Trouble setting up linprog in Python

Question

I am using the following code but I have not been able to set up the problem to run.

import numpy as np
from scipy.optimize import linprog

c = np.asarray([-0.098782540360068297, -0.072316526358138802, 0.004, 0.004, 0.004, 0.004])
A_ub = np.asarray([[1.0, 0, 0, 0, 0, 0], [-1.0, 0, 0, 0, 0, 0], [0, -1.0, 0, 0, 0, 0], [0, 1.0, 0, 0, 0, 0], [1.0, 1.0, 0, 0, 0, 0]])
b_ub = np.asarray([3.0, 3.0, 3.0, 3.0, 20.0])
A_eq = np.asarray([[1.0, 0, -1, 1, -1, 1], [0, -1.0, -1, 1, -1, 1]])
b_eq = np.asarray([0,0])
res = linprog(c, A_ub, b_ub, A_eq, b_eq)
lb = np.zeros([6,1]) #lower bound for x array
ub = np.ones([6,1])*2 #upper bound for x array
res2 = linprog(c, A_ub, b_ub, bounds=(lb, ub))

I get error as:

ValueError: Invalid input for linprog with method = 'simplex'.  Length of bounds is inconsistent with the length of c

Erwin Kalvelagen · Accepted Answer · 2016-10-01 05:37:00Z

4

The bounds parameter wants a list of pairs. Use something like:

lb = np.zeros(6) #lower bound for x array
ub = np.ones(6)*2 #upper bound for x array
res2 = linprog(c, A_ub, b_ub, bounds=list(zip(lb, ub)))

answered Oct 1, 2016 at 5:37

Erwin Kalvelagen

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