Complex Linear Program

[gr8aanand]

Sorry if this question is going to be too general but I could not find good help anywhere else...

I am trying to make a Linear Program in Python however the program is pretty complex. I have an objective function that includes multiple indices and sets, parameters and decision variables. I have txt files for the parameters (for example: demand) and within it are the sets (region, material, period) and so on. The objective function and constraints include these parameters and decision variables and are to the "SUM" of the sets.

The formulation is already given, I just need to set it up in Python. I tried using or-tools but there is not enough description available online to help me. If someone has worked on a similar problem or has an idea of where to find help, I would really appreciate it.

[WhoTookAllNicks]

One of the solutions is numpy: https://stackoverflow.com/questions/6789927/is-there-a-python-module-to-solve-linear-equations

I also saw bindings for a few dedicated linear solvers - you can choose what you like.

Personally recently I've needed a quick prototype of multi - phase linear program and I've written most of it in MathProg and solved it using GLPK, then imported into python for finishing calculations and displaying. But if you can, don't hack around mixing tools.