GEKKO (pip install gekko) is a Python package for machine learning and optimization of mixed-integer and differential algebraic equations. It is coupled with large-scale solvers for linear, quadratic, nonlinear, and mixed integer programming (LP, QP, NLP, MILP, MINLP). Modes of operation include parameter regression, dynamic simulation, and nonlinear predictive control. GEKKO is an object-oriented Python library and is released under the MIT License.
The Gekko Python package solves large-scale mixed-integer and differential algebraic equations with nonlinear programming solvers. Modes of operation include machine learning, data reconciliation, real-time optimization, dynamic simulation, and nonlinear model predictive control. In addition, the package solves linear programming (LP), quadratic programming (QP), quadratically constrained quadratic program (QCQP), nonlinear programming (NLP), mixed integer linear programming (MILP), and mixed integer nonlinear programming (MINLP). GEKKO is available in Python and installed with pip from PyPI of the Python Software Foundation.
pip install gekko
GEKKO works on all platforms and with Python 2.7 and 3+. By default, the problem is sent to a public server where the solution is computed and returned to Python. There are Windows, MacOS, Linux, and ARM (Raspberry Pi) processor options to solve without an Internet connection. GEKKO is an extension of the APMonitor Optimization Suite but has integrated the modeling and solution visualization directly within Python.