我使用CVXOPT来解决一个非常简单的问题:min -7890424934354.171875*x1 -7890424934354.274414*x2 -7890424934354.246093*x3
s.t:
x1 + x2 + x3 = 1
x1,x2,x3 are binary
我们可以看出,最优解显然应该是:
^{pr2}$
然而,使用CVXOPT的ILP时,我没有得到正确的答案(我知道上面的问题太简单了,无法使用ILP,但我只是好奇)。关于CVXOPT的ILP的详细描述是here。在
我的程序是这样的:from cvxopt.glpk import ilp
from cvxopt import matrix
c = matrix([-7890424934354.171875,-7890424934354.274414,-7890424934354.246093],tc='d')
G = matrix(0.0, (1,3)) #since I do not have a constraint like G*x <= h, I make them zeros here
h = matrix(0.0, (1,1))
A = matrix([1,1,1],tc='d')
b = matrix(1,tc='d')
(status, x) = ilp(c,G,h,A.T,b,B=set([0,1,2]))
结果是:GLPK Integer Optimizer, v4.61
2 rows, 3 columns, 3 non-zero