python求解分支定界(branch-and-bound)问题使用pybnb基本架构

官方网址：https://github.com/ghackebeil/pybnb
官方文档：https://pybnb.readthedocs.io/en/stable/

安装依赖

首先pip安装必要依赖：

pip install -i https://pypi.tuna.tsinghua.edu.cn/simple/ pybnb
pip install -i https://pypi.tuna.tsinghua.edu.cn/simple/ mpi4py

若安装 mpi4py报错，请参考：https://blog.csdn.net/weixin_35757704/article/details/109560703

代码

接下来运行这份代码，就可以开始了，自定义notify_xxx函数就可以了，最后运行一下可以打印各种参数

import pybnb


class Simple(pybnb.Problem):
    def __init__(self):
        self._xL, self._xU = 0, 1

    #
    # required methods
    #
    def sense(self):
        return pybnb.minimize

    def objective(self):
        return round(self._xU - self._xL, 3)

    def bound(self):
        return -(self._xU - self._xL) ** 2

    def save_state(self, node):
        node.state = (self._xL, self._xU)

    def load_state(self, node):
        (self._xL, self._xU) = node.state

    def branch(self):
        xL, xU = self._xL, self._xU
        xM = 0.5 * (xL + xU)
        child = pybnb.Node()
        child.state = (xL, xM)
        yield child
        child = pybnb.Node()
        child.state = (xM, xU)
        yield child

    #
    # optional methods
    #
    def notify_solve_begins(self,
                            comm,
                            worker_comm,
                            convergence_checker):
        pass

    def notify_new_best_node(self,
                             node,
                             current):
        pass

    def notify_solve_finished(self,
                              comm,
                              worker_comm,
                              results):
        pass


problem = Simple()
solver = pybnb.Solver()
results = solver.solve(problem,
                       absolute_gap=1e-8)