UPDATE: The answer has become somewhat outdated in the past 4 years,
here is an update. You have many options:
-
If you do not have to do it Python then it is a lot more easier to
do this in a modeling langage, see Any good tools to solve
integer programs on linux? -
I personally use Gurobi these
days through its Python API. It is a commercial, closed-source
product but free for academic research. -
With PuLP you can create MPS and LP files and then
solve them with GLPK, COIN CLP/CBC, CPLEX, or XPRESS through their
command-line interface. This approach has its advantages and
disadvantages. -
The OR-Tools from Google is an open source software suite for optimization, tuned for tackling the world’s toughest problems in vehicle routing, flows, integer and linear programming, and constraint programming.
-
Pyomo is a Python-based, open-source optimization modeling language with a diverse set of optimization capabilities.
-
SciPy offers linear programming: scipy.optimize.linprog. (I have
never tried this one.) -
Apparently, CVXOPT offers a Python interface to GLPK, I did
not know that. I have been using GLPK for 8 years now and I can
highly recommend GLPK. The examples and tutorial of CVXOPT seem really nice! -
You can find other possibilites at in the Wikibook under
GLPK/Python. Note that many of these are not necessarily resticted
to GLPK.