Python for Decision Analysis and Optimization
1 Welcome
In this online book we will learn some elementary Python programming tools, as well as the implementation of (linear) optimization problems in Python.
To install Python we will use the Anaconda distribution, which contains all relevant Python software that we will need. In particular, we will use the Spyder editor, or integrated development environment (IDE), to construct our Python programs.
To solve (linear) optimization problems we will use Gurobi, a state-of-the-art software package for solving optimization problems that is used extensively in businesses and academia. We will use this software within Python.
In the next chapter we describe how you can install the relevant software, after which we explain some Python basics in Chapter 3. In Chapter 4, we will explain how to implement optimization problems in Python and solve them with the Gurobi solver.