凸优化第一课-介绍

最新推荐文章于 2022-09-27 02:32:23 发布

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最新推荐文章于 2022-09-27 02:32:23 发布

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分类专栏： PRML 文章标签：优化线性规划

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线性规划可以采用python库PULP，http://packages.python.org/PuLP/index.html

例如解

$\textbf{ min } 0.013 x_1 + 0.008 x_2$

$1.000 x_1 + 1.000 x_2 &= 100.0\\0.100 x_1 + 0.200 x_2 &\ge 8.0\\0.080 x_1 + 0.100 x_2 &\ge 6.0\\0.001 x_1 + 0.005 x_2 &\le 2.0\\0.002 x_1 + 0.005 x_2 &\le 0.4\\$

# Import PuLP modeler functions
from pulp import *

# Create the 'prob' variable to contain the problem data，第一个参数是描述这个问题的参数，可以自己取，第二个是描述最大化还是最小化
prob = LpProblem("The Whiskas Problem",LpMinimize)

# The 2 variables Beef and Chicken are created with a lower limit of zero，第一个参数的变量名，第二个是下界，3是上届，4是表示数据类型，默认是连续
x1=LpVariable("ChickenPercent",0,None,LpInteger)
x2=LpVariable("BeefPercent",0)

# The objective function is added to 'prob' first首先加目标函数
prob += 0.013*x1 + 0.008*x2, "Total Cost of Ingredients per can"

# The five constraints are entered其次加约束
prob += x1 + x2 == 100, "PercentagesSum"
prob += 0.100*x1 + 0.200*x2 >= 8.0, "ProteinRequirement"
prob += 0.080*x1 + 0.100*x2 >= 6.0, "FatRequirement"
prob += 0.001*x1 + 0.005*x2 <= 2.0, "FibreRequirement"
prob += 0.002*x1 + 0.005*x2 <= 0.4, "SaltRequirement"

# The problem data is written to an .lp file
prob.writeLP("WhiskasModel.lp")

# The problem is solved using PuLP's choice of Solver
prob.solve()

# The status of the solution is printed to the screen
print "Status:", LpStatus[prob.status]

# Each of the variables is printed with it's resolved optimum value
for v in prob.variables():
    print v.name, "=", v.varValue

# The optimised objective function value is printed to the screen
print "Total Cost of Ingredients per can = ", value(prob.objective)

一个例子，光照问题。p是光照的强度，r是距离，a_kj的由来是如果灯太低就会照不到，所以需要一个角度。