Operations Research, Optimization, Algorithms, Programming, Hands On Tutorials.
sol_dual = linprog(-d, A_ub=A.T, b_ub=c, bounds=(0, None)) diff = np.abs(sol_dual.x + sol.ineqlin.marginals).sum() print(f"Compare duality difference: {diff}") # Iterate for _ in range(1000): duals = -sol.ineqlin.marginals price_sol = solve_knapsack(W, w, duals) y = price_sol.x if 1 + price_sol.fun