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I want to implement cutting plane method in python using an built in improve lementation of simplex method and then applying cutting plane method on top of it (using scipy.linprog or pulp to implement Simplex method to get the feasible solution)

The issue is that simplex solution that displays all equations and tableau is needed so that I can then solve for extra constraints for cutting plane method. However, Linprog only gives me solution for optimal values of x and slack variables and it doesn't give me the whole set of equations (tableau) on which I can select an equation with non-integer and then apply the cut. Is there a way wherein I can use an inbuilt simplex method in Python and then implement cutting plane on it on my own?

(I don't want to implement integer constraints in pulp to just get integer soltion, I want to implement cutting plane on top of simplex table on my own).

many thanks for your help!

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  • Hidden in your post there is a legitimate question, but... Why don't you edit your post introducing paragraphs, emphasis and possibly also a question mark? Commented Nov 23, 2017 at 11:31
  • I have edited it, thanks ! Commented Nov 23, 2017 at 12:41
  • This sounds pretty hard. As what you want to do is already quite complex, you should be not afraid to touch the inner linprog too, to modify it for your purposes. But i'm not sure if it's robust enough for you. Commented Nov 23, 2017 at 15:51
  • You could try to do this with PySCIPOpt (github.com/SCIP-Interfaces/PySCIPOpt). It's a powerful MIP solver (global MINLP, actually) that also allows addition of custom cutting planes. Commented Nov 24, 2017 at 6:46
  • thanks. I checked it out. I couldn't find the answer, whether the PySCIPOpt solver output all tableau for simplex method wherein I can see the value of all equations and apply the cut as per cutting plane method Commented Nov 24, 2017 at 9:26
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