I have a Python script in which I need to solve a linear programming problem. The catch is that the solution must be binary. In other words, I need an equivalent of MATLAB's bintprog function. NumPy and SciPy do not seem to have such a procedure. Does anyone have suggestions on how I could do one of these three things:
Find a Python library which includes such a function.
Constrain the problem such that it can be solved by a more general linear programming solver.
Interface Python with MATLAB so as to make direct use of bintprog.
Just to be rigorous, if the problem is a binary programming problem, then it is not a linear program.
Edit: You can actually declare your variable as binary, so you don't need to add the constrain 0 <= x <= 1.
cvxopt.glpk.ilp = ilp(...) Solves a mixed integer linear program using GLPK. (status, x) = ilp(c, G, h, A, b, I, B) PURPOSE Solves the mixed integer linear programming problem minimize c'*x subject to G*x <= h A*x = b x[I] are all integer x[B] are all binary