Python中使用pulp进行线性规范计算

Pulp，用python来做线性规划

Pulp是一款python实现的非常强大的线性规划模型，两个字好用！
官网链接： https://code.google.com/p/pulp-or/
文档链接： http://www.coin-or.org/PuLP/index.html
需要安装pulp(easy_install)和glpk(apt-get)

入门程序：

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max: 2 * x1 + 5 * x2 约束： 1.  2 * x1 - x2 <= 4 2.  x1 + 2 * x2 <= 9 3.  -x1 + x2 <= 3

代码：

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from pulp import * prob = LpProblem( 'lptest' , LpMaximize)   x1 = LpVariable( 'x1' , lowBound = 0 ) x2 = LpVariable( 'x2' , lowBound = 0 )   prob + = 2 * x1 + 5 * x2   prob + = 2 * x1 - x2 < = 4 prob + = x1 + 2 * x2 < = 9 prob + = - x1 + x2 < = 3   GLPK().solve(prob)   for v in prob.variables():      print v.name, '=' , v.varValue   print 'objective =' , value(prob.objective)

计算结果：

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GLPSOL: GLPK LP/MIP Solver, v4.45 Parameter(s) specified in the command line:   --cpxlp /tmp/3624-pulp.lp -o /tmp/3624-pulp.sol Reading problem data from `/tmp/3624-pulp.lp'... 3 rows, 2 columns, 6 non-zeros 8 lines were read GLPK Simplex Optimizer, v4.45 3 rows, 2 columns, 6 non-zeros Preprocessing... 3 rows, 2 columns, 6 non-zeros Scaling...   A: min|aij| =  1.000e+00  max|aij| =  2.000e+00  ratio =  2.000e+00 Problem data seem to be well scaled Constructing initial basis... Size of triangular part = 3 *     0: obj =   0.000000000e+00  infeas =  0.000e+00 (0) *     2: obj =   2.200000000e+01  infeas =  0.000e+00 (0) OPTIMAL SOLUTION FOUND Time used:   0.0 secs Memory used: 0.0 Mb (40571 bytes) Writing basic solution to `/tmp/3624-pulp.sol'... x1 = 1.0 x2 = 4.0 objective = 22.0

来一发算法书上的单纯形法执行过程，备忘。