric traveling salesman problem, we can make it more efficient by setting the object x to x, instead of a constraint.

You will not reverse assemble, reverse compile, translate, or reverse engineer the Product. Your Product License may not be sold, transferred, leased, assigned, or sub-licensed without Gurobi’s prior written consent. If You copy or modify the Product in any way not expressly authorized by Gurobi in writing, Your Product License Systems development life cycle is automatically terminated. You will not use the Product for the benefit of any third party including as part of any service bureau, time sharing or third party training arrangement. You will not publish any benchmark testing results on the Product. You will not use the Product in violation of any law, rules or regulation.

Linear Programming With Gurobipy In Python

The matching score $s$ can only take values between 0 and 100. That is, $s_ \in $ for all resources $r \in R$ and jobs $j \in J$. PuLP can generate MPS or LP files and call GLPK, COIN CLP/CBC, CPLEX, and GUROBI to solve linear problems. In Chapter 2, we describe some precautions that should be taken when formulating integer optimization problems. Illustrations include the capacity constrained facility location problem, the $k-$median problem, and a commented example of the $k-$center problem. An objective function that minimizes a maximum value should be avoided, if possible.

We present a formulation for the variant called the cutting stock problem, and introduce a solution technique that utilizes duality, in the so-called column generation approach. An illustration is provided in Figure Search for optimum \theta with binary search.. Select a given number of facilities from possible points in a graph, in such a way that the maximum value of a distance from a customer to the closest facility is minimized. Select a given number of facilities from possible points in a graph, in such a way that the sum of the distances from each customer to the closest facility is minimized.

Optimization Modeling In Python: Pulp, Gurobi And Cplex

Mixed-integer linear programming is an extension of linear programming. It handles problems in which at least one variable takes a discrete integer rather than a continuous value. Although mixed-integer problems look similar to continuous variable problems at first sight, they offer significant advantages in terms of flexibility and precision.


You need to find x and y such that the red, blue, and yellow inequalities, as well as the inequalities x ≥ 0 and y ≥ 0, are satisfied. At the same time, your solution must correspond to the largest possible value of z. Linear programming is a fundamental optimization technique that’s been used for decades in science- and math-intensive fields. It’s precise, relatively fast, and suitable for a range of practical applications.

Python Implementation¶

Here, we use gurobipy (Gurobi’s Python API), docplex , and pulp (an LP/MILP modeler written in Python). For the purpose of this post, I’ll assume that you are familiar with Python, i.e., you know how to install and use Python packages and use Python data structures like lists, tuples and dictionaries. I’ll also assume basic knowledge of linear programming, mixed integer programming, and constrained optimization. In this situation, either the time for solving the problem becomes very large, or, if branch-and-bound is interrupted, the solution obtained is rather poor. Therefore, when modeling real problems, it is preferable to avoid such formulations, if possible. \endThe Model.setObjective() method of the Gurobi/Python API defines the objective function of the Model object “m”. The objective expression is specified in the first argument of this method.

You’ll see how to use GLPK with PuLP later in this tutorial. For each unit of the first product, three units of the raw material A are consumed. Each unit of the second product requires two units of the raw material A and one unit of the raw material B. Each unit of the third product needs one unit of A and two units of B. Finally, each unit of the fourth product requires three units of B. The solution now must satisfy the green equality, so the feasible region isn’t the entire gray area anymore. It’s the part of the green line passing through the gray area from the intersection point with the blue line to the intersection point with the red line.

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