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 <http://coin-or.github.io/CyLP/>
_.
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.
On Windows, a binary wheel is available and it is not necessary to install Cbc. Just do::
$ python -m pip install cylp
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.
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 .
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 <https://github.com/coin-or/coinbrew>
_.
coinor-libcbc-dev
on Ubuntu/Debian or coin-or-Cbc-devel
on Fedora, or the
corresponding package on your distribution <https://doc.sagemath.org/html/en/reference/spkg/cbc.html#equivalent-system-packages>
_.$ 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 <https://github.com/coin-or/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 <https://scipy.org>
and build and install CyLP.
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).
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]
You may access CyLP's documentation:
Online : Please visit http://coin-or.github.io/CyLP/
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.
The following software packages make use of CyLP:
CVXPY <https://www.cvxpy.org/>
_, a Python-embedded modeling language forconvex optimization problems, uses CyLP for interfacing to CBC, which is one
of the supported mixed-integer solvers <https://www.cvxpy.org/tutorial/advanced/index.html#mixed-integer-programs>
_.
CyLP has been used in a wide range of practical and research fields. Some of the users include:
PyArt <https://github.com/ARM-DOE/pyart>
_, The Python ARM Radar Toolkit,used by Atmospheric Radiation Measurement (U.S. Department of energy).