Python optimize.linprog方法代碼示例

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def _assert_success(res, desired_fun=None, desired_x=None,
                    rtol=1e-8, atol=1e-8):
    # res: linprog result object
    # desired_fun: desired objective function value or None
    # desired_x: desired solution or None
    if not res.success:
        msg = "linprog status {0}, message: {1}".format(res.status,
                                                        res.message)
        raise AssertionError(msg)

    assert_equal(res.status, 0)
    if desired_fun is not None:
        assert_allclose(res.fun, desired_fun,
                        err_msg="converged to an unexpected objective value",
                        rtol=rtol, atol=atol)
    if desired_x is not None:
        assert_allclose(res.x, desired_x,
                        err_msg="converged to an unexpected solution",
                        rtol=rtol, atol=atol) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_linprog_cyclic_bland_bug_8561(self):
        # Test that pivot row is chosen correctly when using Bland's rule
        c = np.array([7, 0, -4, 1.5, 1.5])
        A_ub = np.array([
            [4, 5.5, 1.5, 1.0, -3.5],
            [1, -2.5, -2, 2.5, 0.5],
            [3, -0.5, 4, -12.5, -7],
            [-1, 4.5, 2, -3.5, -2],
            [5.5, 2, -4.5, -1, 9.5]])
        b_ub = np.array([0, 0, 0, 0, 1])
        if self.method == "simplex":
            res = linprog(c, A_ub=A_ub, b_ub=b_ub,
                          options=dict(maxiter=100, bland=True),
                          method=self.method)
        else:
            res = linprog(c, A_ub=A_ub, b_ub=b_ub, options=dict(maxiter=100),
                          method=self.method)
        _assert_success(res, desired_x=[0, 0, 19, 16/3, 29/3]) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def wasserstein_distance(p, q, D):
    """Wasserstein-distance
    p.shape=[m], q.shape=[n], D.shape=[m, n]
    p.sum()=1, q.sum()=1, p∈[0,1], q∈[0,1]
    """
    A_eq = []
    for i in range(len(p)):
        A = np.zeros_like(D)
        A[i, :] = 1
        A_eq.append(A.reshape(-1))
    for i in range(len(q)):
        A = np.zeros_like(D)
        A[:, i] = 1
        A_eq.append(A.reshape(-1))
    A_eq = np.array(A_eq)
    b_eq = np.concatenate([p, q])
    D = D.reshape(-1)
    result = linprog(D, A_eq=A_eq[:-1], b_eq=b_eq[:-1])
    return result.fun 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_negative_variable(self):
        # Test linprog with a problem with one unbounded variable and
        # another with a negative lower bound.
        c = np.array([-1, 4]) * -1  # maximize
        A_ub = np.array([[-3, 1],
                         [1, 2]], dtype=np.float64)
        A_ub_orig = A_ub.copy()
        b_ub = [6, 4]
        x0_bounds = (-np.inf, np.inf)
        x1_bounds = (-3, np.inf)

        res = linprog(c, A_ub=A_ub, b_ub=b_ub, bounds=(x0_bounds, x1_bounds),
                      method=self.method, options=self.options)

        assert_equal(A_ub, A_ub_orig)   # user input not overwritten
        _assert_success(res, desired_fun=-80 / 7, desired_x=[-8 / 7, 18 / 7]) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_network_flow(self):
        # A network flow problem with supply and demand at nodes
        # and with costs along directed edges.
        # https://www.princeton.edu/~rvdb/542/lectures/lec10.pdf
        c = [2, 4, 9, 11, 4, 3, 8, 7, 0, 15, 16, 18]
        n, p = -1, 1
        A_eq = [
            [n, n, p, 0, p, 0, 0, 0, 0, p, 0, 0],
            [p, 0, 0, p, 0, p, 0, 0, 0, 0, 0, 0],
            [0, 0, n, n, 0, 0, 0, 0, 0, 0, 0, 0],
            [0, 0, 0, 0, 0, 0, p, p, 0, 0, p, 0],
            [0, 0, 0, 0, n, n, n, 0, p, 0, 0, 0],
            [0, 0, 0, 0, 0, 0, 0, n, n, 0, 0, p],
            [0, 0, 0, 0, 0, 0, 0, 0, 0, n, n, n]]
        b_eq = [0, 19, -16, 33, 0, 0, -36]
        res = linprog(c=c, A_eq=A_eq, b_eq=b_eq,
                      method=self.method, options=self.options)
        _assert_success(res, desired_fun=755, atol=1e-6, rtol=1e-7) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_enzo_example(self):
        # http://projects.scipy.org/scipy/attachment/ticket/1252/lp2.py
        #
        # Translated from Octave code at:
        # http://www.ecs.shimane-u.ac.jp/~kyoshida/lpeng.htm
        # and placed under MIT licence by Enzo Michelangeli
        # with permission explicitly granted by the original author,
        # Prof. Kazunobu Yoshida
        c = [4, 8, 3, 0, 0, 0]
        A_eq = [
            [2, 5, 3, -1, 0, 0],
            [3, 2.5, 8, 0, -1, 0],
            [8, 10, 4, 0, 0, -1]]
        b_eq = [185, 155, 600]
        res = linprog(c=c, A_eq=A_eq, b_eq=b_eq,
                      method=self.method, options=self.options)
        _assert_success(res, desired_fun=317.5,
                        desired_x=[66.25, 0, 17.5, 0, 183.75, 0],
                        atol=6e-6, rtol=1e-7) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_enzo_example_b(self):
        # rescued from https://github.com/scipy/scipy/pull/218
        c = [2.8, 6.3, 10.8, -2.8, -6.3, -10.8]
        A_eq = [[-1, -1, -1, 0, 0, 0],
                [0, 0, 0, 1, 1, 1],
                [1, 0, 0, 1, 0, 0],
                [0, 1, 0, 0, 1, 0],
                [0, 0, 1, 0, 0, 1]]
        b_eq = [-0.5, 0.4, 0.3, 0.3, 0.3]
        if self.method == "simplex":
            # Including the callback here ensures the solution can be
            # calculated correctly.
            res = linprog(c=c, A_eq=A_eq, b_eq=b_eq,
                          method=self.method, options=self.options,
                          callback=lambda x, **kwargs: None)
        else:
            with suppress_warnings() as sup:
                sup.filter(OptimizeWarning, "A_eq does not appear...")
                res = linprog(c=c, A_eq=A_eq, b_eq=b_eq,
                              method=self.method, options=self.options)
        _assert_success(res, desired_fun=-1.77,
                        desired_x=[0.3, 0.2, 0.0, 0.0, 0.1, 0.3]) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_bug_6690(self):
        # https://github.com/scipy/scipy/issues/6690
        A_eq = np.array([[0., 0., 0., 0.93, 0., 0.65, 0., 0., 0.83, 0.]])
        b_eq = np.array([0.9626])
        A_ub = np.array([[0., 0., 0., 1.18, 0., 0., 0., -0.2, 0.,
                          -0.22],
                         [0., 0., 0., 0., 0., 0., 0., 0., 0., 0.],
                         [0., 0., 0., 0.43, 0., 0., 0., 0., 0., 0.],
                         [0., -1.22, -0.25, 0., 0., 0., -2.06, 0., 0.,
                          1.37],
                         [0., 0., 0., 0., 0., 0., 0., -0.25, 0., 0.]])
        b_ub = np.array([0.615, 0., 0.172, -0.869, -0.022])
        bounds = np.array(
            [[-0.84, -0.97, 0.34, 0.4, -0.33, -0.74, 0.47, 0.09, -1.45, -0.73],
             [0.37, 0.02, 2.86, 0.86, 1.18, 0.5, 1.76, 0.17, 0.32, -0.15]]).T
        c = np.array([-1.64, 0.7, 1.8, -1.06, -1.16,
                      0.26, 2.13, 1.53, 0.66, 0.28])

        with suppress_warnings() as sup:
            sup.filter(RuntimeWarning, "scipy.linalg.solve\nIll...")
            sup.filter(OptimizeWarning, "Solving system with option...")
            sol = linprog(c, A_ub=A_ub, b_ub=b_ub, A_eq=A_eq, b_eq=b_eq,
                          bounds=bounds, method=self.method,
                          options=self.options)
        _assert_success(sol, desired_fun=-1.191, rtol=1e-6) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def test_zero_column_2(self):
        # detected in presolve?
        np.random.seed(0)
        m, n = 2, 4
        c = np.random.rand(n)
        c[1] = -1
        A_eq = np.random.rand(m, n)
        A_eq[:, 1] = 0
        b_eq = np.random.rand(m)

        A_ub = np.random.rand(m, n)
        A_ub[:, 1] = 0
        b_ub = np.random.rand(m)
        res = linprog(c, A_ub, b_ub, A_eq, b_eq, bounds=(None, None),
                      method=self.method, options=self.options)
        _assert_unbounded(res)
        assert_equal(res.nit, 0) 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def linear_program_ineq(c, A, b):
    c = c.reshape((c.size,))
    b = b.reshape((b.size,))

    # make unbounded bounds
    bounds = []
    for i in range(c.size):
        bounds.append((None, None))

    A_ub, b_ub = -A, -b
    res = linprog(c, A_ub=A_ub, b_ub=b_ub, bounds=bounds, options={"disp": False}, method='simplex')
    if res.success:
        return res.x.reshape((c.size, 1))
    else:
        np.savez('bad_scipy_lp_ineq_{:010d}'.format(np.random.randint(int(1e9))),
                 c=c, A=A, b=b, res=res)
        raise Exception('Scipy did not solve the LP. Blame Scipy.') 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def solve_linprog(self, nu):
        n_hs = len(self.hs)
        n_constraints = len(self.constraints.index)
        if self.last_linprog_n_hs == n_hs:
            return self.last_linprog_result
        c = np.concatenate((self.errors, [self.B]))
        A_ub = np.concatenate((self.gammas - self.eps, -np.ones((n_constraints, 1))), axis=1)
        b_ub = np.zeros(n_constraints)
        A_eq = np.concatenate((np.ones((1, n_hs)), np.zeros((1, 1))), axis=1)
        b_eq = np.ones(1)
        result = opt.linprog(c, A_ub=A_ub, b_ub=b_ub, A_eq=A_eq, b_eq=b_eq, method='simplex')
        Q = pd.Series(result.x[:-1], self.hs.index)
        dual_c = np.concatenate((b_ub, -b_eq))
        dual_A_ub = np.concatenate((-A_ub.transpose(), A_eq.transpose()), axis=1)
        dual_b_ub = c
        dual_bounds = [(None, None) if i == n_constraints else (0, None) for i in range(n_constraints + 1)]  # noqa: E501
        result_dual = opt.linprog(dual_c,
                                  A_ub=dual_A_ub,
                                  b_ub=dual_b_ub,
                                  bounds=dual_bounds,
                                  method='simplex')
        lambda_vec = pd.Series(result_dual.x[:-1], self.constraints.index)
        self.last_linprog_n_hs = n_hs
        self.last_linprog_result = (Q, lambda_vec, self.eval_gap(Q, lambda_vec, nu))
        return self.last_linprog_result 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def label_prop(C, nt, Dct, lp="linear"):
    
#Inputs:
#  C      :    Number of share classes between src and tar
#  nt     :    Number of target domain samples
#  Dct    :    All d_ct in matrix form, nt * C
#  lp     :    Type of linear programming: linear (default) | binary
#Outputs:
#  Mcj    :    all M_ct in matrix form, m * C

    intcon = C * nt
    Aeq = np.zeros([nt, intcon])
    Beq = np.ones([nt, 1])
    for i in range(nt):
        Aeq[i, i*C:(i+1)*C] = 1;
	
    D_vec = np.reshape(Dct, (1, intcon))
    CC = np.asarray(D_vec, dtype=np.double)
	
    A = np.array([])
    B = -1 * np.ones([C, 1])
    for i in range(C):
        all_zeros = np.zeros([1, intcon])
        for j in range(i, C * nt, C):
            all_zeros[0][j] = -1
        if i == 0:
            A = all_zeros
        else:
            A = np.vstack((A, all_zeros))
    
    if lp == "binary":
        print("not implemented yet!")
    else:
        res = linprog(CC,A,B,Aeq,Beq, bounds=tuple((0, 1) for _ in range(intcon)))
    Mct_vec = res.get("x")[0:C*nt]
    Mcj = Mct_vec.reshape((C,nt), order="F").T
  
    return Mcj 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def _get_plan_no_prioties(self, demand_lst, outcome, gold_demand, exp_demand, convertion_dr, probs_matrix, convertion_matrix, convertion_outc_matrix, cost_lst, convertion_cost_lst):
        """
        To solve linear programming problem without prioties.
        Args:
            demand_lst: list of materials demand. Should include all items (zero if not required).
        Returns:
            strategy: list of required clear times for each stage.
            fun: estimated total cost.
        """
        if convertion_dr != 0.18:
            convertion_outc_matrix = (convertion_outc_matrix - convertion_matrix)/0.18*convertion_dr+convertion_matrix
        A_ub = (np.vstack([probs_matrix, convertion_outc_matrix])
                if outcome else np.vstack([probs_matrix, convertion_matrix])).T
        cost = (np.hstack([cost_lst, convertion_cost_lst]))
        assert np.any(cost_lst>=0)

        excp_factor = 1.0
        dual_factor = 1.0

        while excp_factor>1e-7:
            solution = linprog(c=cost,
                               A_ub=-A_ub,
                               b_ub=-np.array(demand_lst)*excp_factor,
                               method='interior-point')
            if solution.status != 4:
                break

            excp_factor /= 10.0

        while dual_factor>1e-7:
            dual_solution = linprog(c=-np.array(demand_lst)*excp_factor*dual_factor,
                                    A_ub=A_ub.T,
                                    b_ub=cost,
                                    method='interior-point')
            if solution.status != 4:
                break

            dual_factor /= 10.0


        return solution, dual_solution, excp_factor 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def find_feasible_point(halfspaces):
    """
    Use linear programming to find a point inside the halfspaces (needed to
    define it).

    Code taken from scipy documentation:
    https://docs.scipy.org/doc/scipy-0.19.0/reference/generated/scipy.spatial.HalfspaceIntersection.html

    Parameters
    ----------

        halfspaces: a matrix representation of halfspaces

    Returns:
    --------

        numpy array
    """
    norm_vector = np.reshape(
        np.linalg.norm(halfspaces[:, :-1], axis=1), (halfspaces.shape[0], 1)
    )
    c = np.zeros((halfspaces.shape[1],))
    c[-1] = -1
    A = np.hstack((halfspaces[:, :-1], norm_vector))
    b = -halfspaces[:, -1:]
    res = linprog(c, A_ub=A, b_ub=b)
    return res.x[:-1] 

# 需要導入模塊: from scipy import optimize [as 別名]
# 或者: from scipy.optimize import linprog [as 別名]
def apply(self, resp_matrix, orbit, weights=None):
        m, n = np.shape(resp_matrix)
        f = np.zeros(n + 1)
        f[-1] = 1
        Ane = np.vstack((np.hstack((resp_matrix, -np.ones((m, 1)))), np.hstack((-resp_matrix, -np.ones((m, 1))))))
        bne = np.vstack((+orbit, -orbit))
        res = linprog(f, A_ub=Ane, b_ub=bne)
        x = res["x"][:-1]
        return x