| Revision 1039, 0.6 kB (checked in by dmitrey, 4 months ago) |
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OO examples: changes toward Python3 compatibility
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""" |
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Example: |
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Concider the problem |
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0.5 * (x1^2 + 2x2^2 + 3x3^2) + 15x1 + 8x2 + 80x3 -> min (1) |
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subjected to |
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x1 + 2x2 + 3x3 <= 150 (2) |
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8x1 + 15x2 + 80x3 <= 800 (3) |
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x2 - x3 = 25.5 (4) |
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x1 <= 15 (5) |
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""" |
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from numpy import diag, matrix, inf |
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from openopt import QP |
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p = QP(diag([1, 2, 3]), [15, 8, 80], A = matrix('1 2 3; 8 15 80'), b = [150, 800], Aeq = [0, 1, -1], beq = 25.5, ub = [15,inf,inf]) |
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# or p = QP(H=diag([1,2,3]), f=[15,8,80], A= ...) |
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r = p._solve('cvxopt_qp', iprint = 0) |
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f_opt, x_opt = r.ff, r.xf |
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# x_opt = array([-15. , -2.5, -28. ]) |
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# f_opt = -1190.25 |
