python - scipy.optimize.linprog unable to find a feasible starting point despite a feasible answer clearly exists -


the vector k seems satisfy constraints. there i'm missing here? thanks.

import numpy np scipy.optimize import linprog a_ub=[[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1, 0, 0, 1, -1], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1, 0, 0, -1, 1]] b_ub=[ 10000.,    100.,  10000.,   1840.,  10000.,   4000.,  10000.,       100.,  10000.,   5000.,  10000.,   5450.,  10000.,   3000.,     10000.,   3000.,  10000.,   1000.,  40000.,   5000.,   5000.] a_eq=[[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0.0, -5000.0, 13390.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0.0, 0.0, 0.0, -1840.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, 0.0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0.0, 5000.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [13290.0, 0.0, -13390.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, -1.0, 0.0, 1.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0.0, 0.0, 0.0, 0.0, -5450.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, 0.0, 0.0, -1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0, 0, 0, 0, 0], [0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 1.0, 1.0, -1.0, 1.0, -1.0, 1.0, 1.0, 1.0, -1.0, 1.0, -1.0, 0.0, 0.0, 0.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1, 0, 0, 0, 0], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1, 1, -1], [-13290.0, 5000.0, 0.0, 1840.0, 5450.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, -1.0, -1.0, 0.0, -1.0, -1.0, 0.0, 0.0, 1.0, -1.0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1, 1]] b_eq=[8390.0, 0, -1840.0, 0, 5000.0, 0, -100.0, 0, 0.0, 0, -5450.0, 0, 0.0, 0, 0.0, 0, -1000.0, 0] c=[-1351.6146468256165, -99.629272305631787, -542.0389808700279, -0.0, 54.302887927385768, -0.043903442258601377, -0.10170162880553937, -0.043903442258601377, -0.043903442258601377, -0.043903442258601377, -0.11764394156352764, -0.043903442258601377, -0.056182133775492554, -0.043903442258601377, -0.043903442258601377, -0.033174575907634424, -0.081074546005202835, -0.043903442258601377, -0.057503980336247616, -0.040480879825992883, -0.046889515046147204, -0.10170162880553937, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0, 0.02, 0.02, 0, 0] k=[1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 8390.0, 0, 0, 0, 0, 1840.0, 0, 0, 5000.0, 0, 0, 0, 0, 100.0, 0, 0, 0.0, 0.0, 0, 0, 0, 5450.0, 0, 0, 0.0, 0.0, 0, 0, 0.0, 0.0, 0, 0, 0, 1000.0]  print(all(np.dot(a_ub, k)<=b_ub)) print(all(np.dot(a_eq, k)==b_eq)) print(all(map(lambda x :x>=0, k))) linprog(c, a_ub, b_ub, a_eq, b_eq)

this answer doesn't explain why works. hope more familiar linprog code or linear programming in general can give more thorough answer.

i solution if use option bland=true (see show_options documentation--scroll bottom linprog options):

in [130]: linprog(c, a_ub, b_ub, a_eq, b_eq, options=dict(bland=true)) out[130]:    status: 0    slack: array([  3610.,   6490.,  11840.,      0.,      0.,  14000.,  10100.,             0.,  10000.,   5000.,  15450.,      0.,  13000.,      0.,         10000.,   3000.,  11000.,      0.,  12220.,      0.,  10000.])  success: true      fun: -2683.6935269049131        x: array([  1.22573363e+00,   2.00000000e+00,   1.22404780e+00,          3.71739130e+00,   8.25688073e-02,   2.00000000e+03,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          5.00000000e+03,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   2.00000000e+03,          6.39000000e+03,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   1.84000000e+03,          5.00000000e+03,   0.00000000e+00,   1.00000000e+04,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   1.00000000e+02,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,  -1.11022302e-12,   0.00000000e+00,          5.45000000e+03,   0.00000000e+00,   3.00000000e+03,          0.00000000e+00,   3.00000000e+03,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          1.00000000e+03])  message: 'optimization terminated successfully.'      nit: 50

one component negative (-1.11e-12). presumably within default tolerance. can cleaned lowering tolerance (but note change in x[19]):

in [131]: linprog(c, a_ub, b_ub, a_eq, b_eq, options=dict(bland=true, tol=1e-15)) out[131]:    status: 0    slack: array([  3610.,   6490.,  11840.,      0.,      0.,  14000.,  10100.,             0.,  10000.,   5000.,  15450.,      0.,  13000.,      0.,         10000.,   3000.,  11000.,      0.,  12220.,      0.,  10000.])  success: true      fun: -2683.693526904935        x: array([  1.22573363e+00,   2.00000000e+00,   0.00000000e+00,          3.71739130e+00,   8.25688073e-02,   2.00000000e+03,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          5.00000000e+03,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   1.63900000e+04,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   2.00000000e+03,          6.39000000e+03,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   1.84000000e+03,          5.00000000e+03,   0.00000000e+00,   1.00000000e+04,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   1.00000000e+02,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          5.45000000e+03,   0.00000000e+00,   3.00000000e+03,          0.00000000e+00,   3.00000000e+03,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          0.00000000e+00,   0.00000000e+00,   0.00000000e+00,          1.00000000e+03])  message: 'optimization terminated successfully.'      nit: 51

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