Binary constraint in scipy linprog

Question

I have a system of linear inequalities, and I want to solve it using scipy.optomize.linprog. It's code where I call linprog function:

res = linprog(c, A_ub=A, b_ub=b, A_eq=A_eq, b_eq=b_eq, bounds=(0, 1), options={"disp": True})

It's work fine and It's solve my system, but I want that x[i] can be only 0 or 1(no fractional). It's possible to do this?

[0.0, 2.1239049166742128e-16, 0.0, 0.0, 0.5217391304347825, 1.0, 
0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 
1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 
0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.47826086956521746, 0.0, 
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 
1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,0.0]

You mean you want all positive values to be = 1? – EdChum Dec 15 '15 at 13:45 — EdChum, Dec 15 '15 at 13:45
I mean all values must be integer(no fractional) – Dima Kudosh Dec 15 '15 at 13:48 — Dima Kudosh, Dec 15 '15 at 13:48
so does `res.astype(int)` work? – EdChum Dec 15 '15 at 13:48 — EdChum, Dec 15 '15 at 13:48
no, it throw AttributeError: astype – Dima Kudosh Dec 15 '15 at 13:49 — Dima Kudosh, Dec 15 '15 at 13:49

score 1 · Accepted Answer · edited May 23 '17 at 12:07

1

Linprog is an LP solver and assumes all variables are continuous. What you are looking for is a Mixed Integer Programming solver. See here for some suggestions for calling MIP solvers from Python.

edited May 23 '17 at 12:07

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answered Dec 15 '15 at 14:28

Erwin Kalvelagen

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Binary constraint in scipy linprog

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