线性规划（python）Scipy.optimize.linprog

Scipy.optimize.linprog

1. 目标函数只能为最小值
2. 不能有大于约束
   
   公式latex源码：

$$\begin{align*}
&\min z=13x_1+9x_2+10x_3+11x_4+12x_5+8x_6 \\
& \begin{array}{r@{\quad}l@{}l@{\quad}l}
s.t.
& x_1+x_4=400 \\
& x_2+x_5=600 \\
& x_3+x_6=500 \\
& 0.4x_1+1.1x_2+x_3 \leq 800 \\
& 0.5x_4+1.2x_5+1.3x_6 \leq 900\\
& x_i \geq 0,i=1,2,\ldots,6
\end{array} .
\end{align*}
$$

python实现

import numpy as np
from scipy.optimize import linprog
#目标函数
c=np.array([13,9,10,11,12,8])
#不等式（小于）约束
A_ub=np.array([[0.4,1.1,1,0,0,0],
              [0,0,0,0.5,1.2,1.3]])
b_ub=np.array([800,900])
#等式约束
A_eq=np.array([[1,0,0,1,0,0],
              [0,1,0,0,1,0],
              [0,0,1,0,0,1]])
b_eq=np.array([400,600,500])
#参数范围
x0_bounds=(0,np.inf)
x1_bounds=(0,np.inf)
x2_bounds=(0,np.inf)
x3_bounds=(0,np.inf)
x4_bounds=(0,np.inf)
x5_bounds=(0,np.inf)

bounds=[x0_bounds,x1_bounds,x2_bounds,x3_bounds,x4_bounds,x5_bounds]

result=linprog(c,A_ub,b_ub,A_eq,b_eq,bounds=bounds)
print(result.message)
print(result)

运行结果：

           con: array([0., 0., 0.])
 crossover_nit: 0
         eqlin:  marginals: array([11.,  9.,  8.])
  residual: array([0., 0., 0.])
           fun: 13800.0
       ineqlin:  marginals: array([-0., -0.])
  residual: array([140.,  50.])
         lower:  marginals: array([2., 0., 2., 0., 3., 0.])
  residual: array([  0., 600.,   0., 400.,   0., 500.])
       message: 'Optimization terminated successfully. (HiGHS Status 7: Optimal)'
           nit: 0
         slack: array([140.,  50.])
        status: 0
       success: True
         upper:  marginals: array([0., 0., 0., 0., 0., 0.])
  residual: array([inf, inf, inf, inf, inf, inf])
             x: array([  0., 600.,   0., 400.,   0., 500.])

其中，message代表是否寻找到可行解