我有一个程序,我想最小化两个变量的绝对差(绝对误差函数)。说:
e_abs(x, y) = |Ax - By|; where e_abs(x, y) is my objective function that I want to minimize.
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该函数受到以下约束:
x and y are integers;
x >= 0; y >= 0
x + y = C, where C is an arbitrary constant (also C >= 0)
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我正在使用 mip 库(https://www.python-mip.com/),我在其中定义了目标函数和约束。
问题是 mip 没有“abs”方法。因此,我必须通过将主要问题分为两个优化子问题来克服这个问题:
e(x, y) = Ax - By
Porblem 1: minimize e(x, y); subject to e(x, y) >= 0
Porblem 2: maximize e(x, y); subject to e(x, y) …Run Code Online (Sandbox Code Playgroud)