Python - The integer linear programming (ILP) function in CVXOPT is not generating correct results

Question

I'm trying to solve the simple example found in https://en.wikipedia.org/wiki/Integer_programming#Example using the CVXOPT library on Python 2.7 ; The optimal answers are either (1,2) or (2,2). I'm getting (0.0 , 0.0). What am I doing wrong in the code below ? Thanks !

import numpy as np
import cvxopt
from cvxopt import glpk

c=cvxopt.matrix([0,-1]) #-1 since we're maximising the 2nd variable
G=cvxopt.matrix([[-1,1],[3,2],[2,3],[-1,0],[0,-1]],tc='d')
h=cvxopt.matrix([1,12,12,0,0],tc='d')
(status, x)=glpk.ilp(c,G.T,h,B=set([0,1]))
print status
print x[0],x[1]    #should be (1,2) or (2,2)
print sum(c.T*x)

David · Accepted Answer · 2017-11-06 15:38:12Z

6

Your code is basically correct but needs two minor modifications:

The c-vector must be a double, too.
The variables x[0] and x[1] are supposed to be integer, not binary.

Then, a working solution is given by:

import numpy as np
import cvxopt

c=cvxopt.matrix([0,-1],tc='d')
G=cvxopt.matrix([[-1,1],[3,2],[2,3],[-1,0],[0,-1]],tc='d')
h=cvxopt.matrix([1,12,12,0,0],tc='d')
(status, x)=cvxopt.glpk.ilp(c,G.T,h,I=set([0,1]))
print status
print x[0],x[1] 
print sum(c.T*x)

edited Nov 6, 2017 at 15:38

answered Aug 13, 2016 at 13:48

David

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1 Comment

David Over a year ago

Right, thanks, the variables x[0] (formerly x) and x[1] (formerly y) have been named more appropriately.

John F · Accepted Answer · 2021-12-06 08:46:11Z

0

Update for Python 3.8.8

from cvxopt.glpk import ilp
import numpy as np
from cvxopt import matrix
c=matrix([0,-1],tc='d')
G=matrix([[-1,1],[3,2],[2,3],[-1,0],[0,-1]],tc='d')
h=matrix([1,12,12,0,0],tc='d')
(status, x)=ilp(c,G.T,h,I=set([0,1]))
print (status)
print (x[0],x[1])
print (sum(c.T*x))

Calling:

cvxopt.glpk.ilp(c,G.T,h,I=set([0,1]))

returns: module 'cvxopt' has no attribute 'glpk'

answered Dec 6, 2021 at 8:46

John F

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