基于python+gurobi的数值双层规划问题求解

from gurobipy import * var_name = ['x', 'y1', 'y2'] obj_name = ['f', 'F'] res = 1000 dict_var = {v:0 for v in var_name} for x in range(9): md = Model('multi_level') y1 = md.addVar(vtype=GRB.INTEGER, name='y1') y2 = md.addVar(vtype=GRB.INTEGER, name='y2') md.addConstr(y1 == [0,9]) md.addConstr(y2 == [0,7]) md.addConstr(x + y1 + y2 <= 10) md.setObjectiveN(-y1 + y2, index = 0, priority=10, name = 'f') md.setObjectiveN(-x - 2*y1 - 3*y2, index = 1, priority=1, name = 'F') md.optimize() md.setParam(GRB.Param.ObjNumber, 1) res_temp = md.objNval if res_temp < res: res = res_temp dict_var['x'] = x dict_var['y1'] = y1.x dict_var['y2'] = y2.x print('变量取值为:') for k,v in dict_var.items(): print(k, ':', v) print('目标函数取值为:') print(res)