运筹系列71：CBC和CLP的python接口Cylp

Posted 2021-06-28 IE06

1. 介绍

mac升级15之后把gcc的head给搞掉了，编译一堆bug，建议直接用docker镜像。

1. 示例

来个简单的例子（读取mps文件并求解）

>>> from cylp.cy.CyClpSimplex import CyClpSimplex, getMpsExample
>>> s = CyClpSimplex()
>>> f = getMpsExample()
>>> s.readMps(f)
0
>>> s.initialSolve()
'optimal'

再来个复杂的例子（从头开始构建）

import numpy as np
from CyLP.cy import CyClpSimplex
from CyLP.py.modeling.CyLPModel import CyLPArray

s = CyClpSimplex()

# Add variables
x = s.addVariable('x', 3)
y = s.addVariable('y', 2)

# Create coefficients and bounds
A = np.matrix([[1., 2., 0],[1., 0, 1.]])
B = np.matrix([[1., 0, 0], [0, 0, 1.]])
D = np.matrix([[1., 2.],[0, 1]])
a = CyLPArray([5, 2.5])
b = CyLPArray([4.2, 3])
x_u= CyLPArray([2., 3.5])

# Add constraints
s += A * x <= a
s += 2 <= B * x + D * y <= b
s += y >= 0
s += 1.1 <= x[1:3] <= x_u

# Set the objective function
c = CyLPArray([1., -2., 3.])
s.objective = c * x + 2 * y.sum()

# Solve using primal Simplex
s.primal()
print s.primalVariableSolution['x']