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osin-vladimir/opt1

Created November 11, 2015 11:09
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opt1
from cvxpy import *
import numpy
numpy.random.seed(1)
n = 20
x1 = Variable(n)
x2 = Variable(n)
a = Variable(n)
objective = Minimize(2*x1 + 3*a)
constraints = [a>=x2-10,
a>=10-x2,
x1+x2<=3,
x2-x1>=-3,
x2-x1<=7,
x1+x2>=7]
prob = Problem(objective, constraints)
result = prob.solve()
print result
print x1.value
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