线性规划两组约束CPLEX Python API

import cplex
from cplex.exceptions import CplexError

problem = cplex.Cplex()

problem.variables.add(names=["x1", "x2", ..., "xn"])

problem.objective.set_coefficients("x1", c1)
problem.objective.set_coefficients("x2", c2)
...
problem.objective.set_coefficients("xn", cn)

problem.linear_constraints.add(lin_expr=[cplex.SparsePair(ind=["x1", "x2", ..., "xn"], val=[a11, a12, ..., amn])], senses=["L"], rhs=[b1])
problem.linear_constraints.add(lin_expr=[cplex.SparsePair(ind=["x1", "x2", ..., "xn"], val=[a21, a22, ..., amn])], senses=["L"], rhs=[b2])
...
problem.linear_constraints.add(lin_expr=[cplex.SparsePair(ind=["x1", "x2", ..., "xn"], val=[am1, am2, ..., amn])], senses=["L"], rhs=[bm])

problem.set_results_stream(None)  # 禁用求解过程输出
problem.set_log_stream(None)  # 禁用日志输出
problem.set_problem_type(cplex.Cplex.problem_type.LP)  # 设置问题类型为线性规划

problem.solve()

solution = problem.solution
status = solution.get_status()
if status == solution.status.optimal:
    optimal_solution = solution.get_values()
    optimal_objective = solution.get_objective_value()