1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63
|
#!/usr/bin/env python
#
# Problem definition:
# Example in google/or-tools
# https://github.com/google/or-tools/blob/master/examples/python/integer_programming.py
# with Copyright 2010-2013 Google
# and disclamer as stated at the above reference link.
#
# Author: Mike McKerns (mmckerns @caltech and @uqfoundation)
# Copyright (c) 1997-2016 California Institute of Technology.
# Copyright (c) 2016-2024 The Uncertainty Quantification Foundation.
# License: 3-clause BSD. The full license text is available at:
# - https://github.com/uqfoundation/mystic/blob/master/LICENSE
"""
Integer programming example
Minimize:
f(x) = x0 + 2*x1
Where:
3*x0 + 2*x1 >= 17
x0,x1 are integers
"""
def objective(x):
return x[0] + 2*x[1]
bounds = [(0,None)]*2
# with penalty='penalty' applied, solution is:
xs = [6., 0.]
ys = 6.0
# constraints
equations = """
3.*x0 + 2.*x1 - 17. >= 0.0
"""
from mystic.symbolic import generate_penalty, generate_conditions
pf = generate_penalty(generate_conditions(equations))
from mystic.symbolic import generate_constraint, generate_solvers, simplify
cf = generate_constraint(generate_solvers(simplify(equations)))
from mystic.constraints import integers
@integers()
def round(x):
return x
if __name__ == '__main__':
from mystic.solvers import diffev2
from mystic.math import almostEqual
result = diffev2(objective, x0=bounds, bounds=bounds, penalty=pf, constraints=round, npop=20, gtol=50, disp=True, full_output=True)
print(result[0])
assert almostEqual(result[0], xs, tol=1e-8) #XXX: fails b/c rel & zero?
assert almostEqual(result[1], ys, tol=1e-4)
# EOF
|