題目：

1. 利用拉格朗日乘子法

#導(dǎo)入sympy包，用于求導(dǎo)，方程組求解等等from sympy import *  #設(shè)置變量x1 = symbols("x1")x2 = symbols("x2")alpha = symbols("alpha")beta = symbols("beta") #構(gòu)造拉格朗日等式L = 10 - x1*x1 - x2*x2 + alpha * (x1*x1 - x2) + beta * (x1 + x2) #求導(dǎo)，構(gòu)造KKT條件difyL_x1 = diff(L, x1) #對變量x1求導(dǎo)difyL_x2 = diff(L, x2) #對變量x2求導(dǎo)difyL_beta = diff(L, beta) #對乘子beta求導(dǎo)dualCpt = alpha * (x1 * x1 - x2) #對偶互補(bǔ)條件 #求解KKT等式aa = solve([difyL_x1, difyL_x2, difyL_beta, dualCpt], [x1, x2, alpha, beta]) #打印結(jié)果，還需驗(yàn)證alpha>=0和不等式約束<=0for i in aa: if i[2] >= 0: if (i[0]**2 - i[1]) <= 0:  print(i)

結(jié)果：

(-1, 1, 4, 6)(0, 0, 0, 0)

2. scipy包里面的minimize函數(shù)求解

from scipy.optimize import minimizeimport numpy as np  from mpl_toolkits.mplot3d import Axes3Dfrom matplotlib import pyplot as plt  #目標(biāo)函數(shù)：def func(args): fun = lambda x: 10 - x[0]**2 - x[1]**2 return fun #約束條件，包括等式約束和不等式約束def con(args): cons = ({'type': 'ineq', 'fun': lambda x: x[1]-x[0]**2},  {'type': 'eq', 'fun': lambda x: x[0]+x[1]}) return cons  #畫三維模式圖def draw3D(): fig = plt.figure() ax = Axes3D(fig) x_arange = np.arange(-5.0, 5.0) y_arange = np.arange(-5.0, 5.0) X, Y = np.meshgrid(x_arange, y_arange) Z1 = 10 - X**2 - Y**2 Z2 = Y - X**2 Z3 = X + Y plt.xlabel('x') plt.ylabel('y') ax.plot_surface(X, Y, Z1, rstride=1, cstride=1, cmap='rainbow') ax.plot_surface(X, Y, Z2, rstride=1, cstride=1, cmap='rainbow') ax.plot_surface(X, Y, Z3, rstride=1, cstride=1, cmap='rainbow') plt.show() #畫等高線圖def drawContour(): x_arange = np.linspace(-3.0, 4.0, 256) y_arange = np.linspace(-3.0, 4.0, 256) X, Y = np.meshgrid(x_arange, y_arange) Z1 = 10 - X**2 - Y**2 Z2 = Y - X**2 Z3 = X + Y plt.xlabel('x') plt.ylabel('y') plt.contourf(X, Y, Z1, 8, alpha=0.75, cmap='rainbow') plt.contourf(X, Y, Z2, 8, alpha=0.75, cmap='rainbow') plt.contourf(X, Y, Z3, 8, alpha=0.75, cmap='rainbow') C1 = plt.contour(X, Y, Z1, 8, colors='black') C2 = plt.contour(X, Y, Z2, 8, colors='blue') C3 = plt.contour(X, Y, Z3, 8, colors='red') plt.clabel(C1, inline=1, fontsize=10) plt.clabel(C2, inline=1, fontsize=10) plt.clabel(C3, inline=1, fontsize=10) plt.show()  if __name__ == "__main__": args = () args1 = () cons = con(args1) x0 = np.array((1.0, 2.0)) #設(shè)置初始值，初始值的設(shè)置很重要，很容易收斂到另外的極值點(diǎn)中，建議多試幾個(gè)值  #求解# res = minimize(func(args), x0, method='SLSQP', constraints=cons) ##### print(res.fun) print(res.success) print(res.x)  # draw3D() drawContour()

結(jié)果：

7.99999990708696True[-1.00000002 1.00000002]