How to save parts of linprog solutions - scipy

Question

I am solving a serie of linear programing problems using linprog by indexing each problem in a for-loop:
from scipy.optimize import linprog
for i in range(1,N):
sol[i] = linprog(coa3[N][0], A_ub = coa4[i], b_ub = chvneg[i], options= {"disp": True})
I would like to save in a list (still indexed over i) the function minimization result and the array displaying the values of the variables. I guess I need to add in the for-loop something like minfval[i] = ??? and xval[i] = ???, but actually I don't know how to extract these values from the results provided by linprog. Any suggestions? Thanks a lot.

Answer 1

Consider reading the docs as it's pretty clearly explained what exactly linprog returns.
The good thing is, that you are actually storing these values with your code already because you are storing the whole scipy.optimize.OptimizeResult.
It's now just a matter of accessing it:
from scipy.optimize import linprog
for i in range(1,N):
sol[i] = linprog(coa3[N][0], A_ub = coa4[i], b_ub = chvneg[i], options= {"disp": True})
# iterate over solution-vectors
for i in range(1,N):
print(sol[i].x)
# iterate over objectives
for i in range(1,N):
print(sol[i].fun)
You should also check out the field success just to be safe!
Extraction of the docs (link above) on what is contained in linprog's result:
x : ndarray
The independent variable vector which optimizes the linear
programming problem.
fun : float
Value of the objective function.
slack : ndarray
The values of the slack variables. Each slack variable corresponds
to an inequality constraint. If the slack is zero, then the
corresponding constraint is active.
success : bool
Returns True if the algorithm succeeded in finding an optimal
solution.
status : int
An integer representing the exit status of the optimization::
0 : Optimization terminated successfully
1 : Iteration limit reached
2 : Problem appears to be infeasible
3 : Problem appears to be unbounded
nit : int
The number of iterations performed.
message : str
A string descriptor of the exit status of the optimization.