[Matrix-SIG] ANN: Pysimplex Linear Programming

[Aaron Watters]

Sorry, I should have announced here first!
Please give it a shot.  And thanks to everyone involved
in the Numpy project, again.


ANNOUNCE PySimplex
==================

Readers are asked to take a look at and maybe try out
my newly released PySimplex beta Python modules
for Linear Programming.  This software is available
for any purpose, provided as is with no warrantee.
Please see the COPYRIGHT for details.

http://www.pythonpros.com/arw/pysimplex

Pysimplex provides some basic symbolic programming
tools for constructing, solving and optimizing
systems of linear equations and inequalities.
It includes an implementation of the classical
SIMPLEX linear optimization algorithm as well as a filter for parsing
and
optimizing linear models encoded using the standard MPS format.

Perhaps the most compelling aspect of these modules is the way they
allow the user or programmer to construct models in a straightforward
symbolic manner.  For example the following constraint model

  x>=1 and y>=1 and
  x+2*y-1.5 >= 0 and
  y-3*x-0.9 >= 0

may be constructed at the python command line as follows:

>>> v = VariableNamer()
>>> x,y = v.x, v.y
>>> constraints = all_positive(v, x-1, y-1, x+2*y-1.5, y-3*x-0.9)

and the following interaction computes the maximal value for the
objective
function -x-y within this system of constraints.

>>> (sys, ob) = constraints.rsimplex(-x-y)
>>>
>>> sys({})
{'_free20': 7.3, 'x': 1.0, 'y': 3.9, '_free19': 2.9}

Thus the maximum value for -x-y is achieved at x=1.0 and y=3.9.

Requirements
============

This software requires Python and the Python Numeric extensions.
Easy installations for Python and the Numeric extensions may be obtained

via links starting at http://www.python.org
for Windows 95, NT and many other platforms.

   -- Aaron Watters
===
Yet what are such gaieties to me
Whose thoughts are full of indices and surds?
x**2 + 7*x + 53
= 11/3
 -- Lewis Carroll