我正在尝试使用 cplex 解决以下线性程序:
def generate_linear_program(self):
problem = cplex.Cplex()
problem.objective.set_sense(problem.objective.sense.minimize)
for index, track in enumerate(self.tracks):
tokens = track['track'].split('_')
problem.variables.add(names = ['c' + str(tokens[1])], ub = [1.0], types = ['C'])
problem.variables.add(names = ['e' + str(index) for index, param in enumerate(self.params)],
types = ['C'] * len(self.params),
ub = [param['c'] - param['u'] * param['r'] for param in self.params],
lb = [param['c'] - param['u'] * param['r'] - param['c'] * sum(param['tracks'][track] for track in param['tracks']) for param in self.params])
problem.variables.add(names = ['l' + str(index) for index, param in enumerate(self.params)],
#obj = [1.0] * len(self.params),
types = ['C'] * len(self.params))
problem.objective.set_quadratic([0.0] * len(self.tracks) + [1.0] * len(self.params) + [0.0] * len(self.params))
# add some linear constraints here
problem.solve()
当我打电话给solve()
Cplex 时会抱怨错误消息CPLEX Error 1017: Not available for mixed-integer problems
。如果我删除上面的二次目标,而是通过取消注释上面的代码行(obj = [1.0] * len(self.params),
)来添加一个线性目标,它可以正常工作。
堆栈跟踪:
File "/share/src/python/kmer/programming.py", line 373, in solve
problem.solve()
File "/home/user/local/cplex/lib/python/cplex/__init__.py", line 998, in solve
_proc.qpopt(self._env._e, self._lp)
File "/home/user/local/cplex/lib/python/cplex/_internal/_procedural.py", line 499, in qpopt
check_status(env, status)
File "/home/user/local/cplex/lib/python/cplex/_internal/_procedural.py", line 171, in __call__
raise CplexSolverError(error_string, env, status)
cplex.exceptions.errors.CplexSolverError: CPLEX Error 1017: Not available for mixed-integer problems.
为了更好地了解这里发生了什么,当目标是二次的时,我试图最小化一些误差项的平方和。当目标变为线性时,我将最小化这些项的绝对值之和。名称开头的变量e
是误差项,l
s 将通过这些约束成为它们的绝对值:
for index, params in enumerate(self.params):
problem.linear_constraints.add(
lin_expr = [cplex.SparsePair(
ind = [len(self.tracks) + len(self.params) + index, len(self.tracks) + index],
val = [1.0, 1.0],
)],
rhs = [0],
senses = ['G']
)
problem.linear_constraints.add(
lin_expr = [cplex.SparsePair(
ind = [len(self.tracks) + len(self.params) + index, len(self.tracks) + index],
val = [1.0, -1.0],
)],
rhs = [0],
senses = ['G']
)
在存在二次目标的情况下,这些l<index>
变量实际上是无用的。
还有其他线性约束,我不能在这里包括,但由于以下两个原因,它们绝对不是问题的原因:
- 线性物镜在它们存在的情况下可以正常工作
- 当我使用二次目标将它们注释掉时,我仍然得到同样的错误。
我在这里想念什么?