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# Untitled

gab709 Jan 21st, 2020 60 Never
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1. import numpy as np
2. import gurobipy as gp
3. from gurobipy import GRB
4. from pynverse import inversefunc
5. import copy
6.
7. def f(wi):
8.     y = wi**2
9.     return y
10.
11. def g(wi):
12.     y = 2*wi
13.     return y
14.
15.
16. model = gp.Model("qp")
17. model.setParam("PSDTol", float('Inf'))
18.
19. w = model.addVar(lb=-5, ub=5, name="w", vtype=GRB.CONTINUOUS)
20. v = model.addVar(lb=-5, ub=5, name="v", vtype=GRB.CONTINUOUS)
21.
22. model.setObjective(v,GRB.MINIMIZE)#si deve minimizzare v
23.
24. wi=-1
25. for i in range(20):
26.     #calcolo f(w) e g(w) con i pesi iniziali e poi quelli aggiornati
27.     fwi=f(wi)
28.     gwi=g(wi)
29.
30.     #aggiunta vincolo quindi aggiornamento dei bundle
31.     contr =  v >= gwi*(w-wi)+fwi
33.
34.     model.optimize()
35.
36.     for v in model.getVars():
37.         #print variabili
38.         print('%s %g' % (v.varName, v.x))
39.         #aggiornamento pesi
40.         if(v.varName=="w"):
41.             wi=v.x
42.     #print funzione
43.     print('Obj: %g' % model.getObjective().getValue())
44.
45. #wi punto di minimo trovato nel bundle
46. min_val=f(wi)
47. print("Valore di minimo finale")
48. print(min_val)
49.
50.
51.
52.
53.
54. #######################################################################################
55. '''PRIMA PROVA
56. wi1=-1
57.
58. fwi1=f(wi1)
59. gwi1=g(wi1)
60.
61. partcontr =  v >= gwi1*(w-wi1)+fwi1
62.
64.
65. wi2=5
66.
67. fwi2=f(wi2)
68. gwi2=g(wi2)
69.
70. partcontr =  v >= gwi2*(w-wi2)+fwi2
71.