Knapsack problem

#
# Example of a knapsack problem formulated with the Xpress Python interface
#

import xpress as xp

S = range (5)          # that's the set {0,1,2,3,4}
value  = [102, 512, 218, 332, 41] # or just read them from file
weight = [ 21,  98,  44,  59,  9]

x = [xp.var (vartype = xp.binary) for i in S]
profit = xp.Sum (value[i] * x[i] for i in S)

p = xp.problem ("knapsack") 
p.addVariable (x)
p.addConstraint (xp.Sum (weight[i] * x[i] for i in S) <= 130)
p.setObjective (profit, sense = xp.maximize)
p.solve ()