使用SciPy最小化以查找图表中的最短路径

时间:2018-02-21 04:59:26

标签: python scipy mathematical-optimization

我试图在下面的图中找到从G到C的最短路径,并且我编写了以下代码来实现它。

enter image description here

首先,我给出了我认为应该使用的方程和约束:

我们最大化直流主题:

db-da< = 8

df-da< = 10

dc-db< = 4

dd-dc< = 3

de-dd< = 25

df-dd< = 18

dd-de< = 9

dg-de< = 7

da-df< = 5

db-df< = 7

dc-df< = 3

de-df< = 2

dd-dg< = 2

dh-dg< = 3

da-dh< = 4

db-dh< = 9

import numpy as np
import scipy as scp
from scipy.optimize import minimize

a,b,c,d,e,f,g,h = 0,1,2,3,4,5,6,7

def objective(x, sign = -1.0):
    return sign*x[c]

def c1(x, sign = -1.0):
    return sign*(x[b]-x[a]-8)
def c2(x, sign = -1.0):
    return sign*(x[f]-x[a]-10)
def c3(x, sign = -1.0):
    return sign*(x[c]-x[b]-4)
def c4(x, sign = -1.0):
    return sign*(x[d]-x[c]-3)
def c5(x, sign = -1.0):
    return sign*(x[e]-x[d]-25)
def c6(x, sign = -1.0):
    return sign*(x[f]-x[d]-18)
def c7(x, sign = -1.0):
    return sign*(x[d]-x[e]-9)
def c8(x, sign = -1.0):
    return sign*(x[g]-x[e]-7)
def c9(x, sign = -1.0):
    return sign*(x[a]-x[f]-5)
def c10(x, sign = -1.0):
    return sign*(x[b]-x[f]-7)
def c11(x, sign = -1.0):
    return sign*(x[c]-x[f]-3)
def c12(x, sign = -1.0):
    return sign*(x[e]-x[f]-2)
def c13(x, sign = -1.0):
    return sign*(x[d]-x[g]-2)
def c14(x, sign = -1.0):
    return sign*(x[h]-x[g]-3)
def c15(x, sign = -1.0):
    return sign*(x[a]-x[h]-4)
def c16(x, sign = -1.0):
    return sign*(x[b]-x[h]-9)

def c17(x, sign = -1.0):
    return x[g]

cs = [c1,c2,c3,c4,c5,c6,c7,c8,c9,c10,c11,c12,c13,c14,c15,c16,c17]

x0 = [0 for i in range(8)]

b = (0,None)
bs = tuple([b for i in range(8)])

cons = []
for i in range(16):
    cons.append({'type': 'ineq', 'fun':cs[i]})
cons.append({'type': 'eq', 'fun':c17})

sol = minimize(objective, x0, method = 'SLSQP', bounds=bs, constraints=cons)
for val in sol['x']:
    print(round(val))

可以仅使用代数来求解每个变量,但是使用LP来代替变量是有效的。

我相信通过图表中的手动追踪,最佳路径是GHBC,总成本为16.但是,上面的代码表明最佳路径是GHAFC,其成本是有意义的,直到他们不知道为止:3-4-1-3。它说最佳路径长度是11.它看起来非常接近有效答案,除了它认为你可以从A到F的成本为1.

[编辑:我刚刚注意到我错过了从B到E的边缘,但它似乎并不重要,事实上当我在算法中添加它时,答案并没有改变。]

1 个答案:

答案 0 :(得分:2)

这个(工作)代码是:

  • 有点难看(没有仔细分析这项任务的可用图形数据结构)
  • 使用scipy的linprog(method='simplex'),我不再信任了(请参阅github上的问题)
  • 遵循wikipedia
  • 中描述的LP
  • 不适合实际使用
    • 效率低下的数据结构
    • 效率低下且仅密集解算器

请务必阅读上面的评论!

代码

import numpy as np
from scipy.optimize import linprog

""" DATA"""
edges = [('A', 'B', 8),
         ('A', 'F', 10),
         ('B', 'C', 4),
         ('B', 'E', 10),
         ('C', 'D', 3),
         ('D', 'E', 25),
         ('D', 'F', 18),
         ('E', 'D', 9),
         ('E', 'G', 7),
         ('F', 'A', 5),
         ('F', 'B', 7),
         ('F', 'C', 3),
         ('F', 'E', 2),
         ('G', 'D', 2),
         ('G', 'H', 3),
         ('H', 'A', 4),
         ('H', 'B', 9)]
s, t = 'G', 'C'

""" Preprocessing """
nodes = sorted(set([i[0] for i in edges]))  # assumption: each node has an outedge
n_nodes = len(nodes)
n_edges = len(edges)

edge_matrix = np.zeros((len(nodes), len(nodes)), dtype=int)
for edge in edges:
    i, j, v = edge
    i_ind = nodes.index(i)  # slow
    j_ind = nodes.index(j)  # """
    edge_matrix[i_ind, j_ind] = v

nnz_edges = np.nonzero(edge_matrix)
edge_dict = {}
counter = 0
for e in range(n_edges):
    a, b = nnz_edges[0][e], nnz_edges[1][e]
    edge_dict[(a,b)] = counter
    counter += 1

s_ind = nodes.index(s)
t_ind = nodes.index(t)

""" LP """
bounds = [(0, 1) for i in range(n_edges)]
c = [i[2] for i in edges]

A_rows = []
b_rows = []
for source in range(n_nodes):
    out_inds = np.flatnonzero(edge_matrix[source, :])
    in_inds = np.flatnonzero(edge_matrix[:, source])

    rhs = 0
    if source == s_ind:
        rhs = 1
    elif source == t_ind:
        rhs = -1

    n_out = len(out_inds)
    n_in = len(in_inds)

    out_edges = [edge_dict[a, b] for a, b in np.vstack((np.full(n_out, source), out_inds)).T]
    in_edges = [edge_dict[a, b] for a, b in np.vstack((in_inds, np.full(n_in, source))).T]

    A_row = np.zeros(n_edges)
    A_row[out_edges] = 1
    A_row[in_edges] = -1

    A_rows.append(A_row)
    b_rows.append(rhs)

A = np.vstack(A_rows)
b = np.array(b_rows)
res = linprog(c, A_eq=A, b_eq=b, bounds=bounds)
print(res)

输出:

fun: 16.0
message: 'Optimization terminated successfully.'
nit: 11
slack: array([1., 1., 0., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 0., 1., 0.])
status: 0
success: True
  x: array([0., 0., 1., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 1., 0., 1.])

LP看起来像:

bounds
[(0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1), (0, 1)]

objective / c
[8, 10, 4, 10, 3, 25, 18, 9, 7, 5, 7, 3, 2, 2, 3, 4, 9]

constraint-matrix A_eq / A
[[ 1.  1.  0.  0.  0.  0.  0.  0.  0. -1.  0.  0.  0.  0.  0. -1.  0.]
 [-1.  0.  1.  1.  0.  0.  0.  0.  0.  0. -1.  0.  0.  0.  0.  0. -1.]
 [ 0.  0. -1.  0.  1.  0.  0.  0.  0.  0.  0. -1.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0. -1.  1.  1. -1.  0.  0.  0.  0.  0. -1.  0.  0.  0.]
 [ 0.  0.  0. -1.  0. -1.  0.  1.  1.  0.  0.  0. -1.  0.  0.  0.  0.]
 [ 0. -1.  0.  0.  0.  0. -1.  0.  0.  1.  1.  1.  1.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0. -1.  0.  0.  0.  0.  1.  1.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0. -1.  1.  1.]]

rhs / b
[ 0  0 -1  0  0  0  1  0]

表明一个人真的应该使用一个利用稀疏性的求解器!