数值计算·第十集：混合-整数二次规划（CVXPY版）

 

Mixed-integer quadratic program（混合-整数二次规划）

标准形式：-A mixed-integer quadratic program (MIQP) is an optimization problem of the form：

#example -mixed-integer quadratic program
import cvxpy as cp
import numpy as np

#problem data
m,n = 40,25

np.random.randn(1)
A = np.random.randn(m,n)
b = np.random.randn(m)

#problem variable
x = cp.Variable(n,integer = True)

#constraints

#object
objective = cp.Minimize(cp.sum_squares(A@x-b))

#problem
prob = cp.Problem(objective)

#solve
prob.solve()