Ellipsoid

import matplotlib.pyplot as plt

import numpy as np

def f(*args):
    if len(args) == 2:
        x1, x2 = args
    elif len(args) == 1:
        x1, x2 = args[0]
    else:
        raise ValueError('Incorrect parameters %s' % str(args))

    return -x1 - 2*x2

def constr(*args):
    # 0 ≤ x1,2 ≤ 1
    # x1 + x2 ≤ 1.5

    if len(args) == 2:
        x1, x2 = args
    elif len(args) == 1:
        x1, x2 = args[0]
    else:
        raise ValueError('Incorrect parameters %s' % str(args))

    return 0 <= x1 + x2 <= 1.5

def ellipsoid(f, constr, H0, c0, A, b, _c):
    c = c0.copy()
    H = H0.copy()
    n = len(c)

    i = 0
    while i < 10:
        # choose w
        if not constr(c):
            # взять строчку А с максимальным значением
            ac_b = A.dot(c) - b
            w = A[ac_b.argmax()]
        else:
            w = _c.copy()

        print('\ni', i)
        print('H', H)
        print('c', c)
        print('w', w)

        c -= 1./(n + 1.) * (H*w) / np.sqrt(w.T * H * w)

        H = n * n / (n * n - 1.) * (H - 2./(n+1)*H*w*w.T*H/(w.T*H*w))

        i += 1

# -x1 + 0x2 <= 0
# 0x1 -x2 <= 0
# x1 + x2 <= 1.5


r = 5
H = r * np.eye(2.)
c0 = np.array([0., 1.])

A = np.concatenate((-np.eye(2), np.ones((1, 2))))
b = np.array([0, 0, 1.5])
c = np.array([-1, -2])

print('c', c)
print('A', A)
print('b', b)


ellipsoid(f, constr, H, c0, A, b, c)