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
|
#! /usr/bin/env python
import openturns as ot
import openturns.experimental as otexp
import openturns.testing as ott
ot.TESTPREAMBLE()
objective = ot.SymbolicFunction(["x0", "x1"], ["1.1*x0 + x1"])
ineq = ot.SymbolicFunction(["x0", "x1"], ["x0 + 2*x1 - 5", "3*x0 + 2*x1 - 6"])
eq = ot.SymbolicFunction(["x0", "x1"], ["7*x0 + 9*x1 - 50"])
problem = ot.OptimizationProblem(objective)
problem.setInequalityConstraint(ineq)
problem.setEqualityConstraint(eq)
bounds = ot.Interval([0.0, 1.0], [4.0, 1e30])
problem.setBounds(bounds)
problem.setVariablesType([ot.OptimizationProblemImplementation.CONTINUOUS,
ot.OptimizationProblemImplementation.INTEGER])
location = [0.0] * 2
linearProblem = otexp.LinearProblem.Linearize(problem, location)
print(linearProblem)
cost = linearProblem.getLinearCost()
A = linearProblem.getLinearConstraintCoefficients()
LU = linearProblem.getLinearConstraintBounds()
assert cost == [1.1, 1.0]
ott.assert_almost_equal(A, ot.Matrix([[1, 2], [3, 2], [7, 9]]))
assert LU.getLowerBound() == [5.0, 6.0, 50.0]
assert LU.getUpperBound()[2] == 50.0
assert problem.getVariablesType()[1] == ot.OptimizationProblemImplementation.INTEGER
assert problem.getBounds().getLowerBound() == [0.0, 1.0]
|
