以下是我使用Scipy's NNLS的LP代码:import numpy as np
from numpy import array
from scipy.optimize import nnls
def by_nnls(A=None, B=None):
""" Linear programming by NNLS """
#print "NOF row = ", A.shape[0]
A = np.nan_to_num(A)
B = np.nan_to_num(B)
x, rnorm = nnls(A,B)
x = x / x.sum()
# print repr(x)
return x
B1 = array([ 22.133, 197.087, 84.344, 1.466, 3.974, 0.435,
8.291, 45.059, 5.755, 0.519, 0. , 30.272,
24.92 , 10.095])
A1 = array([[ 46.35, 80.58, 48.8 , 80.31, 489.01, 40.98,
29.98, 44.3 , 5882.96],
[ 2540.73, 49.53, 26.78, 30.49, 48.51, 20.88,
19.92, 21.05, 19.39],
[ 2540.73, 49.53, 26.78, 30.49, 48.51, 20.88,
19.92, 21.05, 19.39],
[ 30.95, 1482.24, 100.48, 35.98, 35.1 , 38.65,
31.57, 87.38, 33.39],
[ 30.95, 1482.24, 100.48, 35.98, 35.1 , 38.65,
31.57, 87.38, 33.39],
[ 30.95, 1482.24, 100.48, 35.98, 35.1 , 38.65,
31.57, 87.38, 33.39],
[ 15.99, 223.27, 655.79, 1978.2 , 18.21, 20.51,
19. , 16.19, 15.91],
[ 15.99, 223.27, 655.79, 1978.2 , 18.21, 20.51,
19. , 16.19, 15.91],
[ 16.49, 20.56, 19.08, 18.65, 4568.97, 20.7 ,
17.4 , 17.62, 25.51],
[ 33.84, 26.58, 18.69, 40.88, 19.17, 5247.84,
29.39, 25.55, 18.9 ],
[ 42.66, 83.59, 99.58, 52.11, 46.84, 64.93,
43.8 , 7610.12, 47.13],
[ 42.66, 83.59, 99.58, 52.11, 46.84, 64.93,
43.8 , 7610.12, 47.13],
[ 41.63, 204.32, 4170.37, 86.95, 49.92, 87.15,
51.88, 45.38, 42.89],
[ 81.34, 60.16, 357.92, 43.48, 36.92, 39.13,
1772.07, 68.43, 38.07]])
用法:
^{pr2}$
我的问题是如何在LP系统中加入regularization因子?
我愿意接受解决方案,而不是使用Scipy。在