5.4习题

5.4

代码：

import numpy as np  
from scipy.optimize import minimize   
def objective(x):  
    return -np.sum(np.sqrt(x))  
constraints = [  
    {'type': 'ineq', 'fun': lambda x: 10 - x[0]},    
    {'type': 'ineq', 'fun': lambda x: 20 - (x[0] + 2*x[1])}, 
    {'type': 'ineq', 'fun': lambda x: 30 - (x[0] + 2*x[1] + 3*x[2])},  
    {'type': 'ineq', 'fun': lambda x: 1000 - np.sum((np.arange(1, 101)[:, None] * x).T)},  
    *[{'type': 'ineq', 'fun': lambda x, i=k: 1000 - (101-i) * np.sum(x[:i+1])} for k in range(100)]  
]  
bounds = [(0, None)] * 100    
x0 = np.zeros(100)   
result = minimize(objective, x0, bounds=bounds, constraints=constraints)  
if result.success:  
    print("Optimal solution found:")  
    print("x =", result.x)  
    print("Maximum z =", -result.fun)  
else:  
    print("Optimization failed.")

结果：

Optimal solution found:
x = [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.
 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.
 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.
 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.
 0. 0. 0. 0.]
Maximum z = 0.0