OR Libraries for Python

Some useful (and maintained) libraries for doing Operations Research in Python.

Google OR-Tools

OR-Tools 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.

• Routing library on top of CP.
• CP-SAT Solver (Lazy Clause Generation combining SAT, CP, MIP and LNS)
• GLOP (simplex solver)
• BOP (boolean linear solver)
• Interface for third party solvers: CoinOR, SCIP, CPLEX, Gurobi, XPress

Z3

Z3 is an efficient SMT solver with specialized algorithms for solving background theories.

BayesianOptimization

Pure Python implementation of bayesian global optimization with gaussian processes.

DEAP

DEAP is a novel evolutionary computation framework for rapid prototyping and testing of ideas.

CVXPY

CVXPY is a Python-embedded modeling language for convex optimization problems.

skopt

Simple and efficient library to minimize (very) expensive and noisy black-box functions. It implements several methods for sequential model-based optimization.

PuLP

PuLP is an LP modeler written in Python. PuLP can generate MPS or LP files and call GLPK, COIN-OR CLP/CBC, CPLEX, GUROBI, MOSEK, XPRESS, CHOCO, MIPCL, SCIP to solve linear problems.

Pyomo

Pyomo is a Python-based, open-source optimization modeling language.

PySwarms

PySwarms is an extensible research toolkit for particle swarm optimization (PSO) in Python.

Hyperparameter optimization

• Optuna
• Hyperopt
• Ax

Simulation

• simpy: event simulation
• PyMC3: Bayesian statistical modeling and Probabilistic ML

Other

• pandas, numpy: data processing
• SciPy: includes modules for statistics, optimization and more.
• networkx: graph and network algorithms
• osmnx: spatial data

Related Links

• https://or.stackexchange.com/questions/3952/are-python-and-julia-used-for-optimization-in-industry/
• https://or.stackexchange.com/questions/5485/python-for-or-which-non-solver-libraries-do-you-use
• https://or.stackexchange.com/questions/1504/what-is-the-purpose-of-libraries-like-pyomo-and-google-or-tools
• https://www.reddit.com/r/datascience/comments/cpyer5/bayesian_optimization_libraries_python/