python中的scipy基础知识_Python-scipy中的线性规划

目标：maximize :((((alpha1*5000)+(alpha2*0.49431))-5000) + (((alpha1*5000)+(alpha2*0.49431))-0.49431))

警察：

^{pr2}$

代码：from scipy.optimize import minimize

alpha = [0,0];v1 = 5000

v2 = 0.49431537320810676

def objective(alpha,sign = -1.0):

alpha1 = alpha[0]

alpha2 = alpha[1]

return sign*((((alpha1*5000)+(alpha2*0.49431537320810676))-5000) + (((alpha1*5000)+(alpha2*0.49431537320810676))-0.49431537320810676))

def constraint1(alpha):

return (1- abs (alpha[0]))

def constraint2(alpha):

return (1- abs (alpha[1]))

con1 = {'type':'ineq','fun':constraint1}

con2 = {'type':'ineq','fun':constraint2}

cons = [con1,con2]

sol = minimize(objective,alpha,method='SLSQP',constraints = cons)

我在目标函数中给出了符号，使优化变为最大。在

解决方案：(sol.x)

>>>>[ 1.00104909 0.99560862]

我已经给出了α小于1的约束条件，但是得到的解大于1。在