Pyomo: modeling and solving mathematical programs in Python.

We describe Pyomo, an open source software package for modeling and solving mathematical programs in Python. Pyomo can be used to define abstract and concrete problems, create problem instances, and solve these instances with standard open-source and commercial solvers. Pyomo provides a capability that is commonly associated with algebraic modeling languages such as AMPL, AIMMS, and GAMS. In contrast, Pyomo's modeling objects are embedded within a full-featured high-level programming language with a rich set of supporting libraries. Pyomo leverages the capabilities of the Coopr software library, which together with Pyomo is part of IBM's COIN-OR open-source initiative for operations research software. Coopr integrates Python packages for defining optimizers, modeling optimization applications, and managing computational experiments. Numerous examples illustrating advanced scripting applications are provided. [ABSTRACT FROM AUTHOR]