linear programming in cython
hi, i am trying to speed up a sage code in cython and i am having difficulties with calling the linear programming routine.
my algorithm requires me to solve a large number of linear programs. currently, i am doing this in sage by calling MixedLinearProgram inside a loop and updating variables depending on the solution.
is there a way to call that program inside a cython function? i would need a cython program that accepts arrays as inputs, solves a linear program and outputs an array.
many thanks for your help markus