Integer vs. Linear Programming in Python

Why is linear programming called that way?

Both terms are confusing:

• Linear implies that nonlinear programming exists;
• Programming actually means “planning” in this context.

In summary, it has nothing to do with code: linear or not. It’s about optimizing variables with various constraints.

In this article, we’re gonna talk about another type of optimization: integer programming. We’ll see why a good understanding of the problem we face is necessary to choose the right solver. Finally, we will write a model that can take on a bigger challenge and actually solve a whole class of optimization problems.

You can run the code from this tutorial with the following Google Colab notebook.