我是使用 Gekko 的新手，我正在设置一个问题
def optimise():
m = GEKKO() # Initialize gekko
m.options.SOLVER=1 # APOPT is an MINLP solver
# optional solver settings with APOPT
m.solver_options = ['minlp_maximum_iterations 500',
# minlp iterations with integer solution
'minlp_max_iter_with_int_sol 10',
# treat minlp as nlp
'minlp_as_nlp 0',
# nlp sub-problem max iterations
'nlp_maximum_iterations 50',
# 1 = depth first, 2 = breadth first
'minlp_branch_method 1',
# maximum deviation from whole number
'minlp_integer_tol 0.05',
# covergence tolerance
'minlp_gap_tol 0.01']
# Initialize variables
x=[]
for i in range(0,18) :
x.append(m.Var(lb=4,ub=21,integer=True))
#initialise objective
m.Obj(simulate_game(x)) # Objective
m.options.IMODE = 3
m.solve(disp=True) # Solve
print('Results')
print('Strategy:'+str(initialise_strategy(x)))
print('Objective: ' + str(m.options.objfcnval))
其中simulate_game(x)是一个外部函数，给定参数化策略计算游戏中的性能。 当我运行求解器时，我得到以下输出
apm 90.250.179.168_gk_model16 <br><pre> ----------------------------------------------------------------
APMonitor, Version 0.9.2
APMonitor Optimization Suite
----------------------------------------------------------------
Warning: there is insufficient data in CSV file 90.250.179.168_gk_model16.csv
--------- APM Model Size ------------
Each time step contains
Objects : 0
Constants : 0
Variables : 18
Intermediates: 0
Connections : 0
Equations : 1
Residuals : 1
________________________________________________
WARNING: objective equation 1 has no variables
ss.Eqn(1)
0 = -0.06
________________________________________________
Number of state variables: 18
Number of total equations: - 0
Number of slack variables: - 0
---------------------------------------
Degrees of freedom : 18
----------------------------------------------
Steady State Optimization with APOPT Solver
----------------------------------------------
Iter: 1 I: 0 Tm: 0.00 NLPi: 1 Dpth: 0 Lvs: 0 Obj: -6.00E-02 Gap: 0.00E+00
Successful solution
---------------------------------------------------
Solver : APOPT (v1.0)
Solution time : 3.450000000884756E-002 sec
Objective : -6.000000000000000E-002
Successful solution
---------------------------------------------------
在我看来，输出中的一些警告正在说明问题所在，但我无法真正解释它们......我没有方程，因为我的问题没有约束......任何帮助将不胜感激。对于初学者问题，提前道歉。
正如您所猜测的那样，问题出在m.Obj(simulate_game(x))上。Gekko不能使用黑盒模型，但需要根据数据(例如c样条，b样条，机器学习，时间序列建模(或闭式方程构建模型。如果您需要使用黑盒模型，另一个优化器可能更适合您的应用程序。下面是一个关于 Python 中整数变量的相关问题：将 scipy.optimize.最小化限制为整数值