一个简单的整数规划问题:
\begin{equation}
\begin{aligned}
& max & \quad x+y+2z \
& s.t. & \
& \quad & x+2y+3z \le 4 \
& \quad & x+y \ge 1 \
& \quad & x,y,z \quad binary
\end{aligned}
\end{equation}
Python代码:
from gurobipy import *
try:
# Create a new model
m = Model("mip1")
# Create variables
x = m.addVar(vtype=GRB.BINARY, name="x")
y = m.addVar(vtype=GRB.BINARY, name="y")
z = m.addVar(vtype=GRB.BINARY, name="z")
# Set objective
m.setObjective(x + y + 2 * z, GRB.MAXIMIZE)
# Add constraint: x + 2 y + 3 z <= 4
m.addConstr(x + 2 * y + 3 * z <= 4, "c0")
# Add constraint: x + y >= 1
m.addConstr(x + y >= 1, "c1")
m.optimize()
for v in m.getVars():
print('%s %g' % (v.varName, v.x))
print('Obj: %g' % m.objVal)
except GurobiError as e:
print('Error code ' + str(e.errno) + ": " + str(e))
except AttributeError:
print('Encountered an attribute error')
输出结果:
Optimize a model with 2 rows, 3 columns and 5 nonzeros
Variable types: 0 continuous, 3 integer (3 binary)
Coefficient statistics:
Matrix range [1e+00, 3e+00]
Objective range [1e+00, 2e+00]
Bounds range [1e+00, 1e+00]
RHS range [1e+00, 4e+00]
Found heuristic solution: objective 2.0000000
Presolve removed 2 rows and 3 columns
Presolve time: 0.02s
Presolve: All rows and columns removed
Explored 0 nodes (0 simplex iterations) in 0.02 seconds
Thread count was 1 (of 4 available processors)
Solution count 2: 3 2
Optimal solution found (tolerance 1.00e-04)
Best objective 3.000000000000e+00, best bound 3.000000000000e+00, gap 0.0000%
x 1
y 0
z 1
Obj: 3