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pythonoptimizationcplexgurobiscip

How to use CPLEX or GUROBI in PySCIPOpt (Scip in Python)

I have been working with SCIP in python using PySCIPOpt. I could see SCIP also works with CPLEX and Gurobi engines, does anyone know how to use it in PySCIPOpt?

Thanks

Solution

  • PySCIPOpt needs a suitable SCIP library, so all you need to do is compiling/linking SCIP with the LP solver of your choice.

    You should check the documentation for details on how to do this. Generally, it should be as easy as

    cmake -Bbuild -H. -DLPS=grb -DGUROBI_DIR=/path/to/gurobi
cmake --build build