Python code for solving mathematical programming problems
- Install GLPK version 4.48 (newer ones don't work with PyGLPK):
wget http://ftp.gnu.org/gnu/glpk/glpk-4.48.tar.gz
- Install a fork of PyGLPK from https://github.com/cgaray/pyglpk:
pip install -U https://github.com/cgaray/pyglpk/tarball/master
Run python test.py
to start. Solution should be x = 3, y = -1, z = 7
, with max objective value 62.0
.