SCIP求解整数规划实例

最新推荐文章于 2024-07-24 00:22:24 发布

南军Opt

最新推荐文章于 2024-07-24 00:22:24 发布

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分类专栏：运筹优化文章标签：动态规划机器学习算法

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SCIP求解整数规划实例

使用开源的求解器scip
以python接口求解整数规划问题demo

整数规划问题：
$5x_1 +6x_2+23x_3+5x_4+24x_5+6x_6+23x_7+5x_8\\ \begin{cases} 2*x_1 + x_2 + x_3 + x_4 >= 100\\ 2*x_2+ x_3 + 3*x_5 + 2*x_6 + x_7 >= 150\\ x_1 + x_3 + 3*x_4 + 2*x_6 + 3*x_7 + 5*x_8 >= 100\\ x_j>=0且为整数;j=1,2,...,8 \end{cases}$
demo.py

import pyscipopt as opt

def test_opt():
    model = opt.Model()

    # 定义变量
    x1 = model.addVar(vtype='I', name='x1')
    x2 = model.addVar(vtype='I', name='x2')
    x3 = model.addVar(vtype='I', name='x3')
    x4 = model.addVar(vtype='I', name='x4')
    x5 = model.addVar(vtype='I', name='x5')
    x6 = model.addVar(vtype='I', name='x6')
    x7 = model.addVar(vtype='I', name='x7')
    x8 = model.addVar(vtype='I', name='x8')

    # 定义约束
    model.addCons(2*x1 + x2 + x3 + x4 >= 100)
    model.addCons(2*x2+ x3 + 3*x5 + 2*x6 + x7 >= 150)
    model.addCons(x1 + x3 + 3*x4 + 2*x6 + 3*x7 + 5*x8 >= 100)

    # 设置目标函数
    model.setObjective(5*x1 + 6*x2 + 23*x3 + 5*x4 + 24*x5 + 6*x6 + 23*x7 + 5*x8)
    model.setMinimize()
    model.hideOutput()

    # 优化求解
    model.optimize()

    # 求解状态
    m_gap = model.getGap()
    m_status = model.getStatus()
    print('m_status = ', m_status)
    print('m_gap =', m_gap)

    # 求解值
    print('目标函数值: ', model.getObjVal())
    print('x1 = ', model.getVal(x1))
    print('x2 = ', model.getVal(x2))
    print('x3 = ', model.getVal(x3))
    print('x4 = ', model.getVal(x4))
    print('x5 = ', model.getVal(x5))
    print('x6 = ', model.getVal(x6))
    print('x7 = ', model.getVal(x7))
    print('x8 = ', model.getVal(x8))

if __name__ == '__main__':
    # 求解简单整数规划问题
    test_opt()

输出结果