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I've initialised my LpVariable like so: 

x = LpVariable('x', None, None)

At this point, my variable has upper and lower bounds as float('inf') and float('-inf'). Now based on some parameters of my logic, I want to bound the upper limit of this variable to, say, any x < 20.

Can I only do this by adding in an LpProblem and modifying the Variable using the problem parameters? 

y = LpProblem('Minimizing Problem', LpMinimize) 
y += x < 20

Or is there another way to manipulate the variable? Changing x.upBound doesn't seem to work. I can still set invalid integers/floats as the solution (ie. values > 20) and it accepts them.

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Turns out both ways work. So for the example: 

y = LpProblem("min", LpMinimize)
y += x + 10  # Objective Function
x = LpVariable('x', None, None)  # set to bounds=[float("-inf"),float("inf")]

We can change the lower bound on x from the default float("-inf") to 20 in one of the following ways:

Option 1: Modifying the constraints on the LpProblem. So, for instance, if you wanted to change the lowBound of x to 20, you would need to use: 

y += x > 20, "changing lower bound of x"

Option 2: Modifying the lowBound attribute on the LpVariable object: 

x.lowBound = 20

Both these changes should give us the solution of y = 30

于 2016-12-29T22:48:00.720 回答