python pulp包求解整数线性规划和线性规划

本文介绍了如何利用python的pulp库来求解整数线性规划和线性规划问题。重点指出在设置约束条件时,仅支持大于等于或小于等于的不等式,不支持严格不等号。此外,若要解决线性规划问题,需将变量类型设置为LpContinuous。
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以整数线性规划为例

# -*- coding: utf-8 -*-
import pulp as pulp

def solve_ilp(objective , constraints) :
    print objective
    print constraints
    prob = pulp.LpProblem('LP1' , pulp.LpMaximize)
    prob += objective
    for cons in constraints :
        prob += cons
    print prob
    status = prob.solve()
    if status != 1 :
        #print 'status'
Windows 7上安装pulp和glpk步骤: 亲测环境: Windows 6.1.7601 Service Pack 1 Build 7601 x64 Python 2.7.11 PuLP 1.6.8 GLPK 4.34 安装步骤: 1、下载PuLP安装:前提是,已安装python2.6以及2.6以上版本,在网页(https://pythonhosted.org/PuLP/main/installing_pulp_at_home.html)上点击PuLP zipfile下载pulp,当然,也可以在我的资源里下载 2、安装PuLP:将zipfile解压缩,并在命令行窗口中,进入解压缩的目录,然后输入命令:setup.py install 3、下载glpk安装:在网页(https://sourceforge.net/projects/gnuwin32/files/glpk/4.34/)上,下载glpk-4.34-setup.exe(也可以在我的资源里下载),然后双击默认安装 4、按照以上步骤,安装完以后,写一个.py的脚本并运行,脚本内容: from pulp import * pulp.pulpTestAll() 然后,会看到以下类似输出结果: D:\002-Task_150524\117-17data_thesis\004-code\testPulp.py Testing zero subtraction Testing inconsistant lp solution Testing continuous LP solution Testing maximize continuous LP solution Testing unbounded continuous LP solution Testing Long Names Testing repeated Names Testing zero constraint Testing zero objective Testing LpVariable (not LpAffineExpression) objective Testing Long lines in LP Testing LpAffineExpression divide Testing MIP solution Testing MIP solution with floats in objective Testing MIP relaxation Testing feasibility problem (no objective) Testing an infeasible problem Testing an integer infeasible problem Testing column based modelling Testing dual variables and slacks reporting Testing fractional constraints Testing elastic constraints (no change) Testing elastic constraints (freebound) Testing elastic constraints (penalty unchanged) Testing elastic constraints (penalty unbounded) * Solver pulp.solvers.PULP_CBC_CMD passed. Solver pulp.solvers.CPLEX_DLL unavailable Solver pulp.solvers.CPLEX_CMD unavailable Solver pulp.solvers.CPLEX_PY unavailable Solver pulp.solvers.COIN_CMD unavailable Solver pulp.solvers.COINMP_DLL unavailable Testing zero subtraction Testing inconsistant lp solut
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