root/PythonPackages/OpenOpt/openopt/doc/lpToMPS.py

Revision 412, 1.1 kB (checked in by dmitrey, 6 months ago)

minor doc update

Line 
1 # Example of export OpenOpt LP to MPS file
2 # you should have lpsolve and its Python binding properly installed
3 # (you may take a look at the instructions from openopt.org/LP)
4
5 # You can solve problems defined in MPS files
6 # with a variety of solvers at NEOS server for free
7 # http://neos.mcs.anl.gov/
8 # BTW they have Python API along with web API and other
9
10 from numpy import *
11 from openopt import LP
12 f = array([15,8,80])
13 A = mat('1 2 3; 8 15 80; 8 80 15; -100 -10 -1') # numpy.ndarray is also allowed
14 b = [15, 80, 150, -800] # numpy.ndarray, matrix etc are also allowed
15 Aeq = mat('80 8 15; 1 10 100') # numpy.ndarray is also allowed
16 beq = (750, 80)
17
18 lb = [4, -80, -inf]
19 ub = [inf, -8, inf]
20 p = LP(f, A=A, Aeq=Aeq, b=b, beq=beq, lb=lb, ub=ub, name = 'lp_1')
21 # or p = LP(f=f, A=A, Aeq=Aeq, b=b, beq=beq, lb=lb, ub=ub)
22
23 # if file name not ends with '.MPS' or '.mps'
24 # then '.mps' will be appended
25 success = p.exportToMPS('asdf')
26 # success is False if a error occurred (read-only file system, no write access, etc)
27 # elseware success is True
28
29 # objFunValue should be 204.48841578
30 # x_opt should be [ 9.89355041 -8.          1.5010645 ]
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