关注前面发布的问题:
GEKKO - optimization in matrix form
我注意到当我分别引用它们时,我可以获得q的特定值(最优解):
q [0,1] = [2.5432017412] q [0,2] = [3.7228765674]
我还可以分别添加以下值:
q [0,1] [0] + q [0,2] [0] = 6.2660783086
但是我不能使用sum函数来获取q的值,例如(代码:Output):
q[0].sum(): (((v1+v2)+v3)+v4)
sum(q[0,:]) : ((((0+v1)+v2)+v3)+v4)
q[0,:].sum(axis=0) : (((v1+v2)+v3)+v4)
我不确定为什么sum无法访问q中的变量。我是否需要对输出执行任何中间操作(即q)?谢谢,
答案 0 :(得分:2)
numpy数组在每个行和列位置存储gekko对象。要访问变量x
的gekko值,您需要获取x.value[0]
。您可以使用{p>将q
矩阵转换为numpy矩阵
# convert to matrix form
qr = np.array([[q[i,j].value[0] for j in range(4)] for i in range(4)])
这里是代码的完整版本,用于检查是否满足行和列约束。
import numpy as np
import scipy.optimize as opt
from gekko import GEKKO
p= np.array([4, 5, 6.65, 12]) #p = prices
pmx = np.triu(p - p[:, np.newaxis]) #pmx = price matrix, upper triangular
m = GEKKO(remote=False)
q = m.Array(m.Var,(4,4),lb=0,ub=10)
# only upper triangular can change
for i in range(4):
for j in range(4):
if j<=i:
q[i,j].upper=0 # set upper bound = 0
def profit(q):
profit = np.sum(q.flatten() * pmx.flatten())
return profit
for i in range(4):
m.Equation(np.sum(q[i,:])<=10)
m.Equation(np.sum(q[:,i])<=8)
m.Maximize(profit(q))
m.solve()
print(q)
# convert to matrix form
qr = np.array([[q[i,j].value[0] for j in range(4)] for i in range(4)])
for i in range(4):
rs = qr[i,:].sum()
print('Row sum ' + str(i) + ' = ' + str(rs))
cs = qr[:,i].sum()
print('Col sum ' + str(i) + ' = ' + str(cs))
此脚本的结果是:
[[[0.0] [2.5432017412] [3.7228765674] [3.7339217013]]
[[0.0] [0.0] [4.2771234426] [4.2660783187]]
[[0.0] [0.0] [0.0] [0.0]]
[[0.0] [0.0] [0.0] [0.0]]]
Row sum 0 = 10.000000009899999
Col sum 0 = 0.0
Row sum 1 = 8.5432017613
Col sum 1 = 2.5432017412
Row sum 2 = 0.0
Col sum 2 = 8.00000001
Row sum 3 = 0.0
Col sum 3 = 8.00000002
由于求解器的公差,因此略微违反了约束。如果您想获得更精确的答案,可以使用m.options.ATOL=1e-6
将求解器的公差调整为更像1e-8
的值。