python 最优化 准确性_使用Python求解带约束的最优化问题详解

题目：

1. 利用拉格朗日乘子法 #导入sympy包，用于求导，方程组求解等等

from sympy import *

#设置变量

x1 = symbols("x1")

x2 = symbols("x2")

alpha = symbols("alpha")

beta = symbols("beta")

#构造拉格朗日等式

L = 10 - x1*x1 - x2*x2 + alpha * (x1*x1 - x2) + beta * (x1 + x2)

#求导，构造KKT条件

difyL_x1 = diff(L, x1) #对变量x1求导

difyL_x2 = diff(L, x2) #对变量x2求导

difyL_beta = diff(L, beta) #对乘子beta求导

dualCpt = alpha * (x1 * x1 - x2) #对偶互补条件

#求解KKT等式

aa = solve([difyL_x1, difyL_x2, difyL_beta, dualCpt], [x1, x2, alpha, beta])

#打印结果，还需验证alpha>=0和不等式约束<=0

for i in aa: