带有绝对值的数学线性规划问题（Scipy）

Nikel_Chieh

于 2023-07-05 16:34:03 发布

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文章标签： scipy python 机器学习

本文链接：https://blog.csdn.net/m0_61304110/article/details/131558827

版权

import numpy as np
from scipy.optimize import linprog

c = np.array([1, 2, 3, 4, 1, 2, 3, 4]) 
A_ub = np.array([[1, -1, -1, 1], 
                 [1, -1, 1, -3],
                 [1, -1, -2, 3]])
A_ub = np.hstack([A_ub, -A_ub])
b_ub = np.array([[-2, -1, -1/2]])
r = linprog(c, A_ub, b_ub, bounds=((0, None), (0, None), (0, None), (0, None), (0, None), (0, None), (0, None), (0, None)))
print(r)

x = r.x[:4] - r.x[4:]

print(f'求得最优解\nx_1 = {x[0]},\nx_2 = {x[1]},\nx_3 = {x[2]},\nx_4 = {x[3]},\n最优值 z = {r.fun}')