scipy.optimize

scipy.optimize module

linprog

A = [-3 1;
      1 2]
b = [6, 4]
c = [-1, 4]
x0_bounds = (nothing, nothing)
x1_bounds = (-3, nothing)
res = optimize.linprog(c, A_ub=A, b_ub=b, bounds=[x0_bounds, x1_bounds])
Dict{Any, Any} with 13 entries:
  "nit"           => 0
  "x"             => [10.0, -3.0]
  "slack"         => [39.0, 0.0]
  "crossover_nit" => 0
  "upper"         => Dict{Any, Any}("marginals"=>[0.0, 0.0], "residual"=>[Inf, …
  "ineqlin"       => Dict{Any, Any}("marginals"=>[-0.0, -1.0], "residual"=>[39.…
  "status"        => 0
  "eqlin"         => Dict{Any, Any}("marginals"=>Float64[], "residual"=>Float64…
  "lower"         => Dict{Any, Any}("marginals"=>[0.0, 6.0], "residual"=>[Inf, …
  "success"       => true
  "con"           => Float64[]
  "fun"           => -22.0
  "message"       => "Optimization terminated successfully. (HiGHS Status 7: Op…