https://github.com/coin-or/cylp

A Python interface to CLP, CBC, and CGL to solve LPs and MIPs.

https://github.com/coin-or/cylp

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A Python interface to CLP, CBC, and CGL to solve LPs and MIPs.

README.rst

CyLP
====

CyLP is a Python interface to COIN-OR’s Linear and mixed-integer program solvers
(CLP, CBC, and CGL). CyLP’s unique feature is that you can use it to alter the
solution process of the solvers from within Python. For example, you may
define cut generators, branch-and-bound strategies, and primal/dual Simplex
pivot rules completely in Python.

You may read your LP from an mps file or use the CyLP’s easy modeling
facility. Please find examples in the `documentation
`_.

Docker
======

If you're comfortable with Docker, you can get started right away with the container 
available on Dockerhub that comes with CyLP pre-installed. 

https://hub.docker.com/repository/docker/coinor/cylp

Otherwise, read on. 

Prerequisites and installation
==============================

On Windows: Installation as a binary wheel
------------------------------------------

On Windows, a binary wheel is available and it is not necessary to install Cbc.
Just do::

    $ python -m pip install cylp

On Linux/macOS: Installation as a binary wheel
---------------------------------------------------------

Binary wheels are available for Linux and some versions of OS X 
for some versions of Python. To see if there is a wheel available
for your platform, you can browse 

https://pypi.org/project/cylp/#files

or just try::

    $ python -m pip install cylp

In case this fails, it is most likely that there is no wheel for your platform.
In particular, there are no wheels for MacOS running on Apple Silicon. 
If you are on Linux, this can probably be addressed by switching to 
a supported Python version with, e.g., conda::

    $ conda create -n cylp python=3.9
    $ conda activate cylp
    
If all else fails, it is easy to install from source, but Cbc must be 
installed first, as detailed below. The easiest route for this is to use
conda.

On Linux/macOS with conda: Installation from source
---------------------------------------------------

To install from source, you will need to install binaries for Cbc or also build Cbc from source. 
The version should be 2.10 (recommended) or earlier 
(current master branch of Cbc will not work with this version of CyLP).

The following commands will create and activate a new conda environment with all
these prerequisites installed::

    $ conda create -n cylp coin-or-cbc cython numpy pkg-config scipy -c conda-forge
    $ conda activate cylp

Now you can install CyLP from PyPI::

    $ pip install --no-build-isolation cylp

(The option `--no-build-isolation` ensures that `cylp` uses the Python packages
installed by conda in the build phase.)

Alternatively, if you have cloned CyLP from GitHub::

    $ pip install --no-build-isolation .

On Linux/macOS with pip: Installation from source
-------------------------------------------------

You will need to install binaries for Cbc. The version should be 2.10 (recommended) or earlier 
(current master branch of Cbc will not work with this version of CyLP).
You can install Cbc by either by installing with your system's package manager, by downloading pre-built binaries,
or by building yourself from source using `coinbrew `_.

1. To install Cbc in Linux, the easiest way is to use a package manager. Install
   `coinor-libcbc-dev` on Ubuntu/Debian or `coin-or-Cbc-devel` on Fedora, or the
   `corresponding package on your distribution
   `_.

#. On macOS, it is easiest to install Cbc with homebrew:
         
   ``$ brew install cbc pkg-config``

You should no longer need to build Cbc from source on any platform unless for some reason, none of the
above recipes applies to you. If you do need to build from source, please go to the `Cbc `_
project page and follow the instructions there. After building and installing, make sure to 
either set the `COIN_INSTALL_DIR` variable to point to the installation or set `PKG_CONFIG_PATH` to point to
the directory where the `.pc` files are installed. You may also need to set either `LD_LIBRARY_PATH` (Linux)
or `DYLD_LIBRARY_PATH` (macOS).

Next, build and install CyLP::

    $ python -m pip install cylp

This will build CyLP install the runtime dependencies (`install-requires`),
NumPy and `SciPy ` and build and install CyLP.

Testing your installation
=========================

Optional step:
    If you want to run the doctests (i.e. ``make doctest`` in the ``doc`` directory)
    you should also define::

        $ export CYLP_SOURCE_DIR=/Path/to/cylp

Now you can use CyLP in your python code. For example::

    >>> from cylp.cy import CyClpSimplex
    >>> s = CyClpSimplex()
    >>> s.readMps('../input/netlib/adlittle.mps')
    0
    >>> s.initialSolve()
    'optimal'
    >>> round(s.objectiveValue, 3)
    225494.963

Or simply go to CyLP and run::

    $ python -m unittest discover

to run all CyLP unit tests (this is currently broken).

Modeling Example
================

Here is an example of how to model with CyLP's modeling facility::

    import numpy as np
    from cylp.cy import CyClpSimplex
    from cylp.py.modeling.CyLPModel import CyLPArray

    s = CyClpSimplex()

    # Add variables
    x = s.addVariable('x', 3)
    y = s.addVariable('y', 2)

    # Create coefficients and bounds
    A = np.matrix([[1., 2., 0],[1., 0, 1.]])
    B = np.matrix([[1., 0, 0], [0, 0, 1.]])
    D = np.matrix([[1., 2.],[0, 1]])
    a = CyLPArray([5, 2.5])
    b = CyLPArray([4.2, 3])
    x_u= CyLPArray([2., 3.5])

    # Add constraints
    s += A * x <= a
    s += 2 <= B * x + D * y <= b
    s += y >= 0
    s += 1.1 <= x[1:3] <= x_u

    # Set the objective function
    c = CyLPArray([1., -2., 3.])
    s.objective = c * x + 2 * y.sum()

    # Solve using primal Simplex
    s.primal()
    print(s.primalVariableSolution['x'])

This is the expected output::

    Clp0006I 0  Obj 1.1 Primal inf 2.8999998 (2) Dual inf 5.01e+10 (5) w.o. free dual inf (4)
    Clp0006I 5  Obj 1.3
    Clp0000I Optimal - objective value 1.3
    [ 0.2  2.   1.1]

Documentation
=============

You may access CyLP's documentation:

1. *Online* : Please visit http://coin-or.github.io/CyLP/

2. *Offline* : To install CyLP's documentation in your repository, you need
   Sphinx (https://www.sphinx-doc.org/). You can generate the documentation by
   going to cylp/doc and run ``make html`` or ``make latex`` and access the
   documentation under cylp/doc/build. You can also run ``make doctest`` to
   perform all the doctest.
   
Who uses CyLP
=============

The following software packages make use of CyLP:

#. `CVXPY `_, a Python-embedded modeling language for
   convex optimization problems, uses CyLP for interfacing to CBC, which is one
   of the `supported mixed-integer solvers
   `_.

CyLP has been used in a wide range of practical and research fields. Some of the users include:

#. `PyArt `_, The Python ARM Radar Toolkit,
   used by Atmospheric Radiation Measurement (U.S. Department of energy).
#. Meteorological Institute University of Bonn.
#. Sherbrooke university hospital (Centre hospitalier universitaire de Sherbrooke): CyLP is used for nurse scheduling.
#. Maisonneuve-Rosemont hospital (L'hôpital HMR): CyLP is used for  physician scheduling with preferences.
#. Lehigh University: CyLP is used to teach mixed-integer cuts.
#. IBM T. J. Watson research center
#. Saarland University, Germany

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