单纯形法python实现

单纯形法python实现

运筹学刚学完单纯形法，为了减轻作业负担，这个里给出通过单纯形表求解线性规划的python实现代码。

import numpy as np


class LinearProblem:
    def __init__(self, A, b, c):
        """
        used to solve the linear constrain optimize problem.
        min     c*x
        s.t.    Ax=b
        :param A: shape (m, n)
        :param b: shape (m, 1)
        :param c: shape (n, 1)
        """
        self.x = np.zeros_like(c, dtype=float)
        self.A = np.array(A)
        self.x_dim = self.A.shape[1]
        self.b = np.array(b).reshape([-1, 1])
        self.b_dim = self.b.shape[0]
        self.c = np.array(c).reshape([-1, 1])
        self.no_solution = False
        self.minimum = False
        self.find_solution = False
        m = np.concatenate([self.A, np.eye(self.b_dim), self.b], axis=1)
        init_zeta = np.concatenate([np.zeros([1, self.x_dim]), -np.ones([1, self.b_dim]), np.zeros([1, 1])], axis=1)
        self.m = np.concatenate([init_zeta, m], axis=0)
        self.indexes = list(range(self.x_dim+self