def get_pricing(m, w, L):
# creating the pricing problem
pricing = Model()
# creating pricing variables
a = []
for i in range(m):
a.append(
pricing.add_var(obj=0, var_type=INTEGER, name='a_%d' % (i + 1)))
# creating pricing constraint
pricing.add_constr(xsum(w[i] * a[i] for i in range(m)) <= L, 'bar_length')
pricing.write('pricing.lp')
return a, pricing
def kantorovich():
"""
Simple implementation of the compact formulation from Kantorovich for the problem
"""
N = 10 # maximum number of bars
L = 250 # bar length
m = 4 # number of requests
w = [187, 119, 74, 90] # size of each item
b = [1, 2, 2, 1] # demand for each item
# creating the model (note that the linear relaxation is solved)
model = Model(SOLVER)
x = {(i, j): model.add_var(obj=0, var_type=CONTINUOUS, name="x[%d,%d]" % (i, j)) for i in range(m) for j in range(N)}
y = {j: model.add_var(obj=1, var_type=CONTINUOUS, name="y[%d]" % j) for j in range(N)}
# constraints
for i in range(m):
model.add_constr(xsum(x[i, j] for j in range(N)) >= b[i])
for j in range(N):
model.add_constr(xsum(w[i] * x[i, j] for i in range(m)) <= L * y[j])
# additional constraint to reduce symmetry
for j in range(1, N):
model.add_constr(y[j - 1] >= y[j])
# optimizing the model and printing solution
model.optimize()
print_solution(model)
def test_tsp_mipstart(solver: str):
"""tsp related tests"""
announce_test("TSP - MIPStart", solver)
N = ['a', 'b', 'c', 'd', 'e', 'f', 'g']
n = len(N)
i0 = N[0]
A = {
('a', 'd'): 56,
('d', 'a'): 67,
('a', 'b'): 49,
('b', 'a'): 50,
('d', 'b'): 39,
('b', 'd'): 37,
('c', 'f'): 35,
('f', 'c'): 35,
('g', 'b'): 35,
('b', 'g'): 25,
('a', 'c'): 80,
('c', 'a'): 99,
('e', 'f'): 20,
('f', 'e'): 20,
('g', 'e'): 38,
('e', 'g'): 49,
('g', 'f'): 37,
('f', 'g'): 32,
('b', 'e'): 21,
('e', 'b'): 30,
('a', 'g'): 47,
('g', 'a'): 68,
('d', 'c'): 37,
('c', 'd'): 52,
('d', 'e'): 15,
('e', 'd'): 20
}
# input and output arcs per node
Aout = {n: [a for a in A if a[0] == n] for n in N}
Ain = {n: [a for a in A if a[1] == n] for n in N}
m = Model(solver_name=solver)
m.verbose = 0
x = {
a: m.add_var(name='x({},{})'.format(a[0], a[1]), var_type=BINARY)
for a in A
}
m.objective = xsum(c * x[a] for a, c in A.items())
for i in N:
m += xsum(x[a] for a in Aout[i]) == 1, 'out({})'.format(i)
m += xsum(x[a] for a in Ain[i]) == 1, 'in({})'.format(i)
# continuous variable to prevent subtours: each
# city will have a different "identifier" in the planned route
y = {i: m.add_var(name='y({})'.format(i), lb=0.0) for i in N}
# subtour elimination
for (i, j) in A:
if i0 not in [i, j]:
m.add_constr(y[i] - (n + 1) * x[(i, j)] >= y[j] - n)
route = ['a', 'g', 'f', 'c', 'd', 'e', 'b', 'a']
m.start = [(x[route[i - 1], route[i]], 1.0) for i in range(1, len(route))]
m.optimize()
check_result("mip model status", m.status == OptimizationStatus.OPTIMAL)
check_result("mip model objective",
(abs(m.objective_value - 262)) <= 0.0001)
print('')
def cg():
"""
Simple column generation implementation for a Cutting Stock Problem
"""
L = 250 # bar length
m = 4 # number of requests
w = [187, 119, 74, 90] # size of each item
b = [1, 2, 2, 1] # demand for each item
# creating models and auxiliary lists
master = Model()
lambdas = []
constraints = []
# creating an initial pattern (which cut one item per bar)
# to provide the restricted master problem with a feasible solution
for i in range(m):
lambdas.append(master.add_var(obj=1, name='lambda_%d' %
(len(lambdas) + 1)))
# creating constraints
for i in range(m):
constraints.append(master.add_constr(lambdas[i] >= b[i],
name='i_%d' % (i + 1)))
# creating the pricing problem
pricing = Model(SOLVER)
# creating pricing variables
a = []
for i in range(m):
a.append(pricing.add_var(obj=0, var_type=INTEGER, name='a_%d' % (i + 1)))
# creating pricing constraint
pricing.add_constr(xsum(w[i] * a[i] for i in range(m)) <= L, 'bar_length')
pricing.write('pricing.lp')
new_vars = True
while new_vars:
##########
# STEP 1: solving restricted master problem
##########
master.optimize()
# printing dual values
print_solution(master)
print('pi = ', end='')
print([constraints[i].pi for i in range(m)])
print('')
##########
# STEP 2: updating pricing objective with dual values from master
##########
pricing.objective = 1
for i in range(m):
a[i].obj = -constraints[i].pi
# solving pricing problem
pricing.optimize()
# printing pricing solution
z_val = pricing.objective_value
print('Pricing:')
print(' z = {z_val}'.format(**locals()))
print(' a = ', end='')
print([v.x for v in pricing.vars])
print('')
##########
# STEP 3: adding the new columns
##########
# checking if columns with negative reduced cost were produced and
# adding them into the restricted master problem
if 1 + pricing.objective_value < - EPS:
coeffs = [a[i].x for i in range(m)]
column = Column(constraints, coeffs)
lambdas.append(master.add_var(obj=1, column=column, name='lambda_%d' % (len(lambdas) + 1)))
print('new pattern = {coeffs}'.format(**locals()))
# if no column with negative reduced cost was produced, then linear
# relaxation of the restricted master problem is solved
else:
new_vars = False
pricing.write('pricing.lp')
print_solution(master)
class UnitCommitment:
def __init__(self, generators, demand):
self.generators = generators
self.demand = demand
self.period = range(1, len(self.demand) + 1)
self.model = Model(name='UnitCommitment')
self.p, self.u = {}, {}
def build_model(self, fixed=False, u_fixed=None):
for t in self.period:
for g in self.generators.index:
if fixed:
self.u[t, g] = self.model.add_var(lb=u_fixed[t, g],
ub=u_fixed[t, g])
else:
self.u[t, g] = self.model.add_var(var_type=BINARY)
self.p[t, g] = self.model.add_var()
# Max/min power
for t in self.period:
for g in self.generators.index:
self.model.add_constr(
self.p[t, g] <=
self.generators.loc[g, 'p_max'] * self.u[t, g],
name=f'pmax_constr[{t},{g}]')
self.model.add_constr(
self.p[t, g] >=
self.generators.loc[g, 'p_min'] * self.u[t, g],
name=f'pmin_constr[{t},{g}]')
# Power balance
for t in self.period:
self.model.add_constr(xsum(
self.p[t, g]
for g in self.generators.index) == self.demand.loc[t,
'demand'],
name=f'power_bal_constr[{t}]')
# Min on
for t in self.period[1:]:
for g in self.generators.index:
min_on_time = min(t + self.generators.loc[g, 'min_on'] - 1,
len(self.period))
for tau in range(t, min_on_time + 1):
self.model.add_constr(
self.u[tau, g] >= self.u[t, g] - self.u[t - 1, g],
name=f'min_on_constr[{t},{g}]')
# Min off
for t in self.period[1:]:
for g in self.generators.index:
min_off_time = min(t + self.generators.loc[g, 'min_off'] - 1,
len(self.period))
for tau in range(t, min_off_time + 1):
self.model.add_constr(
1 - self.u[tau, g] >= self.u[t - 1, g] - self.u[t, g],
name=f'min_off_constr[{t},{g}]')
# Objective function
self.model.objective = minimize(
xsum(
xsum(self.p[t, g] * self.generators.loc[g, 'c_var'] +
self.u[t, g] * self.generators.loc[g, 'c_fix']
for g in self.generators.index) for t in self.period))
def optimize(self):
self.model.optimize()
return self.u, self.p, self.model.objective.x, self.model.status.name
def get_prices(self):
u_fixed = {(t, g): self.u[t, g].x
for g in self.generators.index for t in self.period}
self.model.clear()
self.build_model(fixed=True, u_fixed=u_fixed)
self.optimize()
return [
self.model.constr_by_name(f'power_bal_constr[{t}]').pi
for t in self.period
]