def lp_solve_stdgrb(c,
A=None,
b=None,
Aeq=None,
beq=None,
lb=None,
ub=None,
verbose=False,
log=False,
method='default',
crossover=-1,
**kwargs):
if not stdgrb:
raise ImportError("stdgrb not installed")
c, A, b, Aeq, beq, lb, ub = lp_init_mat(c, A, b, Aeq, beq, lb, ub)
method_to_int = {
'default': -1,
'primal-simplex': 0,
'dual-simplex': 1,
'barrier': 2,
'concurrent': 3,
'deterministic-concurrent': 4,
'deterministic-concurrent-simplex': 5
}
if method in method_to_int:
method = method_to_int[method]
# add equality as two inequality (stdgrb do not handle that well yet)
A2 = np.concatenate((A, Aeq, -Aeq), 0)
b2 = np.concatenate((b, beq, -beq))
lb = lb.astype(np.float64)
ub = ub.astype(np.float64)
sol, val = stdgrb.lp_solve(c,
A2,
b2,
lb=lb,
ub=ub,
method=method,
logtoconsole=verbose,
crossover=crossover)
res = {'x': sol, 'fun': val, 'success': val is not None}
if log:
return sol, val, res
else:
return sol, val
n = 5000
d = 1000
np.random.seed(0)
c = -np.random.rand(d)
A = np.random.rand(n, d)
b = np.random.rand(n)
lb = np.zeros(d)
ub = np.ones(d)
#%%
print('Default method')
tic()
x1, v1 = stdgrb.lp_solve(c, A, b, lb, ub, logtoconsole=0)
toc()
print(x1)
As = sp.sparse.csr_matrix(A)
tic()
x2, v2 = stdgrb.lp_solve_sparse(c, As, b, lb, ub, logtoconsole=0)
toc()
print(x2)
print('err=', np.sum(np.square(x1 - x2)))
#%%
d = 2
np.random.seed(0)
c = np.array([0.0, -1.0])
A = np.array([[-1.0, 1], [3, 2], [2, 3]])
b = np.array([1.0, 12, 12])
lb = np.zeros(d)
ub = 4 * np.ones(d)
#%%
print('Continuous LP ')
tic()
x1, v1 = stdgrb.lp_solve(c, A, b, lb, ub, logtoconsole=0)
toc()
print(x1)
print('Binary variables !')
tic()
x1, v1 = stdgrb.lp_solve(c, A, b, lb, ub, typevar=1, logtoconsole=0)
toc()
print(x1)
print('Integer variables !')
tic()
x1, v1 = stdgrb.lp_solve(c, A, b, lb, ub, typevar=2, logtoconsole=0)
toc()
tic()
sol=scipy.optimize.linprog(c,A,b)
x0=sol.x
v0=sol.fun
toc()
print('Scipy interior point solver')
tic()
sol=scipy.optimize.linprog(c,A,b,method='interior-point')
x00=sol.x
v00=sol.fun
toc()
print('Default method')
tic()
x1,v1=stdgrb.lp_solve(c,A,b,lb,ub,logtoconsole=0)
toc()
print('Simplex method')
tic()
x2,v2=stdgrb.lp_solve(c,A,b,lb,ub,method=1,logtoconsole=0)
toc()
print('Interior point method')
tic()
x3,v3=stdgrb.lp_solve(c,A,b,lb,ub,method=2,logtoconsole=0,crossover=0)
toc()
#%%