如何在存在 GEKKO 未知变量的情况下对 numpy 数组进行数学运算

Question

我试图通过 Gekko python 包解决以下整数程序，但卡在 objective 函数部分。非常感谢您的帮助。

from gekko import GEKKO
import numpy
import pandas as pd

d=numpy.zeros((3,2))
d[:,0]=numpy.array([10,30,50])

w1=numpy.array([0,1.2,2])
w2=numpy.array([0,2,0])
w3=numpy.array([0.1,0,0.2])


def obj_fun(x1, x2, x3):
  d[:,1]=d[:,0]-w1[:,0]*x1-w1[:,0]*x2-w1[:,0]*x3
  obf=d.min(axis=1).sum()
  return(obf)

m = GEKKO(remote=False)
m.options.SOLVER=1

# Initialize variables
x1 = m.Var(value=1,lb=1,ub=3,integer=True)
x2 = m.Var(value=1,lb=1,ub=4,integer=True)
x3 = m.Var(value=1,lb=1,ub=5,integer=True)
obf= m.Var()

m.Obj(obj_fun(x1, x2, x3))
m.solve(disp=False) # Solve
print('Results')
print('x1: ' + str(x1.value))
print('x2: ' + str(x2.value))
print('x3: ' + str(x3.value))
print('Objective: ' + str(m.options.objfcnval))

Answer 1

尝试使用列表理解：

  c = [d[i]-w1[0]*x1-w2[0]*x2-w3[0]*x3 for i in range(n)]
  minc = [m.min3(c[i],d[i]) for i in range(n)]

或定义objective函数的循环：

n = 3; c = [None]*n; minc = [None]*n
def obj_fun(x1, x2, x3):
  for i in range(n):
    c[i] = d[i]-w1[0]*x1-w2[0]*x2-w3[0]*x3
    minc[i] = m.min3(c[i],d[i])
  obf=m.sum(minc)
  return(obf)

这是包含列表理解的完整脚本：

from gekko import GEKKO
import numpy
import pandas as pd

d=numpy.array([10,30,50])
w1=numpy.array([0,1.2,2])
w2=numpy.array([0,2,0])
w3=numpy.array([0.1,0,0.2])

n = 3
def obj_fun(x1, x2, x3):
  c = [d[i]-w1[0]*x1-w2[0]*x2-w3[0]*x3 for i in range(n)]
  minc = [m.min3(c[i],d[i]) for i in range(n)]
  obf=m.sum(minc)
  return(obf)

m = GEKKO(remote=False)
m.options.SOLVER=1

# Initialize variables
x1 = m.Var(value=1,lb=1,ub=3,integer=True)
x2 = m.Var(value=1,lb=1,ub=4,integer=True)
x3 = m.Var(value=1,lb=1,ub=5,integer=True)
obf= m.Var()

m.Obj(obj_fun(x1, x2, x3))
m.solve(disp=True) # Solve
print('Results')
print('x1: ' + str(x1.value))
print('x2: ' + str(x2.value))
print('x3: ' + str(x3.value))
print('Objective: ' + str(m.options.objfcnval))

它产生了解决方案：

Results
x1: [1.0]
x2: [1.0]
x3: [5.0]
Objective: 88.5

如何在存在 GEKKO 未知变量的情况下对 numpy 数组进行数学运算

How to conduct mathematical operation on numpy array in the presence of GEKKO unknown variables

python

nonlinear-optimization

gekko