def team_divider(member_list, rate_list, number_of_teams):
rate_list_copy = [[i] for i in rate_list]
rate_list_copy = np.array(rate_list_copy)
number_of_members = len(member_list)
m = pulp.LpProblem() # 数理モデル
x = np.array(addbinvars(number_of_members, number_of_teams)) # 割当
y = np.array(addvars(number_of_teams, 2)) # チーム内の最小と最大
z = addvars(2) # チーム間の最小と最大
m += pulp.lpSum(y[:, 1] - y[:, 0]) + 1.5 * (z[1] - z[0]) # 目的関数
for i in range(number_of_members):
m += pulp.lpSum(x[i]) == 1 # どこかのチームに所属
for j in range(number_of_teams):
m += pulp.lpDot(rate_list_copy.sum(1), x[:, j]) >= z[0]
m += pulp.lpDot(rate_list_copy.sum(1), x[:, j]) <= z[1]
for k in range(rate_list_copy.shape[1]):
m += pulp.lpDot(rate_list_copy[:, k], x[:, j]) >= y[j, 0]
m += pulp.lpDot(rate_list_copy[:, k], x[:, j]) <= y[j, 1]
m.solve() # 求解
divide_result = np.vectorize(pulp.value)(x)
teamdivide = [
i for i in (divide_result @ range(number_of_teams)).astype(int)
]
return teamdivide
def lp(cs, C, ls, ps):
"""
Args:
cs: a list containing the cost of probing `X_1, ..., X_n`
C: the cost budget
ls: a list of the lengths of the intervals `I_1, ..., I_m`. Each
element of the list contains the length of the corresponding
interval.
ps: a list of functions, each of which takes that take in one argument
`j` and returns `Pr[X_i >= a_j]`
Returns:
a triple of type `(pulp.LpVariable, list of pulp.LpVariable,
pulp.LpProblem)` with values of `(z, list of y_i,
unsolved linear program)`.
"""
assert len(ps) == len(cs)
n = len(ps)
m = len(ls)
problem = pulp.LpProblem('Step 1', pulp.LpMinimize)
z = pulp.LpVariable('z', cat='Integer')
ys = [pulp.LpVariable('y' + str(i), lowBound=0, upBound=1, cat='Integer')
for i in xrange(n)]
problem += z
for j in xrange(1, m + 1):
aa = (math.log(1.0 / p(j)) for p in ps)
problem += pulp.lpDot(ys, aa) <= math.log(ls[j - 1]) - z, 'j=' + str(j)
problem += pulp.lpDot(cs, ys) <= C, 'cost'
return z, ys, problem
def get_optimal_allocations(domain, criterion, batch_size, method):
candidates = get_candidates(domain, criterion, method, limit=1000)
n = len(candidates)
ilp_vars = [pulp.LpVariable('x%s' % x, 0, batch_size, pulp.LpInteger) \
for x in range(n)]
prices = [candidates[i]['price'] for i in range(n)]
confs = [candidates[i]['conf'] for i in range(n)]
dists = [candidates[i]['dist'] for i in range(n)]
histo = get_availability_histo(domain)
ilp = None
if method == 'min_price':
ilp = pulp.LpProblem('minprice', pulp.LpMinimize)
ilp += pulp.lpDot(prices, ilp_vars)
ilp += pulp.lpDot(confs, ilp_vars) >= decimal.Decimal(batch_size * criterion)
elif method == 'max_conf':
ilp = pulp.LpProblem('maxconf', pulp.LpMaximize)
ilp += pulp.lpDot(confs, ilp_vars)
ilp += pulp.lpDot(prices, ilp_vars) <= decimal.Decimal(criterion)
ilp += pulp.lpSum(ilp_vars) == batch_size
for level in histo:
ilp += pulp.lpDot([dists[i][level - 1] for i in range(n)], \
ilp_vars) <= histo[level]
status = ilp.solve(pulp.GLPK(msg=0))
allocs = []
if pulp.LpStatus[status] == 'Optimal':
for i in range(n):
x = ilp_vars[i]
if pulp.value(x) > 0:
allocs.append((pulp.value(x), candidates[i]))
return allocs
def __calcFirstW(self, goal=1, eps=0.00):
oidx = [i for i in range(self.M)]
Nsols = len(self.solutionsList)
assert self.M == Nsols, 'only fist W'
# Create a gurobi model
prob = lp.LpProblem("max_mean", lp.LpMaximize)
# prob = mip.Model(sense=mip.MAXIMIZE, solver_name=mip.GRB)
# Creation of linear integer variables
w = list(
lp.LpVariable.dicts('w',
oidx,
lowBound=0,
upBound=1,
cat='Continuous').values())
# w = list(prob.add_var())
uR = self.__globalL
v = lp.LpVariable('v', cat='Continuous')
# v = prob.add_var(name='v', var_type=mip.CONTINUOUS)
for conN, sols in enumerate(self.solutionsList):
d, dvec = self.__calcD(sols)
expr = v - lp.lpDot(w, self.__normf(sols.objs))
# expr = v-mip.xsum(w[i]*self.__normf(sols.objs)[i] for i in range())
prob += expr <= 0 #manter
for i in oidx:
prob += w[i] >= 0 #manter
prob += lp.lpSum([w[i] for i in oidx]) == 1
# prob += mip.xsum([w[i] for i in oidx]) == 1
prob += v - lp.lpDot(w, self.__normf(uR))
# prob += v-mip.xsum(w*self.__normf(uR)[i] for i in range())
try:
grbs = lp.GUROBI(msg=False, OutputFlag=False)
prob.solve(grbs)
except:
prob.solve()
# status = prob.optimize()
feasible = False if prob.status in [-1, -2] else True
# feasible = status == OptimizationStatus.OPTIMAL or status == OptimizationStatus.FEASIBLE
if feasible:
w_ = np.array(
[lp.value(w[i]) if lp.value(w[i]) >= 0 else 0 for i in oidx])
# w_ = np.array([w[i].x if w[i].x >= 0 else 0 for i in oidx])
if self.__norm:
w_ = w_ / (self.__globalU - self.__globalL)
fobj = lp.value(prob.objective)
# fobj = prob.objective_values[0]
self.__w = np.array(w_)
self.__importance = fobj
else:
raise ('Somethig wrong')
def __calcImportance(self, solutionsList):
'''Calculates the importance of a weight using Equation 2 to find the
lower point and Proposition 4 of the referenced work
to calculate the importance.
'''
oidx = [i for i in range(self.M)]
prob = lp.LpProblem("Lower point", lp.LpMinimize)
uR = list(lp.LpVariable.dicts('uR', oidx, cat='Continuous').values())
for value, sols in enumerate(solutionsList):
expr = lp.lpDot(self.__normw(sols.w), uR)
cons = self.__normf(sols.objs) @ self.__normw(sols.w)
prob += expr >= cons
prob += lp.lpDot(self.__normw(self.w), uR)
grbs = lp.solvers.GUROBI(msg=False, OutputFlag=False, Threads=1)
if grbs.available():
prob.solve(grbs)
else:
cbcs = lp.solvers.PULP_CBC_CMD(threads=1)
prob.solve(cbcs, use_mps=False)
feasible = False if prob.status in [-1, -2] else True
self.__uR = np.array([lp.value(uR[i]) for i in oidx])
if feasible:
self.__importance = ((self.__normw(self.w) @ self.__point -
self.__normw(self.w) @ self.__uR) /
(self.__normw(sols.w) @ np.ones(self.M)))
else:
raise ('Non-feasible solution')
def gap(cst, req, cap):
"""
一般化割当問題
費用最小の割当を解く
入力
cst: エージェントごと、ジョブごとの費用のテーブル
req: エージェントごと、ジョブごとの要求量のテーブル
cap: エージェントの容量のリスト
出力
ジョブごとのエージェント番号リスト
"""
na, nj = len(cst), len(cst[0])
m = LpProblem()
v = [[addvar(cat=LpBinary) for _ in range(nj)] for _ in range(na)]
m += lpSum(lpDot(cst[i], v[i]) for i in range(na))
for i in range(na):
m += lpDot(req[i], v[i]) <= cap[i]
for j in range(nj):
m += lpSum(v[i][j] for i in range(na)) == 1
if m.solve() != 1:
return None
return [
int(value(lpDot(range(na), [v[i][j] for i in range(na)])))
for j in range(nj)
]
def assignment_problem(efficiency_matrix):
row = len(efficiency_matrix)
col = len(efficiency_matrix[0])
flatten = lambda x: [y for l in x
for y in flatten(l)] if type(x) is list else [x]
m = pulp.LpProblem('assignment', sense=pulp.LpMinimize)
var_x = [[
pulp.LpVariable(f'x{i}{j}', cat=pulp.LpBinary) for j in range(col)
] for i in range(row)]
m += pulp.lpDot(efficiency_matrix.flatten(), flatten(var_x))
for i in range(row):
m += (pulp.lpDot(var_x[i], [1] * col) == 1)
for j in range(col):
m += (pulp.lpDot([var_x[i][j] for i in range(row)], [1] * row) == 1)
m.solve()
print(m)
return {
'objective': pulp.value(m.objective),
'var':
[[pulp.value(var_x[i][j]) for j in range(col)] for i in range(row)]
}
def solve_jiang_guan_lp(return_samples, targets, asset_partition):
n = return_samples.shape[1]
prob = pulp.LpProblem('Jiang Guan DCCP Sample Approximation', pulp.LpMinimize)
x = [pulp.LpVariable('Asset {0:d} Weight'.format(i), 0.0, 1.0) for i in range(n)]
mu = calc_first_moment(return_samples)
prob += pulp.lpDot(mu, x), 'Sample Mean Return'
i = 0
for sample in return_samples:
prob += (pulp.lpDot(sample, x) >= targets[0],
'Global return target for sample {0:d}'.format(i))
i += 1
i = 0
j = 1
for assets in asset_partition:
for sample in return_samples:
prob += (pulp.lpSum([sample[k] * x[k] for k in range(n)]) >= targets[j],
'Return target for segment {0:d} for sample {1:d}'.format(j, i))
i += 1
j += 1
prob += (pulp.lpSum(x) == 1.0, 'Fully invested portfolio requirement')
prob.writeLP('JiangGuanDccp.lp')
prob.solve()
status = pulp.LpStatus[prob.status]
print 'Status: {0:s}'.format(status)
return np.array([v.varValue for v in prob.variables()]), status
def binpacking(c, w):
"""
ビンパッキング問題
列生成法で解く(近似解法)
入力
c: ビンの大きさ
w: 荷物の大きさのリスト
出力
ビンごとの荷物の大きさリスト
"""
from pulp import LpAffineExpression
n = len(w)
rn = range(n)
mkp = LpProblem("knapsack", LpMaximize) # 子問題
mkpva = [addvar(cat=LpBinary) for _ in rn]
mkp.addConstraint(lpDot(w, mkpva) <= c)
mdl = LpProblem("dual", LpMaximize) # 双対問題
mdlva = [addvar() for _ in rn]
for i, v in enumerate(mdlva):
v.w = w[i]
mdl.setObjective(lpSum(mdlva))
for i in rn:
mdl.addConstraint(mdlva[i] <= 1)
while True:
mdl.solve()
mkp.setObjective(lpDot([value(v) for v in mdlva], mkpva))
mkp.solve()
if mkp.status != 1 or value(mkp.objective) < 1 + 1e-6:
break
mdl.addConstraint(lpDot([value(v) for v in mkpva], mdlva) <= 1)
nwm = LpProblem("primal", LpMinimize) # 主問題
nm = len(mdl.constraints)
rm = range(nm)
nwmva = [addvar(cat=LpBinary) for _ in rm]
nwm.setObjective(lpSum(nwmva))
dict = {}
for v, q in mdl.objective.items():
dict[v] = LpAffineExpression() >= q
const = list(mdl.constraints.values())
for i, q in enumerate(const):
for v in q:
dict[v].addterm(nwmva[i], 1)
for q in dict.values():
nwm.addConstraint(q)
nwm.solve()
if nwm.status != 1:
return None
w0, result = list(w), [[] for _ in range(len(const))]
for i, va in enumerate(nwmva):
if value(va) < 0.5:
continue
for v in const[i]:
if v.w in w0:
w0.remove(v.w)
result[i].append(v.w)
return [r for r in result if r]
def find(problem, data, MenuDict, target_menu_list, one_da_nutrition_dict):
# 対象とする栄養素について、対象の商品リストごとの栄養価を、リスト形式で作成する
eiyou_data = {}
for key in one_da_nutrition_dict.keys():
# keyに入っている栄養の名称を、データのdictのkeyにする。
#print(key)
eiyou = get_nutrition_val_list(MenuDict, target_menu_list, key)
if not eiyou:
continue
eiyou_data[key] = eiyou
#print("eiyou_data",eiyou_data)
#print("eiyou_data",eiyou_data['エネルギー[kcal]'])
# 変数の定義
#LpVariableで自由変数を作成。値は-∞から∞まで
#lowBoundで0から∞まで
#catで変数の種類指定
# 上限を指定
upbound = 10
xs = up_limit(target_menu_list, upbound)
#print("xs:",xs)
# 目的関数：カロリーを最小化
# lpdot:二つのリストのない席を求める。
problem += pulp.lpDot(eiyou_data['エネルギー[kcal]'], xs)
#制約条件： 一日に必要内容量をそれぞれ満たすこと
# 条件カスタマイズ＆ON-OFFしやすいように、あえてループ外で起債。
#食塩相当については、「以内」としている。解が存在スカは要注意
# 栄養素を存在するかどうかをkeyがあるかどうかの判定にする
# この場合だとメニューを組み合わせたときにエラーが起こ
cal_key = []
for key in eiyou_data.keys():
if key == "食塩相当量[g]":
continue
# メニューの数と栄養素のデータの数が一致しないときは計算しない。
if len(eiyou_data[key]) == len(target_menu_list):
#計算したkeyを保存する。
# 計算していないのに栄養素に値がなぜか０じゃないものがあるため
cal_key.append(key)
#print("eiyou_data[key]",len(eiyou_data[key]),len(target_menu_list),key)
problem += pulp.lpDot(eiyou_data[key], xs) >= float(
one_da_nutrition_dict[key])
#print("栄養素とxsの内積",pulp.lpDot(eiyou_data[key], xs))
if len(eiyou_data["食塩相当量[g]"]) == len(target_menu_list):
cal_key.append("食塩相当量[g]")
problem += pulp.lpDot(eiyou_data["食塩相当量[g]"], xs) <= float(
one_da_nutrition_dict["食塩相当量[g]"])
status = problem.solve()
#print(eiyou_data)
return eiyou_data, xs, status, cal_key
def resource_maximize(df, isBinary=False):
"""リソースを最大化する数理計画問題"""
# データの整形
task_name_list, \
alpha_list, \
_, \
df_resource, \
resource_limits = preprocessing_for_mp(df)
# 問題定義
problem = pulp.LpProblem(sense=pulp.LpMaximize)
# 変数定義
if isBinary:
tasks = [
pulp.LpVariable('t{}'.format(idx), cat=pulp.LpBinary)
for idx in range(len(task_name_list))
]
else:
tasks = [
pulp.LpVariable('t{}'.format(idx),
cat=pulp.LpContinuous,
lowBound=0,
upBound=1) for idx in range(len(task_name_list))
]
# 目的関数定義
demands_each_task = alpha_list * np.array(df_resource.apply(np.sum,
axis=1))
problem += pulp.lpDot(demands_each_task, tasks)
# 制約条件定義
for (_,
demands_each_resource), resource_limit in zip(df_resource.iteritems(),
resource_limits):
problem += pulp.lpDot(demands_each_resource, tasks) <= resource_limit
# 解く
status = problem.solve()
if pulp.LpStatus[status] != 'Optimal':
sys.stderr.write('Error!: この問題は最適化不可能です．以下に作成した問題を示します．')
sys.stderr.write(problem)
result = {
task_name_list[idx]: pulp.value(tasks[idx])
for idx, _ in enumerate(tasks)
}
return result
def logistics_network(
tbde,
tbdi,
tbfa,
dep="需要地",
dem="需要",
fac="工場",
prd="製品",
tcs="輸送費",
pcs="生産費",
lwb="下限",
upb="上限",
):
"""
ロジスティクスネットワーク問題を解く
tbde: 需要地 製品 需要
tbdi: 需要地 工場 輸送費
tbfa: 工場 製品 生産費 (下限) (上限)
出力: 解の有無, 輸送表, 生産表
"""
facprd = [fac, prd]
m = LpProblem()
tbpr = tbfa[facprd].sort_values(facprd).drop_duplicates()
tbdi2 = pd.merge(tbdi, tbpr, on=fac)
tbdi2["VarX"] = addvars(tbdi2.shape[0])
tbfa["VarY"] = addvars(tbfa.shape[0])
tbsm = pd.concat(
[tbdi2.groupby(facprd).VarX.sum(),
tbfa.groupby(facprd).VarY.sum()], 1)
tbde2 = pd.merge(tbde, tbdi2.groupby([dep, prd]).VarX.sum().reset_index())
m += lpDot(tbdi2[tcs], tbdi2.VarX) + lpDot(tbfa[pcs], tbfa.VarY)
tbsm.apply(lambda r: m.addConstraint(r.VarX <= r.VarY), 1)
tbde2.apply(lambda r: m.addConstraint(r.VarX >= r[dem]), 1)
if lwb in tbfa:
def flwb(r):
r.VarY.lowBound = r[lwb]
tbfa[tbfa[lwb] > 0].apply(flwb, 1)
if upb in tbfa:
def fupb(r):
r.VarY.upBound = r[upb]
tbfa[tbfa[upb] != np.inf].apply(fupb, 1)
m.solve()
if m.status == 1:
tbdi2["ValX"] = tbdi2.VarX.apply(value)
tbfa["ValY"] = tbfa.VarY.apply(value)
return m.status == 1, tbdi2, tbfa
def logistics_network(tbde,
tbdi,
tbfa,
dep='需要地',
dem='需要',
fac='工場',
prd='製品',
tcs='輸送費',
pcs='生産費',
lwb='下限',
upb='上限'):
"""
ロジスティクスネットワーク問題を解く
tbde: 需要地 製品 需要
tbdi: 需要地 工場 輸送費
tbfa: 工場 製品 生産費 (下限) (上限)
出力: 解の有無, 輸送表, 生産表
"""
import numpy as np, pandas as pd
from pulp import LpProblem, lpDot, lpSum, value
facprd = [fac, prd]
m = LpProblem()
tbpr = tbfa[facprd].sort_values(facprd).drop_duplicates()
tbdi2 = pd.merge(tbdi, tbpr, on=fac)
tbdi2['VarX'] = addvars(tbdi2.shape[0])
tbfa['VarY'] = addvars(tbfa.shape[0])
tbsm = pd.concat(
[tbdi2.groupby(facprd).VarX.sum(),
tbfa.groupby(facprd).VarY.sum()], 1)
tbde2 = pd.merge(tbde, tbdi2.groupby([dep, prd]).VarX.sum().reset_index())
m += lpDot(tbdi2[tcs], tbdi2.VarX) + lpDot(tbfa[pcs], tbfa.VarY)
tbsm.apply(lambda r: m.addConstraint(r.VarX <= r.VarY), 1)
tbde2.apply(lambda r: m.addConstraint(r.VarX >= r[dem]), 1)
if lwb in tbfa:
def flwb(r):
r.VarY.lowBound = r[lwb]
tbfa[tbfa[lwb] > 0].apply(flwb, 1)
if upb in tbfa:
def fupb(r):
r.VarY.upBound = r[upb]
tbfa[tbfa[upb] != np.inf].apply(fupb, 1)
m.solve()
if m.status == 1:
tbdi2['ValX'] = tbdi2.VarX.apply(value)
tbfa['ValY'] = tbfa.VarY.apply(value)
return m.status == 1, tbdi2, tbfa
def build_dead_trans_lp(self, transition_id): #uses pulp; doesnt work
analysed_transition=self.transitions[transition_id]
n_transitions=len(self.transitions)
self.firing_count_vector=[pulp.LpVariable("t"+str(i),0) for i in range(0, n_transitions)]
weights=[[0 for i in range(0,n_transitions)] for j in range(0,self.n_places)]
for i in range(0, n_transitions):
trans=self.transitions[i]
for (input_id, input_weight) in zip(trans.input_ids, trans.input_weights):
weights[input_id][i]=-input_weight
for (output_id, output_weight) in zip(trans.output_ids, trans.output_weights):
weights[output_id][i]+=output_weight
i = 0
while i < n_transitions:
analysed_trans_input_weights=[0 for i in range(0,self.n_places)]
prob=pulp.LpProblem("prob", pulp.LpMinimize)
analysed_transition=self.transitions[i]
for (input_id, input_weight) in zip(analysed_transition.input_ids, analysed_transition.input_weights):
analysed_trans_input_weights[input_id]=input_weight
for j in range(0,self.n_places):
prob+=self.initial_marking[j]+pulp.lpDot(weights[j], self.firing_count_vector) >= analysed_trans_input_weights[j]
try:
status = prob.solve(pulp.GLPK(msg=0))
print(str(status))
i=i+1
except Exception:
status = prob.solve(pulp.GLPK(msg=0))
print(str(status))
i=i+1
def facility_location(p, point, cand, func=None):
"""
施設配置問題
p-メディアン問題：総距離×量の和の最小化
入力
p: 施設数上限
point: 顧客位置と量のリスト
cand: 施設候補位置と容量のリスト
func: 顧客位置index,施設候補indexを引数とする重み関数
出力
顧客ごとの施設番号リスト
"""
if not func:
func = lambda i, j: sqrt((point[i][0] - cand[j][0])**2 +
(point[i][1] - cand[j][1])**2)
rp, rc = range(len(point)), range(len(cand))
m = LpProblem()
x = addbinvars(len(point), len(cand))
y = addbinvars(len(cand))
m += lpSum(x[i][j] * point[i][2] * func(i, j) for i in rp for j in rc)
m += lpSum(y) <= p
for i in rp:
m += lpSum(x[i]) == 1
for j in rc:
m += lpSum(point[i][2] * x[i][j] for i in rp) <= cand[j][2] * y[j]
if m.solve() != 1:
return None
return [int(value(lpDot(rc, x[i]))) for i in rp]
def facility_location_without_capacity(p, point, cand=None, func=None):
"""
容量制約なし施設配置問題
p-メディアン問題：総距離の和の最小化
入力
p: 施設数上限
point: 顧客位置のリスト
cand: 施設候補位置のリスト(Noneの場合、pointと同じ)
func: 顧客位置index,施設候補indexを引数とする重み関数
出力
顧客ごとの施設番号リスト
"""
if cand is None:
cand = point
if not func:
func = lambda i, j: sqrt((point[i][0] - cand[j][0])**2 +
(point[i][1] - cand[j][1])**2)
rp, rc = range(len(point)), range(len(cand))
m = LpProblem()
x = addbinvars(len(point), len(cand))
y = addbinvars(len(cand))
m += lpSum(x[i][j] * func(i, j) for i in rp for j in rc)
m += lpSum(y) <= p
for i in rp:
m += lpSum(x[i]) == 1
for j in rc:
m += x[i][j] <= y[j]
if m.solve() != 1:
return None
return [int(value(lpDot(rc, x[i]))) for i in rp]
def combinatorial_auction(n, cand, limit=-1):
"""
組合せオークション
要素を重複売却せず、購入者ごとの候補数上限を超えないように売却金額を最大化
入力
n: 要素数
cand: (金額, 部分集合, 購入者ID)の候補リスト。購入者IDはなくてもよい
limit: 購入者ごとの候補数上限。-1なら無制限。購入者IDをキーにした辞書可
出力
選択された候補リストの番号リスト
"""
dcv = defaultdict(list) # buyer別候補変数
dcc = defaultdict(list) # item別候補
isdgt = isinstance(limit, int)
# buyer別候補数上限
dcl = defaultdict(lambda: limit if isdgt else -1, {} if isdgt else limit)
m = LpProblem(sense=LpMaximize)
x = addbinvars(len(cand)) # 候補を選ぶかどうか
m += lpDot([ca[0] for ca in cand], x) # 目的関数
for v, ca in zip(x, cand):
bid = ca[2] if len(ca) > 2 else 0
dcv[bid].append(v)
for k in ca[1]:
dcc[k].append(v)
for k, v in dcv.items():
ll = dcl[k]
if ll >= 0:
m += lpSum(v) <= ll # 購入者ごとの上限
for v in dcc.values():
m += lpSum(v) <= 1 # 要素の売却先は1まで
if m.solve() != 1:
return None
return [i for i, v in enumerate(x) if value(v) > 0.5]
def set_covering(n, cand, is_partition=False):
"""
集合被覆問題
入力
n: 要素数
cand: (重み, 部分集合)の候補リスト
is_partition: 集合分割問題かどうか
出力
選択された候補リストの番号リスト
"""
ad = AutoCountDict()
m = LpProblem()
vv = [addvar(cat=LpBinary) for _ in cand]
m += lpDot([w for w, _ in cand], vv) # obj func
ee = [[] for _ in range(n)]
for v, (_, c) in zip(vv, cand):
for k in c:
ee[ad[k]].append(v)
for e in ee:
if e:
if is_partition:
m += lpSum(e) == 1
else:
m += lpSum(e) >= 1
if m.solve() != 1:
return None
return [i for i, v in enumerate(vv) if value(v) > 0.5]
def dual_model(m, ignoreUpBound=False):
"""双対問題作成"""
coe = 1 if m.sense == LpMinimize else -1
nwmdl = LpProblem(
sense=LpMaximize if m.sense == LpMinimize else LpMinimize)
ccs = [[], [], []]
for cns in m.constraints.values():
ccs[cns.sense + 1].append(cns)
for v in m.variables():
if v.lowBound is not None:
ccs[2].append(v >= v.lowBound)
if not ignoreUpBound and v.upBound is not None:
ccs[0].append(v <= v.upBound)
var_count = [0]
vvs = [
addvars(len(cc), var_count=var_count, lowBound=0 if i != 1 else None)
for i, cc in enumerate(ccs)
]
nwmdl += coe * lpSum(k * lpDot([c.constant for c in cc], vv)
for k, cc, vv in zip([1, -1, -1], ccs, vvs))
for w in m.variables():
nwmdl += lpSum(k * c.get(w) * v
for k, cc, vv in zip([-1, 1, 1], ccs, vvs)
for c, v in zip(cc, vv)
if c.get(w)) == coe * m.objective.get(w, 0)
return nwmdl
def dual_model_nonzero(m, ignoreUpBound=False):
"""双対問題作成(ただし、全て非負変数)"""
from pulp import LpProblem, lpDot, lpSum, LpMaximize, LpMinimize
assert all(v.lowBound == 0 for v in m.variables()), 'Must be lowBound==0'
if not ignoreUpBound:
assert all(v.upBound is None for v in m.variables())
coe = 1 if m.sense == LpMinimize else -1
nwmdl = LpProblem(
sense=LpMaximize if m.sense == LpMinimize else LpMinimize)
ccs = [[], [], []]
for cns in m.constraints.values():
ccs[cns.sense + 1].append(cns)
var_count = [0]
vvs = [
addvars(len(cc), var_count=var_count, lowBound=0 if i != 1 else None)
for i, cc in enumerate(ccs)
]
nwmdl += coe * lpSum(k * lpDot([c.constant for c in cc], vv)
for k, cc, vv in zip([1, -1, -1], ccs, vvs))
for w in m.variables():
nwmdl += lpSum(k * c.get(w) * v
for k, cc, vv in zip([-1, 1, 1], ccs, vvs)
for c, v in zip(cc, vv)
if c.get(w)) <= coe * m.objective.get(w, 0)
return nwmdl
def tsp1(nodes, dist):
"""
巡回セールスマン問題
入力
nodes: 点(dist未指定時は、座標)のリスト
dist: (i,j)をキー、距離を値とした辞書
出力
距離と点番号リスト
"""
from more_itertools import iterate, take
n = len(nodes)
df = pd.DataFrame(
[(i, j, dist[i, j]) for i in range(n) for j in range(n) if i != j],
columns=["NodeI", "NodeJ", "Dist"],
)
m = LpProblem()
df["VarIJ"] = addbinvars(len(df))
df["VarJI"] = df.sort_values(["NodeJ", "NodeI"]).VarIJ.values
u = [0] + addvars(n - 1)
m += lpDot(df.Dist, df.VarIJ)
for _, v in df.groupby("NodeI"):
m += lpSum(v.VarIJ) == 1 # 出次数制約
m += lpSum(v.VarJI) == 1 # 入次数制約
for i, j, _, vij, vji in df.query("NodeI!=0 & NodeJ!=0").itertuples(False):
m += u[i] + 1 - (n - 1) * (1 - vij) + (n - 3) * vji <= u[
j] # 持ち上げポテンシャル制約(MTZ)
for _, j, _, v0j, vj0 in df.query("NodeI==0").itertuples(False):
m += 1 + (1 - v0j) + (n - 3) * vj0 <= u[j] # 持ち上げ下界制約
for i, _, _, vi0, v0i in df.query("NodeJ==0").itertuples(False):
m += u[i] <= (n - 1) - (1 - vi0) - (n - 3) * v0i # 持ち上げ上界制約
m.solve()
df["ValIJ"] = df.VarIJ.apply(value)
dc = df[df.ValIJ > 0.5].set_index("NodeI").NodeJ.to_dict()
return value(m.objective), list(take(n, iterate(lambda k: dc[k], 0)))
def tansportation_problem(costs, x_max, y_max):
row = len(costs)
col = len(costs[0])
prob = pulp.LpProblem('Transportation Problem', sense=pulp.LpMaximize)
# lowBound 设置非负
var = [[
pulp.LpVariable(f'x{i}{j}', lowBound=0, cat=pulp.LpInteger)
for j in range(col)
] for i in range(row)]
#折叠成1维
# flatten 1，2，3-----》》 1，2，3，4，5，6
# 4，5，6
flatten = lambda x: [y for l in x
for y in flatten(l)] if type(x) is list else [x]
#目标函数
prob += pulp.lpDot(flatten(var), costs.flatten())
#约束
for i in range(row):
prob += (pulp.lpSum(var[i]) <= x_max[i])
for j in range(col):
prob += (pulp.lpSum([var[i][j] for i in range(row)]) <= y_max[j])
prob.solve()
return {
'objective': pulp.value(prob.objective),
'var':
[[pulp.value(var[i][j]) for j in range(col)] for i in range(row)]
}
def disjointness_LP(sets):
if (len(sets) == 0):
return
prob = LpProblem("Disjointness Problem", LpMaximize)
variables = []
for i in range(len(sets)):
variables.append(LpVariable("Include Set " + str(i), 0, 1))
#objective
prob += lpSum([1 * variables[i] for i in range(len(sets))])
#constraints
for j in range(len(sets[0])):
#for every qubit, make the sum of actions less than 1
prob += lpDot([sets[i][j] for i in range(len(sets))],
[variables[i] for i in range(len(sets))]) <= 1
prob.writeLP("Disjointness.lp")
prob.solve(solver=PULP_CBC_CMD(msg=0))
representatives = []
values = []
for v in prob.variables():
i = extract_index(v.name)
if (v.varValue != 0.0):
representatives.append(i)
values.append(v.varValue)
return value(prob.objective), representatives, values
def shift_scheduling(ndy, nst, shift, proh, need):
"""
勤務スケジューリング問題
入力
ndy: 日数
nst: スタッフ数
shift: シフト(1文字)のリスト
proh: 禁止パターン(シフトの文字列)のリスト
need: シフトごとの必要人数リスト(日ごと)
出力
日ごとスタッフごとのシフトの番号のテーブル
"""
nsh = len(shift)
rdy, rst, rsh = range(ndy), range(nst), range(nsh)
dsh = {sh: k for k, sh in enumerate(shift)}
m = LpProblem()
v = [[[addvar(cat=LpBinary) for _ in rsh] for _ in rst] for _ in rdy]
for i in rdy:
for j in rst:
m += lpSum(v[i][j]) == 1
for sh, dd in need.items():
m += lpSum(v[i][j][dsh[sh]] for j in rst) >= dd[i]
for prh in proh:
n, pr = len(prh), [dsh[sh] for sh in prh]
for j in rst:
for i in range(ndy - n + 1):
m += lpSum(v[i + h][j][pr[h]] for h in range(n)) <= n - 1
if m.solve() != 1:
return None
return [[int(value(lpDot(rsh, v[i][j]))) for j in rst] for i in rdy]
def solver(name: str):
size = len(name)
# 問題の定義
prob = pulp.LpProblem('tsp', sense=pulp.LpMaximize)
# 変数の生成
xs = []
for i in range(size):
x = [pulp.LpVariable('x{}_{}'.format(i, j), cat='Binary') for j in range(size)]
xs.append(x)
# 部分順回路排除用
u = pulp.LpVariable.dicts('u', (i for i in range(size)), lowBound=1, upBound=size, cat='Integer')
# スコア生成用の定数配列の生成
cs = []
for i in range(size):
cs.append([])
for j in range(size):
if name[i] in vowels or name[j] in vowels:
cs[i].append(1)
else:
cs[i].append(0)
# 目的関数
prob += pulp.lpSum([pulp.lpDot(c, x) for c, x in zip(cs, xs)])
# 制約条件
# 各文字への行きと帰りはそれぞれ一度しか選ばれない
for i in range(size):
prob += pulp.lpSum([xs[j][i] for j in range(size)]) <= 1
prob += pulp.lpSum([xs[i][j] for j in range(size)]) <= 1
# n文字(n-1回の連結)
prob += pulp.lpSum([pulp.lpSum([x2 for x2 in x1]) for x1 in xs]) == size - 1
# おなじ文字には行かない
for i in range(size):
prob += xs[i][i] == 0
# 部分順回路排除用
# @see: http://www.ie110704.net/2020/08/15/pulp%E3%81%A7%E6%95%B0%E7%90%86%E6%9C%80%E9%81%A9%E5%8C%96%E5%95%8F%E9%A1%8C%EF%BC%88tsp%E3%80%81vrp%EF%BC%89/
for i in range(size):
for j in range(size):
if i != j: # ハミルトン閉路ではi,j == 0のとき制約を追加しない
prob += u[i] - u[j] <= (1 - xs[i][j]) * size - 1
# 行きか帰りに一度は選ばれる
for i in range(size):
prob += pulp.lpSum([xs[i][j] for j in range(size)]) + pulp.lpSum([xs[j][i] for j in range(size)]) >= 1
pulp.PULP_CBC_CMD(msg=0, timeLimit=1, options = ['maxsol 1']).solve(prob)
xs = [[round(x2.value()) for x2 in x1] for x1 in xs]
if prob.status != 1: print(prob.status, pulp.LpStatus[prob.status])
# print("score:", prob.objective.value())
# pprint(xs)
# pprint([u1 for u1 in u])
result = target_name(xs, name)
return (result, prob.objective.value())
def tsp2(pos):
"""
巡回セールスマン問題
入力
pos: 座標のリスト
出力
距離と点番号リスト
"""
pos = np.array(pos)
N = len(pos)
m = LpProblem()
v = {}
for i in range(N):
for j in range(i + 1, N):
v[i, j] = v[j, i] = LpVariable("v%d%d" % (i, j), cat=LpBinary)
m += lpDot(
[np.linalg.norm(pos[i] - pos[j]) for i, j in v if i < j],
[x for (i, j), x in v.items() if i < j],
)
for i in range(N):
m += lpSum(v[i, j] for j in range(N) if i != j) == 2
for i in range(N):
for j in range(i + 1, N):
for k in range(j + 1, N):
m += v[i, j] + v[j, k] + v[k, i] <= 2
st = set()
while True:
m.solve()
u = unionfind(N)
for i in range(N):
for j in range(i + 1, N):
if value(v[i, j]) > 0:
u.unite(i, j)
gg = u.groups()
if len(gg) == 1:
break
for g_ in gg:
g = tuple(g_)
if g not in st:
st.add(g)
m += (lpSum(
v[i, j] for i in range(N) for j in range(i + 1, N)
if (i in g and j not in g) or (i not in g and j in g)) >=
1)
break
cn = [0] * N
for i in range(N):
for j in range(i + 1, N):
if value(v[i, j]) > 0:
if i or cn[i] == 0:
cn[i] += j
cn[j] += i
p, q, r = cn[0], 0, [0]
while p != 0:
r.append(p)
q, p = p, cn[p] - q
return value(m.objective), r
def linear_opt(ers, list_constraints, max_mode=True, target_vec=None, num_contests=0):
assert max_mode or target_vec is not None, "incorrect inputs"
if max_mode or (num_contests == 0):
num_contests = 1
max_mode = True
else:
num_contests = num_contests
max_mode = False
choice_dict = {}
for cont in range(num_contests):
choice_dict[cont] = pulp.LpVariable.matrix("Choices" + str(cont), ers.index, lowBound=0, upBound=1,
cat='Integer')
choice_dict['Total'] = pulp.LpVariable.matrix("ChoicesTotal", ers.index, lowBound=0, upBound=num_contests,
cat='Integer')
choice_df = pd.DataFrame(choice_dict)
if max_mode:
prob = pulp.LpProblem("prob", pulp.LpMaximize)
prob += pulp.lpDot(choice_dict['Total'], list(ers.values))
else:
prob = pulp.LpProblem("prob", pulp.LpMinimize)
abs_y = pulp.LpVariable.matrix("abs_y", ers.index, lowBound=0)
prob += pulp.lpSum(abs_y) # - pulp.lpDot(choice_dict['Total'], list(ers.values))
for cont in range(num_contests):
for lc in list_constraints:
if lc[0] == "dot":
if lc[1] == ">=":
prob += pulp.lpDot(list(lc[2].values), choice_dict[cont]) >= lc[3]
if lc[1] == "<=":
prob += pulp.lpDot(list(lc[2].values), choice_dict[cont]) <= lc[3]
if lc[1] == "==":
prob += pulp.lpDot(list(lc[2].values), choice_dict[cont]) == lc[3]
for ix in choice_df.index:
prob += pulp.lpSum(list(choice_df.iloc[ix].values[:num_contests])) == choice_df.iloc[ix]['Total']
if not max_mode:
prob += choice_df.iloc[ix]['Total'] - target_vec.values[ix] <= abs_y[ix]
prob += choice_df.iloc[ix]['Total'] - target_vec.values[ix] >= -abs_y[ix]
prob.solve()
choice_df.index = ers.index
solution_opt = choice_df.applymap(lambda x: bool(x.value())).drop('Total', axis=1).astype(int)
if max_mode:
return solution_opt[0]
else:
return solution_opt
def knapsack(size, weight, capacity):
"""
ナップサック問題
価値の最大化
入力
size: 荷物の大きさのリスト
weight: 荷物の価値のリスト
capacity: 容量
出力
価値の総和と選択した荷物番号リスト
"""
m = LpProblem(sense=LpMaximize)
v = [addvar(cat=LpBinary) for _ in size]
m += lpDot(weight, v)
m += lpDot(size, v) <= capacity
if m.solve() != 1:
return None
return value(
m.objective), [i for i in range(len(size)) if value(v[i]) > 0.5]
def random_model(nv,
nc,
sense=1,
seed=1,
rtfr=0,
rtco=0.1,
rteq=0,
feasible=False):
"""
ランダムなLP作成
nv,nc:変数数、制約条件数
sense:種類(LpMinimize=1)
seed:乱数シード
rtfr:自由変数割合
rtco:係数行列非零割合
rteq:制約条件等号割合
feasible:実行可能かどうか
"""
from pulp import LpConstraint, LpStatusOptimal
rtco = max(1e-3, rtco)
if seed:
np.random.seed(seed)
var_count = [0]
x = np.array(addvars(nv, var_count=var_count))
while True:
m = LpProblem(sense=sense)
m += lpDot(np.random.rand(nv) * 2 - 1, x)
for v in x[np.random.rand(nv) < rtfr]:
v.lowBound = None
rem = nc
while rem > 0:
a = np.random.rand(nv) * 2 - 1
a[np.random.rand(nv) >= rtco] = 0
if (a == 0).all():
continue
if (a <= 0).all():
a = -a
se = int(np.random.rand() >= rteq) * np.random.choice([-1, 1])
m += LpConstraint(lpDot(a, x), se, rhs=np.random.rand())
rem -= 1
if not feasible or m.solve() == LpStatusOptimal:
return m
def _set_objective(self):
if self.task_rewards is None:
logger.info(
"Setting objective with equal reward for every task...")
self.objective = lpSum(self.start_variables_np)
else:
logger.info("Setting objective with task rewards...")
self.objective = lpDot(
np.transpose(a=self.start_variables_np, axes=[1, 0, 2]),
self.task_rewards,
)
def _init_formulation(g):
lp = LpProblem()
lp += lpDot(
nx.get_edge_attributes(g, 'v').values(),
nx.get_edge_attributes(g, 'w').values())
for i in g:
lp += lpSum(g[i][j]['v'] for j in g.successors(i)) == 1
lp += lpSum(g[j][i]['v'] for j in g.predecessors(i)) == 1
for i, j in g.edges: # this is for Dantzig-Fulkerson-Johnson.
if i < j:
lp += g[i][j]['v'] + g[j][i]['v'] <= 1
return lp
def example2():
'''
河流污染问题
'''
import pulp as lp
# variables
Variables = ['x1', 'x2']
Object = [1000, 800]
x1_limit = [1, 0]
x2_limit = [0, 1]
sub = [0.8, 1]
# problem
prob = lp.LpProblem('The Problem 2', lp.LpMinimize)
# prob_vars = lp.LpVariable.dicts('Prob', Variables)
prob_vars = lp.LpVariable.matrix('Prob', Variables)
print prob_vars
# object
prob += lp.lpDot(Object, prob_vars)
# subject
prob += lp.lpDot(x1_limit, prob_vars) >= 1
prob += lp.lpDot(x1_limit, prob_vars) <= 2
prob += lp.lpDot(x2_limit, prob_vars) >= 0
prob += lp.lpDot(x2_limit, prob_vars) <= 1.4
prob += lp.lpDot(sub, prob_vars) >= 1.6
print prob
# solve
prob.solve()
print 'Status', lp.LpStatus[prob.status]
result = []
for v in prob.variables():
result.append([v.name, v.varValue])
print v.name, '=', v.varValue
print 'The Optimal value is : ', lp.value(prob.objective)
def __calcImportance(self, solutionsList):
'''Calculates the importance of a weight P2 of referenced work
to calculate the importance.
'''
if any(self.w + 10**-5 >= 1):
self.__importance = -float('inf')
return
oidx = [i for i in range(self.M)]
prob = lp.LpProblem("xNISE procedure", lp.LpMinimize)
uR = list(lp.LpVariable.dicts('uR', oidx, cat='Continuous').values())
for value, sols in enumerate(solutionsList):
expr = lp.lpDot(self.__normw(sols.w), uR)
cons = self.__normf(sols.objs) @ self.__normw(sols.w)
prob += expr >= cons
for i in oidx:
prob += uR[i] <= self.__normf(self.__globalU)[i]
prob += lp.lpDot(self.__normw(self.w), uR)
grbs = lp.solvers.GUROBI(msg=False, OutputFlag=False, Threads=1)
if grbs.available():
prob.solve(grbs)
else:
cbcs = lp.solvers.PULP_CBC_CMD(threads=1)
prob.solve(cbcs, use_mps=False)
feasible = False if prob.status in [-1, -2] else True
self.__uR = np.array([lp.value(uR[i]) for i in oidx])
if feasible:
self.__importance = (self.__normw(self.w) @ self.__point -
self.__normw(self.w) @ self.__uR)
else:
raise ('Non-feasible solution')
def addlines(m, curve, x, y):
"""区分線形制約(非凸)"""
n = len(curve)
w = addvars(n - 1)
z = addbinvars(n - 2)
a = [p[0] for p in curve]
b = [p[1] for p in curve]
m += x == a[0] + lpSum(w)
c = [(b[i + 1] - b[i]) / (a[i + 1] - a[i]) for i in range(n - 1)]
m += y == b[0] + lpDot(c, w)
for i in range(n - 1):
if i < n - 2:
m += (a[i + 1] - a[i]) * z[i] <= w[i]
m += w[i] <= (a[i + 1] - a[i]) * (1 if i == 0 else z[i - 1])
def ParetoExtremeSet(F):
""" Compute the set of extreme non-dominated tables in a given set-factor """
#try:
if F.dimension == 1:
# compute maximum value
u = max([ F.tables[i][0] for i in range(F.num_tables) ])
H = SetFactor([])
H.addTable([u])
# find a maximum strategy
for i in range(F.num_tables):
if F.tables[i][0] == u:
H.labels[0] = F.labels[i]
break
return H
if F.num_tables <= 1:
return F
if F.num_tables <= 10:
return ParetoSet(F)
import pulp
H = SetFactor(F.scope)
N = F.num_tables
#assert(N>1)
D = F.dimension
for t1 in range(N):
x = (N-1)*[None]
for i in range(N-1):
x[i] = pulp.LpVariable("x"+str(i), 0.0, 1.0)
prob = pulp.LpProblem("hull", pulp.LpMinimize)
for i in range(D):
c = [ F.tables[t2][i] for t2 in range(N) if t2 != t1 ]
prob += (F.tables[t1][i] - pulp.lpDot(c,x) <= 0.0)
prob += (pulp.lpSum(x) == 1.0)
prob += x[0]
status = prob.solve(pulp.GUROBI_CMD(msg=0))
#print pulp.LpStatus[status]
if pulp.LpStatus[status] == "Not Solved":
# extreme point found
H.addTable(F.tables[t1])
H.labels[H.num_tables-1] = F.labels[t1]
#assert( H.num_tables > 0)
#print
#print F.num_tables-H.num_tables, " dominated tables removed"
return H
# 1.1.1 Production Planning Problem (P.1)
import pulp
prog = pulp.LpProblem('Production Planning Problem', pulp.LpMaximize)
A = [[5, 0, 6],
[0, 2, 8],
[7, 0, 15],
[3, 11, 0]]
b = [80, 50, 100, 70]
c = [70, 120, 30]
x = pulp.LpVariable.dicts('X', range(3), 0, 100, pulp.LpInteger)
prog += pulp.lpDot(c, [x[i] for i in range(3)])
for row in range(4):
prog += pulp.lpDot(A[row], [x[i] for i in range(3)]) <= b[row]
for i in range(3):
prog += x[i] >= 0
print(prog)
prog.solve();
for i in range(3):
print(x[i].varValue)
def fit(self, X, y):
"""Fit the RVM model to the given training data.
Pairs of unequal ordering are used for training. For example, if
rank(x_1) = rank(x_2) = 1 and rank(x_3) = 2, then the pairs
(x_1, x_3) and (x_2, x_3) will be used to train the model.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Training vectors.
y : array-like, shape = [n_samples]
Training ordering with one rank per sample.
Returns
-------
self : object
Returns self.
"""
gram_matrix = pairwise.pairwise_kernels(X, metric=self.kernel)
index_pairs = ranked_index_pairs(y)
n_points = X.shape[0]
n_pairs = len(index_pairs)
if self.verbose:
print 'rvm: Setting up the linear program and its objective..'
# Set up the linear program and specify the variables, their domains,
# and the objective. (We only specify lower bounds because the upper
# bound is infinity by default.)
self._linprog = pulp.LpProblem('RVM', pulp.LpMinimize)
alpha = [pulp.LpVariable('alpha%d' % i, 0) for i in xrange(n_points)]
alpha_coefs = [1.0]*n_points
xi = [pulp.LpVariable('xi%d' % i, 0) for i in xrange(n_pairs)]
xi_coefs = [self.C]*n_pairs
self._linprog += pulp.lpDot(alpha_coefs + xi_coefs, alpha + xi)
if self.verbose:
print 'rvm: Adding constraints to the linear program..'
# Add the constraints, one for each pair formed above.
for l, (u, v) in enumerate(index_pairs):
variables = alpha + [xi[l]]
coefs = list(gram_matrix[:, u] - gram_matrix[:, v]) + [1.0]
# LpAffineExpression isn't as clear as using lpDot, but for some
# reason it's faster.
self._linprog += pulp.LpAffineExpression(zip(variables, coefs)) >= 1
if self.verbose:
print "rvm: Solving linear program.."
status = self._linprog.solve(self.solver)
if status != 1:
raise Exception('rvm: Unknown error occurred while trying to solve linear program')
self._alpha = np.array([pulp.value(a) for a in alpha])
self._rank_vectors = X[self._alpha != 0, :]
if self.verbose:
print 'rvm: Fit complete.'
return self
def solve (self):
#
# forall (i in get_items()):
# item[i] = i.print_mip()
# forall (slot in get_slots()):
# post: sum (item[slot,:]) = 1
# forall (i in get_items()):
# post: sum (item[:,:] if item[:,:].name == i.name) <= 1
problem = pulp.LpProblem("World of Warcraft Optimizer", pulp.LpMaximize)
one_handed = []
item_stats = dict()
for slot in self.items.keys():
for item in self.items[slot]:
self.used[item] = pulp.LpVariable("used[" + item.real_name + "]", 0, 1, 'Integer')
item_stats[item] = item.solve(problem, self.used[item])
if self.items[slot]:
if slot in [ 13, 22 ]: # One-handed, Off-hand
one_handed.append(self.used[item])
else:
if slot in [ 11, 12 ]: # Trinket, Ring
num_in_slot = 2
else:
num_in_slot = 1
problem += pulp.lpSum(self.used[item] for item in self.items[slot]) <= num_in_slot
if one_handed:
problem += pulp.lpSum(one_handed) <= 2
for item in self.used.keys():
duplicates = [ self.used[i] for i in self.used.keys() if i.get_name() == item.get_name() ]
if len(duplicates) > 1:
problem += pulp.lpSum(duplicates) <= 1
#
# variable: slot_17 in [0,1]
# post: slot_17 == sum (used[item] for item in items[17,:])
# for slot in [ 13, 14, 21, 22, 23 ]:
# variable: slot_used in [0,1]
# post: slot_used = sum (used[item] for item in items[slot,:])
# post: slot_used <= 1 - slot_17
if 17 in self.items.keys():
slot_used_17 = pulp.LpVariable('slot_used[17]', 0, 1, 'Integer')
if 17 in self.items.keys():
problem += slot_used_17 == pulp.lpSum(self.used[item] for item in self.items[17])
else:
problem += slot_used_17 == 0
for slot in set([ 13, 14, 21, 22, 23 ]) & set(self.items.keys()):
slot_used = pulp.LpVariable('slot_used[' + str(slot) + ']', 0, 1, 'Integer')
problem += slot_used == pulp.lpSum(self.used[item] for item in self.items[slot])
problem += slot_used <= 1 - slot_used_17
#
# variable: total_stats in [0,Inf]^4
# post: sum (item[i]) = total_stats
for i in range(len(self.total_stats)):
self.total_stats[i] = pulp.LpVariable("total_stats[" + str(i) + "]", 0, cat = 'Integer')
problem += pulp.lpSum(s[i] for s in item_stats.values()) + self.base_stats[i] == self.total_stats[i]
#
# var: penalty in [0,Inf]
# post: additional contraints
# objective function: weight[:] * total_stats[:]
#
# solve it
self.penalty = pulp.LpVariable('penalty', 0, cat = 'Integer')
for ac in self.additional_constraints:
def N (name):
return '%s[%s]' % (name, '')
global I, G
exec ac in globals(), locals()
self.score = pulp.lpDot(self.weight, self.total_stats) - self.penalty
problem += self.score
# problem.writeLP('debug.lp')
problem.solve()
return problem.status
# each total product
A = [90, 80]
# each order for a company
B = [70, 40, 60]
# each transfer cost
Cost = [[4, 7, 12],
[11, 6, 3]]
prog = pulp.LpProblem('Transpotation Problem', pulp.LpMinimize)
x = pulp.LpVariable.dicts('X', (range(N), range(M)), 0, None, pulp.LpInteger)
str_x = [[x[i][j] for j in range(M)] for i in range(N)]
prog += pulp.lpDot(Cost, str_x)
for i in range(N):
prog += pulp.lpDot([1 for j in range(M)], [x[i][j] for j in range(M)]) == A[i]
for i in range(M):
prog += pulp.lpDot([1 for j in range(N)], [x[j][i] for j in range(N)]) == B[i]
prog.solve()
print(prog)
for i in range(N):
for j in range(M):
print(x[i][j].varValue)
D = [[75, 50],
[8, 7]]
# arrange Inventory Plan
E1 = [[1 for t in range(T - 1)] + [0] for n in range(N)]
E2 = [[0] + [1 for t in range(T - 1)] for n in range(N)]
prog = pulp.LpProblem('Multi-period Planning Problem', pulp.LpMinimize);
x = pulp.LpVariable.dicts('X', (range(N), range(T)), 0, None, pulp.LpInteger)
y = pulp.LpVariable.dicts('Y', (range(N), range(T)), 0, None, pulp.LpInteger)
tmp_x = [[x[row][i] for i in range(T)] for row in range(N)]
tmp_y = [[y[row][i] for i in range(T)] for row in range(N)]
prog += pulp.lpDot(D[0], tmp_x) + pulp.lpDot(D[1], tmp_y)
for row_t in range(T):
for row_i in range(N):
prog += pulp.lpDot(A[row_i], [x[i][row_t] for i in range(N)]) <= C[row_t][row_i]
for row_t in range(T):
for row_i in range(N):
prog += x[row_i][row_t] + E2[row_i][row_t] * y[row_i][(T + row_t - 1) % T] - E1[row_i][row_t] * y[row_i][row_t] == B[row_t][row_i]
print(prog)
prog.solve()
for t in range(T):
for n in range(N):
