I have a linear optimization formulation that I can solve in Matlab with either the in-built linprog function or passing the same information to Gurobi to solve — the information includes objective weights c or f, constraint parameters A and b and their inequality signs, and variable bounds.

Gurobi is understandably much faster then Matlab’s linprog, but my academic license will eventually expire and I do prefer using open source options like Glop when I can. I’ve looked up how to use Glop / OR-Tools, and it’s pretty straightforward using the Python ortools package framework, but:

1. I can’t seem to find out how to call the Glop solver from Matlab,
2. my Matlab code already builds the relevant matrices/arrays to pass to the solver, but the Python framework that calls Glop looks to take in a different kind of input.

What I hope to be able to do is have Glop accept my inputs of the linear programming formulation (matrices/arrays c, A, b, inequality signs etc.), solving it, and returning the optimal solution. I don’t mind having to break the constraint matrices A and b down into individual constraints if that’s the only input Glop takes, but it wouldn’t be ideal.

Any recommendations and suggestions are greatly appreciated!