Friday, April 10, 2009

Python Numpy/Scipy OpenOpt

I am still making slow progress on reading and comprehending The Science of Decision Making given various time constraints. But progress is being made. As I am building my Linear Programing (LP) knowledge I decided to seek out how I could perform LP with Python. For now, the OpenOpt library seems to be the most documented way. Here is an example of using the library for LP. Since my current book focuses on Excel, I am looking to transfer the example from the book to Python to compare the results. I know I keep repeating myself on what I plan to do, but blogging about this has the following advantages: 1) Let's you know I have not lost interest 2) Allows me to keep a document of my developing thoughts in a central place 3) Forces me to think through my plan to build operations management skills.

2 comments:

  1. How is this going? What computing platform are you using (i.e. Windows/Mac/*nix)? I strongly suggest using GLPK with GUSEK(if on windows) if you are doing modeling. Here is why

    1. GMPL (or MathProg) is a very easy to understand and intuitive modeling language
    2. GUSEK has a great GUI environment to model and run model examples
    3. GLPK has a wonderful support system where the even the developer is constantly monitoring the mailing list (help-glpk@gnu.org)

    I'm not trying to steer you away from OpenOpt because that is a good system tool. You have to love the Free and Open Source alternatives!

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  2. >How is this going?
    My progress is slow but regular. I can only dedicate a few hours a week. When I make progress, I am either posting in the OpenOpt forum and/or on this blog.

    Right now I have my Windows laptop. I have a desktop that I used to run VMware images for Linux, but I plan to rebuild that machine in the near future to a FreeBSD or Linux machine. I also have an old laptop that I plan to run Ubuntu Linux on. I downloaded the latest image last night.

    Right now I am focused on OpenOpt since it is mainly a library for Python. I have seen your enthusiastic support for GMPL and GLPK on your blog. The PyMathProg version sounded like a good blend of both worlds for me. Right now project lead does not think it will work on Windows, so I will have to wait until I finish with the Ubuntu Linux machine to set that up.

    Just Googling both projects, it seems GLPK has better documentation. OpenOpt seems to assume a lot of prior knowledge in Python, NumPy and Optimization. Since I am rather new at these specific skills, I just need to make my way over the learning curve.

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