文章介绍了如何用Python编程实现对偶单纯形法和列生成算法来解决整数规划问题。首先展示了对偶单纯形法的代码，然后详细解释了列生成算法的过程，包括初始化、迭代求解子问题和计算最佳方案。最后，通过实例展示了算法的运行结果，给出了最优解和方案选择。
列生成算法
一、声明
本文前篇分析摘抄自博客园一位短短的路走走停停的作者，前篇分析中有些许错误，笔者已在程序中改正，即初始方案中，方案2改成切成3个5m长的纸卷，以及纸卷长度限制是17而非是16,并且在最后结果中，共有六个方案集合，利用整数规划方法求解最后的方案集合即可得到最优方案组。
二、例题
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1、对偶单纯形法代码实现
import pandas as pd, numpy as np
# 求最小问题的对偶单纯形法
class Dual_Simplex_Method_minimize(object):
# 初始化表，将已经标准化的原问题的A0,b0，输入进来
def __init__(self, A0, b0, ci):
# 初始化
self.A0 = A0
self.b0 = b0
self.ci = ci
# 获取行列数
self.index_nums = len(self.A0) # 行数
self.columns_nums = len(self.A0[0]) # 列数
# 获取增广矩阵
self.ci_up = self.get_ci_up()
self.data = self.form_data() # 矩阵形式的data,初始数据
# 初始化表，将原表取负后的表
self.Simplex_table = pd.DataFrame(
data=self.update_data(), # 取负后更新过的数据
index=self.get_index(),
columns=self.get_columns()
)
self.Simplex_table = self.doo(self.Simplex_table)
# 获取ci的增广矩阵
def get_ci_up(self):
self.ci.insert(0, 0)
return self.ci
# 矩阵的拼接，形成data数据表
def form_data(self):
bi = 0
for list in self.A0:
list.insert(0, self.b0[bi])
bi += 1
self.A0.append(self.ci_up)
return self.A0
# 获取单纯形表的行标签
def get_index(self):
index = [f'x{j + 1 + (self.columns_nums - self.index_nums)}' for j in range(self.index_nums)]
index.append('cgm')
return index
# 获取单纯形表的列标签
def get_columns(self):
columns = [f'x{i + 1}' for i in range(self.columns_nums)]
columns.insert(0, 'b')
return columns
# 最大值转最小值，更新单纯形表数据
def update_data(self):
data_update = -1 * np.array(self.data)
return data_update
# 定义推进函数
def doo(self, Simplex_table):
k = 0
print('初始对偶单纯形表为:')
print(Simplex_table)
# 判断b是否小于0，否则，则为最优解
b_min = Simplex_table.iloc[:self.index_nums, 0].min()
while b_min < 0:
# 确定出基变量
x_out = Simplex_table.iloc[:self.index_nums, 0].idxmin() # 最小的b出基
# 确定进基变量
cta = []
series_index = []
for i in range(1, self.columns_nums + 1):
if Simplex_table.loc[x_out, f'x{i}'] < 0:
cta.append(Simplex_table.loc['cgm', f'x{i}'] / Simplex_table.loc[x_out, f'x{i}'])
series_index.append(f'x{i}')
x_in_index = cta.index(min(cta))
x_in = series_index[x_in_index]
# 行初等变化
# 出基行除以对应位化为1
Simplex_table.loc[x_out] = (Simplex_table.loc[x_out]) / Simplex_table.loc[x_out, x_in]
for x in (Simplex_table.index).tolist():
if x != x_out:
Simplex_table.loc[x] = Simplex_table.loc[x] - Simplex_table.loc[x_out] * \
Simplex_table.loc[x, x_in]
# 交换出基进基变量标签，即更新表格行标签，将进基变量和出基变量的位置对调
out_x_list = Simplex_table.index.tolist()
out_x_index = out_x_list.index(x_out)
out_x_list[out_x_index] = x_in
Simplex_table.index = out_x_list
k += 1
b_min = Simplex_table.iloc[:self.index_nums, 0].min()
print(f'第{k}次单纯形表为:')
print(Simplex_table)
if i == 999:
print("该问题无解或因退化暂时无法解决")
return 0
return Simplex_table
# 脚本自调试
if __name__ == '__main__':
# 写入化为标准型后的约束系数矩阵，资源系数矩阵和价值系数矩阵（填最开始的ci）
# 两阶段法
initial_A = [[5, 0, 0, -1, 0, 0],
[0, 2, 0, 0, -1, 0],
[0, 0, 2, 0, 0, -1]]
c = [1, 1, 1, 0, 0, 0]
b = [25, 20, 18]
# 实例化对象
test = Dual_Simplex_Method_minimize(initial_A, b, c)
print(f"最优解为\n{test.Simplex_table.iloc[:-1, 0]}")
print(f'最优化结果为{test.Simplex_table.iloc[-1, 0]}')
2、列生成代码实现
import numpy as np, DualSimplexMethod_Min, copy, pulp as pp, pandas as pd
# 列生成算法
class Columns_Generator(object):
# 定义初始化函数
def __init__(self, initial_A, b, c):
self.initial_A = initial_A
self.b = b
self.c = c
# 获取CB*B-1，对偶变量
def get_w_list(self, initial_A, b, c):
# 对偶单纯形法求解出对偶变量（松弛变量的检验数）
res = DualSimplexMethod_Min.Dual_Simplex_Method_minimize(initial_A, b, c)
# 获取CB*B-1，对偶变量
w_list = -res.Simplex_table.loc['cgm'][-(len(res.Simplex_table.index.tolist()) - 1):]
w_list = w_list.tolist()
return w_list
# 求解整数规划，constraint_type==‘<=’,不等式约束为小于等于
def integerPro(self, A_gq, b_gq, c, constraint_type, objective_function_type="MAX"):
# 确定最大最小化问题，默认求解最大化问题
if objective_function_type.upper() == "MAX":
m = pp.LpProblem(sense=pp.LpMaximize)
elif objective_function_type.upper() == "MIN":
m = pp.LpProblem(sense=pp.LpMinimize)
# 定义决策变量放到列表中 生成x1 x2 x3……
x = [pp.LpVariable(f'x{i + 1}', lowBound=0, cat='Integer') for i in range(len(A_gq[0]))]
# 定义目标函数，并将目标函数加入求解的问题中
m += pp.lpDot(c, x) # lpDot 用于计算点积
# 设置比较条件（根据输入判断不等式约束类型）
if constraint_type == '<=':
for i in range(len(A_gq)): # 大于等于
m += (pp.lpDot(A_gq[i], x) <= b_gq[i])
elif constraint_type == '>=':
for i in range(len(A_gq)): # 大于等于
m += (pp.lpDot(A_gq[i], x) >= b_gq[i])
# 求解
m.solve()
# 返回值一个为目标函数的方程，如：0.2 * x1 + 0.5 * x2 + 0.5 * x3 + 0.0，另一个为列表类型，代表子问题每一个决策变量的取值，如：[1.0, 2.0, 0.0]
return [m.objective, [pp.value(var) for var in x]]
# 列生成子问题求解
def solve_subproblem(self, required_size, required_number):
# 深拷贝，因为后面要将新生成的方案加入到原方案数组中，避免下面的方法将初始化实例变量改变
# 初始可行方案数组
initial_A = copy.deepcopy(self.initial_A)
# 需求的数量约束系数
b = copy.deepcopy(self.b)
# 每种方案的选择个数（子问题目标函数价值系数），已手动标准化
c = copy.deepcopy(self.c)
# 输入深拷贝
objective_w = self.get_w_list(copy.deepcopy(initial_A), copy.deepcopy(b), copy.deepcopy(c))
# 求解整数规划解
integer_solve = self.integerPro(A_gq=required_size, b_gq=required_number, c=objective_w, constraint_type='<=')
# 获取决策变量取值
integer_value = integer_solve[1]
# 计算检验数cgm，当cgm小于0时，说明还有更好的方案，继续迭代
cgm = 1 - np.array(np.matrix(integer_value) * np.matrix(objective_w).T).tolist()[0][0]
# 进入迭代
while cgm < 0:
# 获取去掉标准化增加的单位矩阵的方案数组
new_A = [list1[:-len(initial_A)] for list1 in initial_A]
# 生成对角矩阵，对角线元素为-1，因为约束是 >=
dig1 = (np.array(np.diag([-1 for i in range(len(new_A))]))).tolist()
k = 0
# 将整数规划求解出来的方案数量矩阵加入到原方案数组中
for na in new_A:
na.append(integer_value[k])
k += 1
# 将数组类型变成np矩阵，便于拼接
new_A_matrix = np.matrix(new_A)
dig1_matrix = np.matrix(dig1)
# 将新的方案矩阵和对角阵拼接，自动标准化，以便于输入到对偶单纯形法模块中
initial_A = np.array(np.hstack((new_A_matrix, dig1_matrix))).tolist()
c = c[:-len(initial_A)]
c.append(1)
for i in range(len(initial_A)):
c.append(0)
# 利用对偶单纯形法模块的方法，取出松弛变量的检验数cgm
objective_w = self.get_w_list(copy.deepcopy(initial_A), copy.deepcopy(b), copy.deepcopy(c))
# 利用integerPro函数求解整数规划解，返回值一个为目标函数的方程，如：0.2*x1 + 0.5*x2 + 0.5*x3 + 0.0，另一个为列表类型，代表子问题每一个决策变量的取值，如：[1.0, 2.0, 0.0]
integer_solve = self.integerPro(A_gq=required_size, b_gq=required_number, c=objective_w,
constraint_type='<=')
# 获取决策变量取值
integer_value = integer_solve[1]
# 计算检验数cgm，判断是否需要继续迭代
cgm = 1 - np.array(np.matrix(integer_value) * np.matrix(objective_w).T).tolist()[0][0]
# 迭代完成后，获取去掉标准化加上的对角矩阵，获得方案数组
initial_A = [list1[:-len(initial_A)] for list1 in initial_A]
# 获取每个方案对应的
c = c[:-len(initial_A)]
# 利用整数规划方法计算出最后的方案组对应的最佳方案个数选择，使得目标函数值最小，即损耗最小
res = self.integerPro(initial_A, b, c, ">=", "min")
# 将方案数组转换成dataframe数据类型
scheme_df = pd.DataFrame(np.array(initial_A), columns=[f"方案{i + 1}" for i in range(len(initial_A[0]))])
# 第一个返回值为最佳方案个数选择，第二个为方案表格
return [res, scheme_df]
# 脚本自调试
if __name__ == '__main__':
# 初始可行方案（初始可行基），需要手动标准化，一个方案完成一个需求尺寸，显然是最差的方案
initial_A = [[5, 0, 0, -1, 0, 0],
[0, 3, 0, 0, -1, 0],
[0, 0, 2, 0, 0, -1]]
# 表示第 j 种方案选择个数的系数（子问题目标函数价值系数，均为1），需要手动标准化
c = [1, 1, 1, 0, 0, 0]
# 需求的数量约束系数
b = [25, 20, 18]
test1 = Columns_Generator(initial_A, b, c)
# 需求的尺寸约束系数(每个方案对应的切法，一个方案完成一个需求尺寸，显然是最差的方案)
requiresize = [[3, 5, 7]]
# 卷钢长度约束
requirenumber = [17]
# 深拷贝，避免可变变量被函数改变
required_size = copy.deepcopy(requiresize)
required_number = copy.deepcopy(requirenumber)
res = test1.solve_subproblem(required_size, required_number)
# 输出迭代出的方案矩阵
strs = "*" * 20
res_df = res[1]
print(f"{strs}迭代生成得到的方案表格为{strs}\n{res_df}")
print(f"{strs}每种方案的选择个数对应如下{strs}\n{res[0][1]}")
# 格式化输出
k = 0
for option in res[0][1]:
k += 1
if option != 0:
print(f"方案{k}:选择{int(option)}次")
输出结果展示
初始对偶单纯形表为:
b x1 x2 x3 x4 x5 x6
x4 -25 -5 0 0 1 0 0
x5 -20 0 -3 0 0 1 0
x6 -18 0 0 -2 0 0 1
cgm 0 -1 -1 -1 0 0 0
第1次单纯形表为:
b x1 x2 x3 x4 x5 x6
x1 5.0 1.0 -0.0 -0.0 -0.2 -0.0 -0.0
x5 -20.0 0.0 -3.0 0.0 0.0 1.0 0.0
x6 -18.0 0.0 0.0 -2.0 0.0 0.0 1.0
cgm 5.0 0.0 -1.0 -1.0 -0.2 0.0 0.0
第2次单纯形表为:
b x1 x2 x3 x4 x5 x6
x1 5.000000 1.0 0.0 -0.0 -0.2 -0.000000 -0.0
x2 6.666667 -0.0 1.0 -0.0 -0.0 -0.333333 -0.0
x6 -18.000000 0.0 0.0 -2.0 0.0 0.000000 1.0
cgm 11.666667 0.0 0.0 -1.0 -0.2 -0.333333 0.0
第3次单纯形表为:
b x1 x2 x3 x4 x5 x6
x1 5.000000 1.0 0.0 0.0 -0.2 -0.000000 -0.0
x2 6.666667 -0.0 1.0 0.0 -0.0 -0.333333 -0.0
x3 9.000000 -0.0 -0.0 1.0 -0.0 -0.000000 -0.5
cgm 20.666667 0.0 0.0 0.0 -0.2 -0.333333 -0.5
Welcome to the CBC MILP Solver
Version: 2.10.3
Build Date: Dec 15 2019
command line - C:\Users\Administrator\AppData\Local\Programs\Python\Python36\lib\site-packages\pulp\solverdir\cbc\win\64\cbc.exe C:\Users\ADMINI~1\AppData\Local\Temp\5732295859de44538fb220141efd093f-pulp.mps max timeMode elapsed branch printingOptions all solution C:\Users\ADMINI~1\AppData\Local\Temp\5732295859de44538fb220141efd093f-pulp.sol
At line 2 NAME MODEL
At line 3 ROWS
At line 6 COLUMNS
At line 19 RHS
At line 21 BOUNDS
At line 25 ENDATA
Problem MODEL has 1 rows, 3 columns and 3 elements
Coin0008I MODEL read with 0 errors
Option for timeMode changed from cpu to elapsed
Continuous objective value is 1.21429 - 0.00 seconds
Cgl0004I processed model has 1 rows, 3 columns (3 integer (0 of which binary)) and 3 elements
Cbc0012I Integer solution of -1.2 found by DiveCoefficient after 0 iterations and 0 nodes (0.00 seconds)
Cbc0001I Search completed - best objective -1.2, took 0 iterations and 0 nodes (0.00 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from -1.2 to -1.2
Probing was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Gomory was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Knapsack was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Clique was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Result - Optimal solution found
Objective value: 1.20000000
Enumerated nodes: 0
Total iterations: 0
Time (CPU seconds): 0.00
Time (Wallclock seconds): 0.00
Option for printingOptions changed from normal to all
Total time (CPU seconds): 0.00 (Wallclock seconds): 0.00
初始对偶单纯形表为:
b x1 x2 x3 x4 x5 x6 x7
x5 -25.0 -5.0 -0.0 -0.0 -1.0 1.0 -0.0 -0.0
x6 -20.0 -0.0 -3.0 -0.0 -0.0 -0.0 1.0 -0.0
x7 -18.0 -0.0 -0.0 -2.0 -2.0 -0.0 -0.0 1.0
cgm -0.0 -1.0 -1.0 -1.0 -1.0 -0.0 -0.0 -0.0
第1次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7
x1 5.0 1.0 0.0 0.0 0.2 -0.2 0.0 0.0
x6 -20.0 0.0 -3.0 0.0 0.0 -0.0 1.0 0.0
x7 -18.0 0.0 0.0 -2.0 -2.0 -0.0 0.0 1.0
cgm 5.0 0.0 -1.0 -1.0 -0.8 -0.2 0.0 0.0
第2次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7
x1 5.000000 1.0 0.0 0.0 0.2 -0.2 0.000000 0.0
x2 6.666667 -0.0 1.0 -0.0 -0.0 0.0 -0.333333 -0.0
x7 -18.000000 0.0 0.0 -2.0 -2.0 -0.0 0.000000 1.0
cgm 11.666667 0.0 0.0 -1.0 -0.8 -0.2 -0.333333 0.0
第3次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7
x1 3.200000 1.0 0.0 -0.2 0.0 -0.2 0.000000 0.1
x2 6.666667 -0.0 1.0 0.0 0.0 0.0 -0.333333 -0.0
x4 9.000000 -0.0 -0.0 1.0 1.0 0.0 -0.000000 -0.5
cgm 18.866667 0.0 0.0 -0.2 0.0 -0.2 -0.333333 -0.4
Welcome to the CBC MILP Solver
Version: 2.10.3
Build Date: Dec 15 2019
command line - C:\Users\Administrator\AppData\Local\Programs\Python\Python36\lib\site-packages\pulp\solverdir\cbc\win\64\cbc.exe C:\Users\ADMINI~1\AppData\Local\Temp\39c1f6eeb6b24a9fbbde98eb0a2e1b4f-pulp.mps max timeMode elapsed branch printingOptions all solution C:\Users\ADMINI~1\AppData\Local\Temp\39c1f6eeb6b24a9fbbde98eb0a2e1b4f-pulp.sol
At line 2 NAME MODEL
At line 3 ROWS
At line 6 COLUMNS
At line 19 RHS
At line 21 BOUNDS
At line 25 ENDATA
Problem MODEL has 1 rows, 3 columns and 3 elements
Coin0008I MODEL read with 0 errors
Option for timeMode changed from cpu to elapsed
Continuous objective value is 1.13333 - 0.00 seconds
Cgl0004I processed model has 1 rows, 3 columns (3 integer (0 of which binary)) and 3 elements
Cbc0012I Integer solution of -1 found by DiveCoefficient after 0 iterations and 0 nodes (0.00 seconds)
Cbc0012I Integer solution of -1.1333333 found by DiveCoefficient after 1 iterations and 0 nodes (0.00 seconds)
Cbc0031I 1 added rows had average density of 3
Cbc0013I At root node, 1 cuts changed objective from -1.1333333 to -1.1333333 in 2 passes
Cbc0014I Cut generator 0 (Probing) - 2 row cuts average 2.0 elements, 1 column cuts (1 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 1 (Gomory) - 1 row cuts average 3.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0001I Search completed - best objective -1.1333333333333, took 1 iterations and 0 nodes (0.00 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from -1.13333 to -1.13333
Probing was tried 2 times and created 3 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Gomory was tried 2 times and created 1 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Knapsack was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Clique was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Result - Optimal solution found
Objective value: 1.13333333
Enumerated nodes: 0
Total iterations: 1
Time (CPU seconds): 0.00
Time (Wallclock seconds): 0.00
Option for printingOptions changed from normal to all
Total time (CPU seconds): 0.01 (Wallclock seconds): 0.01
初始对偶单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8
x6 -25.0 -5.0 -0.0 -0.0 -1.0 -4.0 1.0 -0.0 -0.0
x7 -20.0 -0.0 -3.0 -0.0 -0.0 -1.0 -0.0 1.0 -0.0
x8 -18.0 -0.0 -0.0 -2.0 -2.0 -0.0 -0.0 -0.0 1.0
cgm -0.0 -1.0 -1.0 -1.0 -1.0 -1.0 -0.0 -0.0 -0.0
第1次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8
x1 5.0 1.0 0.0 0.0 0.2 0.8 -0.2 0.0 0.0
x7 -20.0 0.0 -3.0 0.0 0.0 -1.0 -0.0 1.0 0.0
x8 -18.0 0.0 0.0 -2.0 -2.0 0.0 -0.0 0.0 1.0
cgm 5.0 0.0 -1.0 -1.0 -0.8 -0.2 -0.2 0.0 0.0
第2次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8
x1 -11.0 1.0 -2.4 0.0 0.2 0.0 -0.2 0.8 0.0
x5 20.0 -0.0 3.0 -0.0 -0.0 1.0 0.0 -1.0 -0.0
x8 -18.0 0.0 0.0 -2.0 -2.0 0.0 -0.0 0.0 1.0
cgm 9.0 0.0 -0.4 -1.0 -0.8 0.0 -0.2 -0.2 0.0
第3次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8
x1 -12.8 1.0 -2.4 -0.2 0.0 0.0 -0.2 0.8 0.1
x5 20.0 -0.0 3.0 0.0 0.0 1.0 0.0 -1.0 -0.0
x4 9.0 -0.0 -0.0 1.0 1.0 -0.0 0.0 -0.0 -0.5
cgm 16.2 0.0 -0.4 -0.2 0.0 0.0 -0.2 -0.2 -0.4
第4次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8
x2 5.333333 -0.416667 1.0 0.083333 -0.0 -0.0 0.083333 -0.333333 -0.041667
x5 4.000000 1.250000 0.0 -0.250000 0.0 1.0 -0.250000 0.000000 0.125000
x4 9.000000 -0.000000 0.0 1.000000 1.0 -0.0 0.000000 -0.000000 -0.500000
cgm 18.333333 -0.166667 0.0 -0.166667 0.0 0.0 -0.166667 -0.333333 -0.416667
Welcome to the CBC MILP Solver
Version: 2.10.3
Build Date: Dec 15 2019
command line - C:\Users\Administrator\AppData\Local\Programs\Python\Python36\lib\site-packages\pulp\solverdir\cbc\win\64\cbc.exe C:\Users\ADMINI~1\AppData\Local\Temp\a373ac61ef1b47a4af891c618d178de1-pulp.mps max timeMode elapsed branch printingOptions all solution C:\Users\ADMINI~1\AppData\Local\Temp\a373ac61ef1b47a4af891c618d178de1-pulp.sol
At line 2 NAME MODEL
At line 3 ROWS
At line 6 COLUMNS
At line 19 RHS
At line 21 BOUNDS
At line 25 ENDATA
Problem MODEL has 1 rows, 3 columns and 3 elements
Coin0008I MODEL read with 0 errors
Option for timeMode changed from cpu to elapsed
Continuous objective value is 1.13333 - 0.00 seconds
Cgl0004I processed model has 1 rows, 3 columns (3 integer (0 of which binary)) and 3 elements
Cbc0012I Integer solution of -1 found by DiveCoefficient after 0 iterations and 0 nodes (0.00 seconds)
Cbc0012I Integer solution of -1.0833333 found by DiveCoefficient after 3 iterations and 0 nodes (0.00 seconds)
Cbc0031I 2 added rows had average density of 3
Cbc0013I At root node, 2 cuts changed objective from -1.1190476 to -1.0833333 in 3 passes
Cbc0014I Cut generator 0 (Probing) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 1 (Gomory) - 2 row cuts average 3.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is 1
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0001I Search completed - best objective -1.0833333333333, took 3 iterations and 0 nodes (0.00 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from -1.11905 to -1.08333
Probing was tried 3 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Gomory was tried 3 times and created 2 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Knapsack was tried 3 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Clique was tried 3 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 3 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 3 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Result - Optimal solution found
Objective value: 1.08333333
Enumerated nodes: 0
Total iterations: 3
Time (CPU seconds): 0.00
Time (Wallclock seconds): 0.00
Option for printingOptions changed from normal to all
Total time (CPU seconds): 0.01 (Wallclock seconds): 0.00
初始对偶单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8 x9
x7 -25.0 -5.0 -0.0 -0.0 -1.0 -4.0 -0.0 1.0 -0.0 -0.0
x8 -20.0 -0.0 -3.0 -0.0 -0.0 -1.0 -2.0 -0.0 1.0 -0.0
x9 -18.0 -0.0 -0.0 -2.0 -2.0 -0.0 -1.0 -0.0 -0.0 1.0
cgm -0.0 -1.0 -1.0 -1.0 -1.0 -1.0 -1.0 -0.0 -0.0 -0.0
第1次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8 x9
x1 5.0 1.0 0.0 0.0 0.2 0.8 0.0 -0.2 0.0 0.0
x8 -20.0 0.0 -3.0 0.0 0.0 -1.0 -2.0 -0.0 1.0 0.0
x9 -18.0 0.0 0.0 -2.0 -2.0 0.0 -1.0 -0.0 0.0 1.0
cgm 5.0 0.0 -1.0 -1.0 -0.8 -0.2 -1.0 -0.2 0.0 0.0
第2次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8 x9
x1 -11.0 1.0 -2.4 0.0 0.2 0.0 -1.6 -0.2 0.8 0.0
x5 20.0 -0.0 3.0 -0.0 -0.0 1.0 2.0 0.0 -1.0 -0.0
x9 -18.0 0.0 0.0 -2.0 -2.0 0.0 -1.0 -0.0 0.0 1.0
cgm 9.0 0.0 -0.4 -1.0 -0.8 0.0 -0.6 -0.2 -0.2 0.0
第3次单纯形表为:
b x1 x2 x3 x4 x5 x6 x7 x8 x9
x1 -12.8 1.0 -2.4 -0.2 0.0 0.0 -1.7 -0.2 0.8 0.1
x5 20.0 -0.0 3.0 0.0 0.0 1.0 2.0 0.0 -1.0 -0.0
x4 9.0 -0.0 -0.0 1.0 1.0 -0.0 0.5 0.0 -0.0 -0.5
cgm 16.2 0.0 -0.4 -0.2 0.0 0.0 -0.2 -0.2 -0.2 -0.4
第4次单纯形表为:
b x1 x2 x3 ... x6 x7 x8 x9
x6 7.529412 -0.588235 1.411765 0.117647 ... 1.0 0.117647 -0.470588 -0.058824
x5 4.941176 1.176471 0.176471 -0.235294 ... 0.0 -0.235294 -0.058824 0.117647
x4 5.235294 0.294118 -0.705882 0.941176 ... 0.0 -0.058824 0.235294 -0.470588
cgm 17.705882 -0.117647 -0.117647 -0.176471 ... 0.0 -0.176471 -0.294118 -0.411765
[4 rows x 10 columns]
Welcome to the CBC MILP Solver
Version: 2.10.3
Build Date: Dec 15 2019
command line - C:\Users\Administrator\AppData\Local\Programs\Python\Python36\lib\site-packages\pulp\solverdir\cbc\win\64\cbc.exe C:\Users\ADMINI~1\AppData\Local\Temp\6aa0150c1cba45088032accaebc0e339-pulp.mps max timeMode elapsed branch printingOptions all solution C:\Users\ADMINI~1\AppData\Local\Temp\6aa0150c1cba45088032accaebc0e339-pulp.sol
At line 2 NAME MODEL
At line 3 ROWS
At line 6 COLUMNS
At line 19 RHS
At line 21 BOUNDS
At line 25 ENDATA
Problem MODEL has 1 rows, 3 columns and 3 elements
Coin0008I MODEL read with 0 errors
Option for timeMode changed from cpu to elapsed
Continuous objective value is 1 - 0.00 seconds
Cgl0004I processed model has 1 rows, 3 columns (3 integer (0 of which binary)) and 3 elements
Cbc0012I Integer solution of -1 found by DiveCoefficient after 0 iterations and 0 nodes (0.00 seconds)
Cbc0001I Search completed - best objective -1.0000000000001, took 0 iterations and 0 nodes (0.00 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from -1 to -1
Probing was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Gomory was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Knapsack was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Clique was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Result - Optimal solution found
Objective value: 1.00000000
Enumerated nodes: 0
Total iterations: 0
Time (CPU seconds): 0.00
Time (Wallclock seconds): 0.00
Option for printingOptions changed from normal to all
Total time (CPU seconds): 0.00 (Wallclock seconds): 0.00
Welcome to the CBC MILP Solver
Version: 2.10.3
Build Date: Dec 15 2019
command line - C:\Users\Administrator\AppData\Local\Programs\Python\Python36\lib\site-packages\pulp\solverdir\cbc\win\64\cbc.exe C:\Users\ADMINI~1\AppData\Local\Temp\fe546406354d458badcb6ec8a58cd382-pulp.mps timeMode elapsed branch printingOptions all solution C:\Users\ADMINI~1\AppData\Local\Temp\fe546406354d458badcb6ec8a58cd382-pulp.sol
At line 2 NAME MODEL
At line 3 ROWS
At line 8 COLUMNS
At line 36 RHS
At line 40 BOUNDS
At line 47 ENDATA
Problem MODEL has 3 rows, 6 columns and 9 elements
Coin0008I MODEL read with 0 errors
Option for timeMode changed from cpu to elapsed
Continuous objective value is 17.7059 - 0.00 seconds
Cgl0003I 0 fixed, 6 tightened bounds, 0 strengthened rows, 0 substitutions
Cgl0004I processed model has 3 rows, 6 columns (6 integer (0 of which binary)) and 9 elements
Cutoff increment increased from 1e-05 to 0.9999
Cbc0012I Integer solution of 19 found by greedy cover after 0 iterations and 0 nodes (0.00 seconds)
Cbc0012I Integer solution of 18 found by DiveCoefficient after 2 iterations and 0 nodes (0.00 seconds)
Cbc0031I 2 added rows had average density of 6
Cbc0013I At root node, 2 cuts changed objective from 17.705882 to 18 in 2 passes
Cbc0014I Cut generator 0 (Probing) - 0 row cuts average 0.0 elements, 1 column cuts (1 active) in 0.000 seconds - new frequency is 1
Cbc0014I Cut generator 1 (Gomory) - 3 row cuts average 6.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is 1
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.000 seconds - new frequency is -100
Cbc0001I Search completed - best objective 18, took 2 iterations and 0 nodes (0.00 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from 17.7059 to 18
Probing was tried 2 times and created 1 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Gomory was tried 2 times and created 3 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Knapsack was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Clique was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 2 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
Result - Optimal solution found
Objective value: 18.00000000
Enumerated nodes: 0
Total iterations: 2
Time (CPU seconds): 0.00
Time (Wallclock seconds): 0.00
Option for printingOptions changed from normal to all
Total time (CPU seconds): 0.01 (Wallclock seconds): 0.00
********************迭代生成得到的方案表格为********************
方案1 方案2 方案3 方案4 方案5 方案6
0 5.0 0.0 0.0 1.0 4.0 0.0
1 0.0 3.0 0.0 0.0 1.0 2.0
2 0.0 0.0 2.0 2.0 0.0 1.0
********************每种方案的选择个数对应如下********************
[0.0, 0.0, 0.0, 5.0, 5.0, 8.0]
方案4:选择5次
方案5:选择5次
方案6:选择8次
进程已结束，退出代码为 0
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