L P
L P
ludlows 发表于3年前
L P
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``````# solves *bounded* LPs of the form:
# max cx
# sub to: Ax <= b
from sympy import *
from itertools import combinations
# enumerates all the vertices of {x | Ax <= b}
def enumeratevertices(A, b):
m, n = A.rows, A.cols
for rowlist in combinations(range(m), n):
Ap = A.extract(rowlist, range(n))
bp = b.extract(rowlist, [0])
if Ap.det() != 0:
xp = Ap.LUsolve(bp)
d = A * xp - b
feasible = True
for i in range(m):
if d[i] > 0:
feasible = False
if feasible:
yield xp
# finds the optimum using vertex enumeration
def findoptimum(A, b, c):
m, n = A.rows, A.cols
bestvalue, bestvertex = None, None
for vertex in enumeratevertices(A, b):
if bestvalue is None or (vertex.T*c)[0] > bestvalue:
bestvalue = (vertex.T * c)[0]
bestvertex = vertex
return bestvertex
def solve(A, b, c):
x = findoptimum(A, b, c)
if not x:
print 'LP is infeasible'
else:
print 'Vertex', x.T, 'is optimal'
print 'Optimal value is', c.T*x
if __name__ == '__main__':
A = Matrix([[-10,  -6, -9, -10],
[  8,  -6, -5,  -5],
[ -7,  -1, -9,   3],
[ -1,  -4,  5,  10],
[  1,   2,  0,  10],
[  2,  -9,  3,  -8],
[ -8,  -1, -8,   1],
[  7, -10,  4,  -4],
[-10,   2,  5,   8],
[ -7,   9,  4,  -4],
[ -1,   0,  0,   0],
[  0,  -1,  0,   0],
[  0,   0, -1,   0],
[  0,   0,  0,  -1]])
b = Matrix([9, 7, 3, 4, 8, 0, 3, 2, 4, 8, 0, 0, 0, 0])
c = Matrix([2, -2, -3, 8])
solve(A, b, c)``````

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