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Re:GNU Linear Programming Kit by arithma on Sunday June 30, 2019 @08:46PM (#20321570)
For a course at uni (am not a practitioner in this domain in any measurement) we used cvxpy (and there was cvxopt for the matlab inclined).

Are those within the ballpark of what you need to do?

--

Am adding this response as both:

-1 Hey maybe you didn't know about this

-2 A question: Is CVXpy even in the same domain as those other tools listed here in the replies

Re:GNU Linear Programming Kit by leethargo on Monday July 01, 2019 @04:28AM (#20323463)
cvxpy is only for linear programming (LP), but does not support mixed-integer programming (MIP), so you can only use it for some problems.

Also, I think cvxpy might implement an interior point method, not a simplex method, so you don't get a "vertex solution", which often has some nice sparsity attributes.