源代码实验列缩放
import sys import random import argparse import gurobipy as gp # Use parameters for greater flexibility parser = argparse.ArgumentParser(formatter_class=argparse.ArgumentDefaultsHelpFormatter) parser.add_argument('-f','--infile', help='Problem File', default=None, required=True) parser.add_argument('-s','--scale', help='Scaling Factor', type=float, default=10000.0) args = parser.parse_args() # Load input problem m = gp.read(args.infile) # Scale domain of all columns randomly in the given domain for var in m.getVars(): if var.vtype == gp.GRB.CONTINUOUS: scale = random.uniform(args.scale/2.0, args.scale*2.0) flip = random.randint(0,3) if flip == 0: scale = 1.0 elif flip == 1: scale = 1.0/scale col = m.getCol(var) for i in range(col.size()): coeff = col.getCoeff(i) row = col.getConstr(i) m.chgCoeff(row, var, coeff*scale) var.obj = var.obj*scale if var.lb > -gp.GRB.INFINITY: var.lb = var.lb/scale if var.ub < gp.GRB.INFINITY: var.ub = var.ub/scale # Optimize m.optimize() if m.Status == gp.GRB.OPTIMAL: print('Kappa: %e\n' % m.KappaExact)
