我正在尝试解决一个具有大量变量和约束条件的线性规划问题。我需要动态生成约束矩阵并在Python中构建lp。我能找到的唯一关于Cplex的Python教程是IBM官方提供的,但不是很详细。所以我的问题是:
首先是一个一般性问题,是否有更好的教程或者文档?
其次,更具体地说,在官方教程中,有一个示例展示了填充lp的不同方法,问题陈述如下:
并按行填充的样子如下:
那么,变量
谢谢提前!
Maximize
x1 + 2x2 + 3x3
subject to
–x1 + x2 + x3 <= 20
x1 – 3x2 + x3 <= 30
with these bounds
0 <= x1 <= 40
0 <= x2 <= infinity
0 <= x3 <= infinity
并按行填充的样子如下:
def populatebyrow(prob):
prob.objective.set_sense(prob.objective.sense.maximize)
# since lower bounds are all 0.0 (the default), lb is omitted here
prob.variables.add(obj = my_obj, ub = my_ub, names = my_colnames)
# can query variables like the following:
# lbs is a list of all the lower bounds
lbs = prob.variables.get_lower_bounds()
# ub1 is just the first lower bound
ub1 = prob.variables.get_upper_bounds(0)
# names is ["x1", "x3"]
names = prob.variables.get_names([0, 2])
rows = [[[0,"x2","x3"],[-1.0, 1.0,1.0]],
[["x1",1,2],[ 1.0,-3.0,1.0]]]
prob.linear_constraints.add(lin_expr = rows, senses = my_sense,
rhs = my_rhs, names = my_rownames)
# because there are two arguments, they are taken to specify a range
# thus, cols is the entire constraint matrix as a list of column vectors
cols = prob.variables.get_cols("x1", "x3")
那么,变量
rows
取什么值呢?我可以得到系数的第二部分,但是第一部分[0,“x2”,“x3”]
代表什么意思呢?另一种按列填充方法也有类似的情况。谢谢提前!