Menu ▾ ▴

[d29355]: / models / sensana.py  Maximize  Restore  History

Download this file

36 lines (28 with data), 548 Bytes 

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
from pymprog import *

begin('trader')

verbose(True)

x = var('x', 3)

c = par('c', [100, 300, 50])

b = par('b', [93000, 101, 201])

#maximize(100*x[0] + 300*x[1] + 50*x[2])

maximize(sum(c[i]*x[i] for i in range(3)), 'Profit')



300*x[0] + 1200*x[1] + 120*x[2] <= b[0]

0.5*x[0] +      x[1] + 0.5*x[2] <= b[1]

r = x[0] +          x[1] +     x[2] <= b[2]



solve()

sensitivity()



r.delete()

solve()

sensitivity()



x[2].delete()

solve()

sensitivity()



x[1].free()

x[1] <= 30

solve()

sensitivity()



#print(KKT())

c[1].value += 1

solve()

sensitivity()



end()