def _mp_gk_calc(self, model_data, Outcomes, cds, x_bar_new, new_x_non_zero,
time, btime):
gkt = 0
for OC in Outcomes:
if OC != None:
# Determine Branch
for b in self.Branches[time]:
breal = 0
for (i, j, real) in self.Branch_Def[b]:
if OC[model_data._data['product'][None].index(
i)] + 1 > j and real == 1:
breal += 1
elif OC[model_data._data['product'][None].index(
i)] < j and real == 0:
breal += 1
if breal == len(self.Branch_Def[b]):
sbranch = b
break
sinf = SC.scenario(OC, model_data._data['probability'],
model_data._data['product'][None],
model_data._data['trial'][None])
sqrtterm = 0
for (i, j, t) in cds[sbranch]:
ltup = [
tup for tup in new_x_non_zero if tup[0] == i
and tup[1] == j and tup[2] == t and tup[3] == OC
]
if len(ltup) == 1:
sqrtterm += (round(ltup[0][5], 3) - round(
x_bar_new[sbranch][model_data._data['product']
[None].index(i)][t - 1], 3))**2
else:
print('ERROR!!!')
gkt += sinf.probability * sqrt(sqrtterm)
return gkt
def Scen_Solve(S_List, MD, FD):
ENPV_Set = 0
### Build Initial Model
model = build_model(MD)
#print(FD)
for s in S_List:
if s != None:
ss = tuple(s)
#print(ss)
### Definition
product = MD._data['product'][None]
trials = MD._data['trial'][None]
## Scenario Specific Data
sinf = SC.scenario(ss, MD._data['probability'], product, trials)
Success = {}
for i in product:
model.Success[i] = sinf.success[product.index(i)]
### Fix Fixed Variables
for (i, j, t, dec) in FD:
for rlzn in FD[(i, j, t, dec)]:
if rlzn_check(ss, rlzn, product):
#print(i,j,t+1,dec)
model.Decision_X[i, j, t + 1].value = dec
model.Decision_X[i, j, t + 1].fixed = True
### Solve Model
opt = SolverFactory("cplex")
results = opt.solve(model)
model.solutions.load_from(results)
ENPV_Set = ENPV_Set + sinf.probability * float(
results['Problem'][0]['Lower bound'])
model.unfix_all_vars()
return ENPV_Set
def deterministic_PRDP_solve_with_return(mipgap, model_data, output_directory):
### Start Solution Timer
start_time = timer.clock()
init_mem = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss
##Solver Choice
opt = SolverFactory("cplex")
options = Options()
opt.options.mip_tolerances_mipgap = mipgap
##########################################
### Generate Scenario
##########################################
#### Problem Info For Scenario Generation
num_product = len(model_data._data['product'][None])
prod = model_data._data['product'][None]
num_trial = len(model_data._data['trial'][None])
sg = model_data._data['trial'][None]
prob = model_data._data['probability']
num_ts = len(model_data._data['time_step'][None])
### Generate all possible outcomes
Outcomes = itertools.product(range(num_trial + 1), repeat = num_product)
Outcomes = tuple(Outcomes)
### From Outcomes Name and Generate Scenarios
scenario = 1
List_of_Scenarios = {}
SS=[]
for items in Outcomes:
scenario_name = scenario
List_of_Scenarios[scenario_name] = scenario_class.scenario(items,prob, prod,sg)
SS.append(scenario_name)
scenario += 1
##########################################################
### Input Parameters to Solver
##########################################################
rev_max = {}
gammaL = {}
gammaD = {}
duration = {}
trial_cost = {}
revenue_max = {}
success = {}
rev_run = {}
rev_open = {}
discounting_factor ={}
##Set product
product = model_data._data['product'][None]
##Set stage_gate
stage_gate = model_data._data['trial'][None]
## Set time step
time_step = model_data._data['time_step'][None]
##Set resource type
resource_type = model_data._data['resource_type'][None]
## Set duration
duration = model_data._data['trial_duration']
## Set trial cost
trial_cost = model_data._data['trial_cost']
## Set Discount Values
for items in model_data._data['gammaL']:
gammaL[items[0]] = model_data._data['gammaL'][items]
for items in model_data._data['gammaD']:
gammaD[items[0]] = model_data._data['gammaD'][items]
## Set Maximum Revenue
for items in model_data._data['maximum_revenue']:
revenue_max[items[0]] = model_data._data['maximum_revenue'][items]
## Set Last Trial
last_trial = len(stage_gate)
last_time_step = len(time_step)
##Calculate Success matrix
success = M2S_item.calc_success(product, num_trial, List_of_Scenarios)
## Calculate running rev
rev_run = M2S_item.calc_rr(revenue_max,gammaL,duration, product, stage_gate, time_step)
##Calculate open rev
rev_open = M2S_item.calc_openrev(revenue_max,gammaL,duration, product, stage_gate, time_step, last_time_step)
##Calculate Discounting Factor
discounting_factor = M2S_item.calc_discounting_factor(revenue_max,gammaL,trial_cost, product, stage_gate, last_time_step)
## Set Probabilities and Outcomes
pb = {}
outcome = {}
for s in SS:
pb[s] = List_of_Scenarios[s].probability
outcome[s] = List_of_Scenarios[s].outcome
resource_max = {}
for items in model_data._data['max_resource']:
resource_max[items[0]] = model_data._data['max_resource'][items]
resource_required = {}
resource_required = model_data._data['resource_requirement']
#######################################################################
### Generate Non-Anticipativity Constraints
#######################################################################
OC = {}
for s in SS:
OC[s] = []
for i in prod:
OC[s].append(List_of_Scenarios[s].outcome[prod.index(i)])
phi= {}
phii= {}
phij ={}
for s in SS:
for sp in SS:
if sp > s:
for i in prod:
OCtest = list(OC[s])
OCtest[prod.index(i)] += 1
OCtest2 = list(OC[s])
OCtest2[prod.index(i)] += -1
if OCtest == OC[sp]:
trl = OC[s][prod.index(i)] + 1
phi[(s,sp)] = 1
phii[(s,sp)] = i
phij[(s,sp)] = trl
if OCtest2 == OC[sp]:
trl = OC[sp][prod.index(i)] + 1
phi[(s,sp)] = 1
phii[(s,sp)] = i
phij[(s,sp)] = trl
############################################
### Solve Model
############################################
model = defunction.de(prod,sg,time_step,resource_type,SS,resource_max,gammaL,gammaD,duration,trial_cost,resource_required, revenue_max,pb, success,last_time_step, last_trial, rev_run, rev_open, discounting_factor, phi, phii, phij, outcome)
sttmr = timer.clock()
results= opt.solve(model)
fttmr = timer.clock()
fin_mem = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss
model.solutions.load_from(results)
Scenario_Results = {}
for t in time_step:
for s in SS:
for i in product:
for j in stage_gate:
if model.Decision_X[i,j,t,s].value == 1:
index = product.index(i)
jndex = stage_gate.index(j)
tndx = time_step.index(t)
try:
Scenario_Results[(i,j,t)]
except:
Scenario_Results[(i,j,t)] = 1
### Make Output Directory
if not os.path.exists(output_directory):
os.makedirs(output_directory)
save_file = "Deterministic_Solution"
results.write(filename = os.path.join(output_directory, save_file))
Finish_Time = timer.clock()
Total_Solve_Time = fttmr - sttmr
Total_Time = Finish_Time - start_time
Objective_Value = results['Problem'][0]['Lower bound']
### Generate New File Name
save_file = "Output"
### Open save file
f = open(os.path.join(output_directory, save_file), "w")
### Generate file contents
algorithm_time = 'Total Solve Time:' + ' ' + str(Total_Solve_Time)
f.write(algorithm_time + '\n')
algorithm_time = 'Total Time:' + ' ' + str(Total_Time)
f.write(algorithm_time + '\n')
objective = "ENPV:" + " " + str(Objective_Value)
f.write(objective + '\n')
total_resource = "Total Memory:" + " " + str(fin_mem-init_mem)
f.write(total_resource + "\n")
f.write(str(Scenario_Results) + "\n")
f.close()
from Core.Solvers.MSSP.MSSP_Results_Object import MSSP_Results_Object
return_object = MSSP_Results_Object(Objective_Value, Total_Solve_Time,(fin_mem-init_mem), Total_Time)
return return_object
def main():
### Location and date information
current_directory = os.path.dirname(os.path.realpath(__file__))
current_date = time.strftime('%m_%d_%Y', time.gmtime())
### Set Results File Output Directory
output_directory = current_directory + '/Solutions/' + 'SAA_DE' + '_' + current_date + '/'
### Loop Info
# files = ['modeldata.dat','modeldatab.dat','modeldata3.dat']
# files = ['modeldata_4.dat','modeldata_10.dat','modeldata3.dat','modeldata3_5.dat','modeldata4_3.dat','modeldata4.dat','modeldata4_5.dat','modeldata5.dat']
# files = ['modeldata4_3.dat','modeldata4.dat','modeldata4_5.dat','modeldata5.dat','modeldata6.dat']
# files = ['modeldata_4.dat','modeldata_10.dat']
files = ['modeldata4_5.dat']
# Specify sample size
# Number_of_Scenarios = {'modeldatab.dat': [.3, .5, .7, 1.0], 'modeldata.dat': [.3, .5, .7, 1.0],
# 'modeldata3.dat': [0.05, 0.10, 0.15, 0.20, 0.25, .3, .4, .5, 0.6, 0.8, 1.0]}
# Number_of_Scenarios = {'modeldata6.dat':[.125, 0.25]}
# Number_of_Scenarios = {'modeldata4.dat':[0.5]}
# 'modeldata_4.dat':[.75]
# Number_of_Scenarios = {'modeldata_4.dat':[.75],'modeldata_10.dat':[.24],'modeldata3.dat':[.09375],'modeldata3_5.dat':[.192],'modeldata4_3.dat':[.148148148],'modeldata4.dat':[.5],'modeldata4_5.dat':[.0384],'modeldata5.dat':[0.25],'modeldata6.dat':[.125, 0.5, 0.75]}
Number_of_Scenarios = {
'modeldata_4.dat': [.75],
'modeldata_10.dat': [.24],
'modeldata3.dat': [.09375],
'modeldata3_5.dat': [.192],
'modeldata4_3.dat': [.148148148],
'modeldata4.dat': [.5],
'modeldata4_5.dat': [.0384, 0.25],
'modeldata5.dat': [.0625, 0.25],
'modeldata6.dat': [.125, 0.5, 0.75]
}
# Solve Count -- The specified number of time we solve the model.
# scount = {'modeldata4.dat': 1}
scount = {
'modeldata.dat': 1,
'modeldata_4.dat': 1,
'modeldata_10.dat': 1,
'modeldata3.dat': 1,
'modeldata3_5.dat': 1,
'modeldata4_3.dat': 1,
'modeldata4.dat': 1,
'modeldata4_5.dat': 1,
'modeldata5.dat': 1,
'modeldata6.dat': 1
}
# import_record_sceanrios = 'record_subset_scenarios_10_29_2020.json'
# with open(import_record_sceanrios) as f:
# Subset_Scenarios_record = dict([tuple((tuple(x[0]), x[1])) for x in json.loads(f.read())])
for fl in files:
print("Starting File " + str(fl))
##### Import the data into the system
model_data = get_datafile(fl)
### Define number of products and number of trials
NP = len(model_data._data['product'][None])
NT = len(model_data._data['trial'][None])
Product = model_data._data['product'][None]
Trials = model_data._data['trial'][None]
Probability = model_data._data['probability']
### Generate all possible outcomes
Outcomes = itertools.product(range(NT + 1), repeat=NP)
Outcomes = list(Outcomes)
### Generate Full Scenario Set
scenario = 1
Scenario_Objects = {}
Scenario_Outcomes = {}
Scenario_List = []
for s in Outcomes:
Scenario_Objects[scenario] = scenario_class.scenario(
s, Probability, Product, Trials)
Scenario_Outcomes[scenario] = s
Scenario_List.append(scenario)
scenario += 1
Full_Sample_Size = len(Outcomes)
Full_Sample_Size = math.ceil(Full_Sample_Size)
n = 0
nmax = 5
sub_model_Max = 0
sub_model_AVG = 0
sub_model_Max_alter = 0
sub_model_AVG_alter = 0
full_model_Max = 0
full_model_AVG = 0
reducedfull_model_Max = 0
reducedfull_model_AVG = 0
NAC_AVG = 0
NAC_MAX = 0
NAC_AVG_alter = 0
NAC_MAX_alter = 0
Full_AVG = 0
Full_Max = 0
while n < nmax:
sub_model_NAC_count = 0
sub_model_NAC_count_alter = 0
full_model_NAC_count = 0
reducedfull_model_NAC_count = 0
for ns in Number_of_Scenarios[fl]:
### Determine Sample Size
Sample_Size = ns * len(Outcomes)
Sample_Size = math.ceil(Sample_Size)
try:
import_record_sceanrios = 'record_subset_scenarios_10_29_2020.json'
with open(import_record_sceanrios) as f:
Subset_Scenarios_record = dict([
tuple((tuple(x[0]), x[1]))
for x in json.loads(f.read())
])
### Select Scenarios
Subset_Scenarios = Subset_Scenarios_record[fl, n, ns]
print(len(Subset_Scenarios))
except:
pass
try:
import_record_sceanrios = 'record_subset_scenarios_11_10_2020.json'
with open(import_record_sceanrios) as f:
Subset_Scenarios_record = dict([
tuple((tuple(x[0]), x[1]))
for x in json.loads(f.read())
])
### Select Scenarios
Subset_Scenarios = Subset_Scenarios_record[fl, n, ns]
print(len(Subset_Scenarios))
except:
pass
try:
import_record_sceanrios = 'record_subset_scenarios_11_19_2020.json'
with open(import_record_sceanrios) as f:
Subset_Scenarios_record = dict([
tuple((tuple(x[0]), x[1]))
for x in json.loads(f.read())
])
### Select Scenarios
Subset_Scenarios = Subset_Scenarios_record[fl, n, ns]
print(len(Subset_Scenarios))
except:
pass
try:
import_record_sceanrios = 'record_subset_scenarios_11_21_2020.json'
with open(import_record_sceanrios) as f:
Subset_Scenarios_record = dict([
tuple((tuple(x[0]), x[1]))
for x in json.loads(f.read())
])
### Select Scenarios
Subset_Scenarios = Subset_Scenarios_record[fl, n, ns]
print(len(Subset_Scenarios))
except:
pass
### Normalize Probability
total_probability = 0
for s in Subset_Scenarios:
total_probability += Scenario_Objects[s].probability
S_Probability = {}
for s in Subset_Scenarios:
S_Probability[s] = Scenario_Objects[
s].probability / total_probability
Pb = {}
for s in Scenario_List:
Pb[s] = Scenario_Objects[s].probability
### Generate NACs For Subset
# print('Generating NACs for Scenarios' + str(Subset_Scenarios))
Uncertain_Parameters = []
for i in Product:
Param = UP(str(i), 'endogenous', 'gradual', range(NT + 1),
[], range(NT + 1))
Uncertain_Parameters.append(Param)
Uncertain_Parameters = tuple(Uncertain_Parameters)
########################################################################################################
################################### NAC GENERATION 3 ###################################################
### Generate NACs for Full Set
Ptime = time.process_time()
FullSet_Start = time.time()
fullsetIter = 0
while fullsetIter < scount[fl]:
phi_ij = {}
OC = {}
for s in Scenario_List:
OC[s] = list(Scenario_Objects[s].outcome)
for s in Scenario_List:
for sp in Scenario_List:
for i in Product:
if s > sp:
if OC[s][Product.index(i)] == OC[sp][
Product.index(i)]:
pass
else:
if OC[s][Product.index(i)] > OC[sp][
Product.index(i)]:
trl = OC[sp][Product.index(i)] + 1
try:
phi_ij[(s, sp)].append(
(i, trl))
except:
phi_ij[(s, sp)] = [(i, trl)]
else:
trl = OC[s][Product.index(i)] + 1
try:
phi_ij[(s, sp)].append(
(i, trl))
except:
phi_ij[(s, sp)] = [(i, trl)]
fullsetIter += 1
FullSet_Total = time.time() - FullSet_Start
Full_process_time = time.process_time() - Ptime
## record NAC pairs
Full_AVG += len(phi_ij) / 1
if len(phi_ij) > Full_Max:
Full_Max = len(phi_ij)
########################################################################################################
################################### NAC GENERATION 3 ###################################################
### Generate NACs for Full Set
####################################################################
### Generate Model
####################################################################
Success = {}
for s in Scenario_List:
for i in Product:
Success[(
i,
s)] = Scenario_Objects[s].success[Product.index(i)]
GammaD = {}
GammaL = {}
revenue_max = {}
resource_max = {}
for items in model_data._data['max_resource']:
resource_max[
items[0]] = model_data._data['max_resource'][items]
## Set Discount Values
for items in model_data._data['gammaL']:
GammaL[items[0]] = model_data._data['gammaL'][items]
for items in model_data._data['gammaD']:
GammaD[items[0]] = model_data._data['gammaD'][items]
## Set Maximum Revenue
for items in model_data._data['maximum_revenue']:
revenue_max[
items[0]] = model_data._data['maximum_revenue'][items]
## Calculate running rev
rev_run = M2S_item.calc_rr(revenue_max, GammaL,
model_data._data['trial_duration'],
Product, Trials,
model_data._data['time_step'][None])
##Calculate open rev
rev_open = M2S_item.calc_openrev(
revenue_max, GammaL, model_data._data['trial_duration'],
Product, Trials, model_data._data['time_step'][None],
model_data._data['time_step'][None][-1])
##Calculate Discounting Factor
discounting_factor = M2S_item.calc_discounting_factor(
revenue_max, GammaL, model_data._data['trial_cost'],
Product, Trials, model_data._data['time_step'][None][-1])
########################################################################################################
################################## Create Model 1 ######################################################
opt = SolverFactory("cplex")
### generate number of NAC constriants
########################################################################################################
################################## Create Model 1 alternative ######################################################
########################################################################################################
################################## Create Model 2 ######################################################
Ptime = time.process_time()
Model2_StartTime = time.time()
m2 = 0
while m2 < scount[fl]:
full_model = SAA(Product, Trials, model_data._data['time_step'][None],
model_data._data['resource_type'][None], Subset_Scenarios, \
resource_max, GammaL, GammaD, model_data._data['trial_duration'],
model_data._data['trial_cost'], \
model_data._data['resource_requirement'], revenue_max, S_Probability, \
Success, len(model_data._data['time_step'][None]), Trials[-1], rev_run, rev_open,
discounting_factor, \
phi_ij, Scenario_Outcomes)
m2 += 1
Model2TotalTime = time.time() - Model2_StartTime
model_process_time = time.process_time() - Ptime
##### Solve Model
opt = SolverFactory("cplex")
### generate number of NAC constriants
full_model_NAC_count = len(full_model.NAC_Constraint) + len(
full_model.NAC2_Constraint) + len(
full_model.NAC3_Constraint)
print('full_model_NAC_count', full_model_NAC_count)
pai = len(full_model.NAC3_Constraint) / (
len(Product) * len(Trials) *
(len(model_data._data['time_step'][None]) - 1))
xxx = len(Product) * len(Trials) * (
len(model_data._data['time_step'][None]) - 1)
# print('pai',pai,xxx)
if full_model_NAC_count > full_model_Max:
full_model_Max = full_model_NAC_count
print('full_model_Max', full_model_Max)
########################################################################################################
########################################################################################################
### Generate New File Name
save_file = 'Full_' + str(fl) + "_" + str(ns) + "_" + str(
nmax) + "_iterations"
### Open save file
if not os.path.exists(output_directory):
os.makedirs(output_directory)
if n == 0:
f = open(os.path.join(output_directory, save_file), "w")
Header = "%-30s %-30s %-30s %-30s %-30s" % (
'Full_scenario_pair', 'Full_model_AVG',
'Full_model_Max', 'Full_Count_AVG', 'Full_Count_MAX')
f.write(Header)
f.write('\n')
else:
f = open(os.path.join(output_directory, save_file), "a")
### Generate file contents
RESULTS = "%-30s %-30s %-30s %-30s %-30s" % (
str(round(pai, 4)),
str(round(Full_AVG, 4)),
str(round(Full_Max, 4)),
str(round(full_model_NAC_count, 4)),
str(round(full_model_Max, 4)),
)
f.write(RESULTS)
f.write('\n')
n += 1
f.write('\n')
f.write('----------' + import_record_sceanrios + '---------------')
f.write('\n')
f.close()
def main():
### Location and date information
current_directory = os.path.dirname(os.path.realpath(__file__))
current_date = time.strftime('%m_%d_%Y', time.gmtime())
### Set Results File Output Directory
output_directory = current_directory + '/Solutions/' + 'SAA_DE' + '_' + current_date + '/'
### Loop Info
# files = ['modeldata.dat','modeldatab.dat','modeldata3.dat']
files = [
'modeldata_4.dat', 'modeldata_10.dat', 'modeldata3.dat',
'modeldata3_5.dat', 'modeldata4_3.dat', 'modeldata4.dat',
'modeldata4_5.dat', 'modeldata5.dat', 'modeldata6.dat'
]
# files = ['modeldata4_3.dat','modeldata4.dat','modeldata4_5.dat','modeldata5.dat','modeldata6.dat']
# files = ['modeldata6.dat']
# files = ['modeldata_4.dat']
# Specify sample size
# Number_of_Scenarios = {'modeldatab.dat': [.3, .5, .7, 1.0], 'modeldata.dat': [.3, .5, .7, 1.0],
# 'modeldata3.dat': [0.05, 0.10, 0.15, 0.20, 0.25, .3, .4, .5, 0.6, 0.8, 1.0]}
# Number_of_Scenarios = {'modeldata6.dat':[.125, 0.25]}
# Number_of_Scenarios = {'modeldata4.dat':[0.5]}
# 'modeldata_4.dat':[.75]
# Number_of_Scenarios = {'modeldata_4.dat':[.75],'modeldata_10.dat':[.24],'modeldata3.dat':[.09375],'modeldata3_5.dat':[.192],'modeldata4_3.dat':[.148148148],'modeldata4.dat':[.5],'modeldata4_5.dat':[.0384],'modeldata5.dat':[.0625, 0.25, 0.5, 0.75, 1],'modeldata6.dat':[.125, 0.5, 0.75]}
Number_of_Scenarios = {
'modeldata_4.dat': [.75],
'modeldata_10.dat': [.24],
'modeldata3.dat': [.09375],
'modeldata3_5.dat': [.192],
'modeldata4_3.dat': [.148148148],
'modeldata4.dat': [.5],
'modeldata4_5.dat': [.0384],
'modeldata5.dat': [.0625],
'modeldata6.dat': [.125]
}
# Solve Count -- The specified number of time we solve the model.
# scount = {'modeldata4.dat': 1}
scount = {
'modeldata.dat': 1,
'modeldata_4.dat': 1,
'modeldata_10.dat': 1,
'modeldata3.dat': 1,
'modeldata3_5.dat': 1,
'modeldata4_3.dat': 1,
'modeldata4.dat': 1,
'modeldata4_5.dat': 1,
'modeldata5.dat': 1,
'modeldata6.dat': 1
}
import_record_sceanrios = 'record_subset_scenarios_10_29_2020.json'
with open(import_record_sceanrios) as f:
Subset_Scenarios_record = dict(
[tuple((tuple(x[0]), x[1])) for x in json.loads(f.read())])
for fl in files:
print("Starting File " + str(fl))
##### Import the data into the system
model_data = get_datafile(fl)
### Define number of products and number of trials
NP = len(model_data._data['product'][None])
NT = len(model_data._data['trial'][None])
Product = model_data._data['product'][None]
Trials = model_data._data['trial'][None]
Probability = model_data._data['probability']
### Generate all possible outcomes
Outcomes = itertools.product(range(NT + 1), repeat=NP)
Outcomes = list(Outcomes)
### Generate Full Scenario Set
scenario = 1
Scenario_Objects = {}
Scenario_Outcomes = {}
Scenario_List = []
for s in Outcomes:
Scenario_Objects[scenario] = scenario_class.scenario(
s, Probability, Product, Trials)
Scenario_Outcomes[scenario] = s
Scenario_List.append(scenario)
scenario += 1
Full_Sample_Size = len(Outcomes)
Full_Sample_Size = math.ceil(Full_Sample_Size)
n = 0
nmax = 30
sub_model_Max = 0
sub_model_AVG = 0
sub_model_Max_alter = 0
sub_model_AVG_alter = 0
full_model_Max = 0
full_model_AVG = 0
reducedfull_model_Max = 0
reducedfull_model_AVG = 0
NAC_AVG = 0
NAC_MAX = 0
NAC_AVG_alter = 0
NAC_MAX_alter = 0
while n < nmax:
sub_model_NAC_count = 0
sub_model_NAC_count_alter = 0
full_model_NAC_count = 0
reducedfull_model_NAC_count = 0
for ns in Number_of_Scenarios[fl]:
### Determine Sample Size
Sample_Size = ns * len(Outcomes)
Sample_Size = math.ceil(Sample_Size)
### Select Scenarios
Subset_Scenarios = Subset_Scenarios_record[fl, n, ns]
print(len(Subset_Scenarios))
### Normalize Probability
total_probability = 0
for s in Subset_Scenarios:
total_probability += Scenario_Objects[s].probability
S_Probability = {}
for s in Subset_Scenarios:
S_Probability[s] = Scenario_Objects[
s].probability / total_probability
Pb = {}
for s in Scenario_List:
Pb[s] = Scenario_Objects[s].probability
### Generate NACs For Subset
# print('Generating NACs for Scenarios' + str(Subset_Scenarios))
Uncertain_Parameters = []
for i in Product:
Param = UP(str(i), 'endogenous', 'gradual', range(NT + 1),
[], range(NT + 1))
Uncertain_Parameters.append(Param)
Uncertain_Parameters = tuple(Uncertain_Parameters)
########################################################################################################
################################### NAC GENERATION 1 ###################################################
########################################################################################################
################################### NAC GENERATION alternative ###################################################
Ptime = time.process_time()
Snac_StartTime = time.time()
snacIter = 0
while snacIter < scount[fl]:
NAC_Set_alter = NAC(Uncertain_Parameters, Subset_Scenarios,
Scenario_Outcomes)
NAC_Set_alter = list(NAC_Set_alter)
phI_IJ_alter = {}
for (s, sp) in NAC_Set_alter:
i = 0
phI_IJ_alter[(s, sp)] = []
while i < len(Product):
phList = [
Scenario_Outcomes[s][i],
Scenario_Outcomes[sp][i]
]
if phList[0] != phList[1]:
phList.sort()
Differentiation = (Product[i], phList[0] + 1)
phI_IJ_alter[(s, sp)].append(Differentiation)
i += 1
snacIter += 1
Snac_Total_alter = time.time() - Snac_StartTime
Snac_process_time = time.process_time() - Ptime
## record NAC pairs
NAC_AVG_alter += len(NAC_Set_alter) / 1
if len(NAC_Set_alter) > NAC_MAX_alter:
NAC_MAX_alter = len(NAC_Set_alter)
print('NAC_AVG_alter', NAC_AVG_alter, 'NAC_MAX_alter',
NAC_MAX_alter)
list_phijj_alter = [x for x in phI_IJ_alter]
print('list_phijj_alter', len(list_phijj_alter))
########################################################################################################
################################### NAC GENERATION 2 ###################################################
########################################################################################################
################################### NAC GENERATION 3 ###################################################
### Generate NACs for Full Set
####################################################################
### Generate Model
####################################################################
Success = {}
for s in Scenario_List:
for i in Product:
Success[(
i,
s)] = Scenario_Objects[s].success[Product.index(i)]
GammaD = {}
GammaL = {}
revenue_max = {}
resource_max = {}
for items in model_data._data['max_resource']:
resource_max[
items[0]] = model_data._data['max_resource'][items]
## Set Discount Values
for items in model_data._data['gammaL']:
GammaL[items[0]] = model_data._data['gammaL'][items]
for items in model_data._data['gammaD']:
GammaD[items[0]] = model_data._data['gammaD'][items]
## Set Maximum Revenue
for items in model_data._data['maximum_revenue']:
revenue_max[
items[0]] = model_data._data['maximum_revenue'][items]
## Calculate running rev
rev_run = M2S_item.calc_rr(revenue_max, GammaL,
model_data._data['trial_duration'],
Product, Trials,
model_data._data['time_step'][None])
##Calculate open rev
rev_open = M2S_item.calc_openrev(
revenue_max, GammaL, model_data._data['trial_duration'],
Product, Trials, model_data._data['time_step'][None],
model_data._data['time_step'][None][-1])
##Calculate Discounting Factor
discounting_factor = M2S_item.calc_discounting_factor(
revenue_max, GammaL, model_data._data['trial_cost'],
Product, Trials, model_data._data['time_step'][None][-1])
########################################################################################################
################################## Create Model 1 ######################################################
opt = SolverFactory("cplex")
### generate number of NAC constriants
########################################################################################################
################################## Create Model 1 alternative ######################################################
Ptime = time.process_time()
Model1_StartTime = time.time()
m1 = 0
while m1 < scount[fl]:
sub_model_alter = SAA(Product, Trials, model_data._data['time_step'][None],
model_data._data['resource_type'][None], Subset_Scenarios, \
resource_max, GammaL, GammaD, model_data._data['trial_duration'],
model_data._data['trial_cost'], \
model_data._data['resource_requirement'], revenue_max, S_Probability, \
Success, len(model_data._data['time_step'][None]), Trials[-1], rev_run, rev_open,
discounting_factor, \
phI_IJ_alter, Scenario_Outcomes)
m1 += 1
Model1TotalTime_alter = time.time() - Model1_StartTime
model_process_time = time.process_time() - Ptime
##### Solve Sub Model Model
Ptime = time.process_time()
Model1Solve_StartTime = time.time()
s1 = 0
while s1 < scount[fl]:
sub_results = opt.solve(sub_model_alter)
s1 += 1
Model1Solve_TotalTime_alter = time.time(
) - Model1Solve_StartTime
model_solve_process_time = time.process_time() - Ptime
sub_model_alter.solutions.load_from(sub_results)
### generate number of NAC constriants
sub_model_NAC_count_alter = len(
sub_model_alter.NAC_Constraint) + len(
sub_model_alter.NAC2_Constraint) + len(
sub_model_alter.NAC3_Constraint)
print('sub_model_NAC_count_alter', sub_model_NAC_count_alter)
sub_model_AVG_alter += sub_model_NAC_count_alter / 1
if sub_model_NAC_count_alter > sub_model_Max_alter:
sub_model_Max_alter = sub_model_NAC_count_alter
print('sub_model_Max_alter', sub_model_Max_alter,
'sub_model_AVG_alter', sub_model_AVG_alter)
### generate number of NAC constriants
########################################################################################################
################################## Create Model 2 ######################################################
########################################################################################################
########################################################################################################
### Generate New File Name
save_file = 'SNAC_Alter_' + str(fl) + "_" + str(
ns) + "_" + str(nmax) + "_iterations"
### Open save file
if not os.path.exists(output_directory):
os.makedirs(output_directory)
if n == 0:
f = open(os.path.join(output_directory, save_file), "w")
Header = "%-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s" % (
'SAA_par_ENPV', 'SNAC_par_Time', 'SNAC_par_Model_Time',
'SNAC_par_Time(P)', 'SNAC_par_Model_Time(P)',
'SNAC_par_sol_Time', 'SNAC_par_sol_Time(P)',
'sub_model_par_AVG', 'sub_model_par_Max',
'NAC_Count_AVG_par', 'NAC_Count_MAX_par')
f.write(Header)
f.write('\n')
else:
f = open(os.path.join(output_directory, save_file), "a")
### Generate file contents
RESULTS = "%-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s %-30s" % (
str(round(sub_model_alter.Expected_NPV(),
4)), str(round(Snac_Total_alter, 4)),
str(round(Model1TotalTime_alter,
4)), str(round(Snac_process_time, 4)),
str(round(model_process_time,
4)), str(round(Model1Solve_TotalTime_alter, 4)),
str(model_solve_process_time),
str(round(sub_model_AVG_alter,
4)), str(round(sub_model_Max_alter, 4)),
str(NAC_AVG_alter), str(NAC_MAX_alter))
f.write(RESULTS)
f.write('\n')
n += 1
f.write('\n')
f.write('----------' + import_record_sceanrios + '---------------')
f.write('\n')
f.close()
def _second_PH_mpfunc(self, model_data, Outcomes, btime, x_bar_z, cds,
branch_probability_total, x_bar, x_non_zero, time,
rho):
### Optimization things
opt = SolverFactory("cplex")
opt.options['threads'] = 6
### Thread Specific Variables
x_non_zero_t = []
x_bar_thread = copy.deepcopy(x_bar_z)
tENPV = 0
### Generate non-scenario specific model variables
rev_max = {}
gammaL = {}
gammaD = {}
duration = {}
trial_cost = {}
revenue_max = {}
success = {}
rev_run = {}
rev_open = {}
discounting_factor = {}
##Set product
product = model_data._data['product'][None]
##Set stage_gate
stage_gate = model_data._data['trial'][None]
## Set time step
time_step = model_data._data['time_step'][None]
##Set resource type
resource_type = model_data._data['resource_type'][None]
## Set duration
duration = model_data._data['trial_duration']
## Set trial cost
trial_cost = model_data._data['trial_cost']
## Set Discount Values
for items in model_data._data['gammaL']:
gammaL[items[0]] = model_data._data['gammaL'][items]
for items in model_data._data['gammaD']:
gammaD[items[0]] = model_data._data['gammaD'][items]
## Set Maximum Revenue
for items in model_data._data['maximum_revenue']:
revenue_max[items[0]] = model_data._data['maximum_revenue'][items]
## Set Last Trial
last_trial = len(stage_gate)
Last_Time_Step = len(time_step)
## Calculate running rev
running_revenue = M2S_item.calc_rr(revenue_max, gammaL, duration,
product, stage_gate, time_step)
##Calculate open rev
open_revenue = M2S_item.calc_openrev(revenue_max, gammaL, duration,
product, stage_gate, time_step,
Last_Time_Step)
##Calculate Discounting Factor
discounting_factor = M2S_item.calc_discounting_factor(
revenue_max, gammaL, trial_cost, product, stage_gate,
Last_Time_Step)
resource_max = {}
for items in model_data._data['max_resource']:
resource_max[items[0]] = model_data._data['max_resource'][items]
resource_required = {}
resource_required = model_data._data['resource_requirement']
for OC in Outcomes:
if OC != None:
### Determine branch
for b in self.Branches[time]:
breal = 0
for (i, j, real) in self.Branch_Def[b]:
if OC[product.index(i)] + 1 > j and real == 1:
breal += 1
elif OC[product.index(i)] < j and real == 0:
breal += 1
if breal == len(self.Branch_Def[b]):
sbranch = b
break
## Scenario Specific
sinf = SC.scenario(OC, model_data._data['probability'],
product, model_data._data['trial'][None])
Success = {}
for i in product:
Success[i] = sinf.success[product.index(i)]
### Convert Xbar to Appropriate Format for Pyomo
x_bar_func = {}
w = {}
for (i, j, t) in cds[sbranch]:
x_bar_func[(i, j,
t)] = x_bar[sbranch][product.index(i)][t - 1]
### Update w for the two cases
### Case Non-Zero
for (i, j, t, ss, wval0, dec1) in x_non_zero:
if ss == OC:
w[(i, j, t)] = wval0 + rho * (
dec1 - x_bar[sbranch][product.index(i)][t - 1])
### Generate PH model
model = MSSP.SS_PH(rho, w, x_bar_func, cds[sbranch], product,
stage_gate, time_step, resource_type,
resource_max, gammaL, gammaD, duration,
trial_cost, resource_required, revenue_max,
sinf.probability, Success, Last_Time_Step,
last_trial, running_revenue, open_revenue,
discounting_factor, OC)
### Fix Decisions
for t in self.Decisions[sbranch]:
for (i, j, tm, tau, dec) in self.Decisions[sbranch][t]:
model.Decision_X[i, j, tm + 1].value = dec
model.Decision_X[i, j, t + 1].fixed = True
### Solve
results = opt.solve(model)
model.solutions.load_from(results)
if str(results['Solver'][0]
['Termination condition']) != 'optimal':
print('Solution Not Optimal')
print(results['Solver'][0]['Termination condition'])
for (i, j, t) in cds[sbranch]:
x_bar_thread[sbranch][product.index(i)][
t - 1] += sinf.probability / branch_probability_total[
sbranch] * abs(model.Decision_X[i, j, t].value)
### Update old non-zero x's
for (i, j, t) in cds[b]:
wval1 = w[(i, j, t)]
dec1 = abs(model.Decision_X[i, j, t].value)
x_non_zero_t.append((i, j, t, OC, wval1, dec1))
### Calculate Equivalent ENPV for this scenario with the decisions
tENPV += sinf.probability * self._evaluate_ENPV(
model.Decision_X, model.Decision_Z, model_data, sinf)
return [x_non_zero_t, x_bar_thread, tENPV]
def _first_PH_mpfunc(self, model_data, Outcomes, btime, x_bar_z, cds,
branch_probability_total, time):
### Optimization things
opt = SolverFactory("cplex")
opt.options['threads'] = 6
### Thread Specific Variables
x_non_zero_t = []
x_bar_thread = copy.deepcopy(x_bar_z)
### Generate non-scenario specific model variables
rev_max = {}
gammaL = {}
gammaD = {}
duration = {}
trial_cost = {}
revenue_max = {}
success = {}
rev_run = {}
rev_open = {}
discounting_factor = {}
##Set product
product = model_data._data['product'][None]
##Set stage_gate
stage_gate = model_data._data['trial'][None]
## Set time step
time_step = model_data._data['time_step'][None]
##Set resource type
resource_type = model_data._data['resource_type'][None]
## Set duration
duration = model_data._data['trial_duration']
## Set trial cost
trial_cost = model_data._data['trial_cost']
## Set Discount Values
for items in model_data._data['gammaL']:
gammaL[items[0]] = model_data._data['gammaL'][items]
for items in model_data._data['gammaD']:
gammaD[items[0]] = model_data._data['gammaD'][items]
## Set Maximum Revenue
for items in model_data._data['maximum_revenue']:
revenue_max[items[0]] = model_data._data['maximum_revenue'][items]
## Set Last Trial
last_trial = len(stage_gate)
Last_Time_Step = len(time_step)
## Calculate running rev
running_revenue = M2S_item.calc_rr(revenue_max, gammaL, duration,
product, stage_gate, time_step)
##Calculate open rev
open_revenue = M2S_item.calc_openrev(revenue_max, gammaL, duration,
product, stage_gate, time_step,
Last_Time_Step)
##Calculate Discounting Factor
discounting_factor = M2S_item.calc_discounting_factor(
revenue_max, gammaL, trial_cost, product, stage_gate,
Last_Time_Step)
resource_max = {}
for items in model_data._data['max_resource']:
resource_max[items[0]] = model_data._data['max_resource'][items]
resource_required = {}
resource_required = model_data._data['resource_requirement']
for OC in Outcomes:
if OC != None:
### Determine branch
for b in self.Branches[time]:
breal = 0
for (i, j, real) in self.Branch_Def[b]:
if OC[product.index(i)] + 1 > j and real == 1:
breal += 1
elif OC[product.index(i)] < j and real == 0:
breal += 1
if breal == len(self.Branch_Def[b]):
sbranch = b
break
## Scenario Specific
sinf = SC.scenario(OC, model_data._data['probability'],
product, model_data._data['trial'][None])
Success = {}
for i in product:
Success[i] = sinf.success[product.index(i)]
### Create Model
model = MSSP.SingleScenario(
product, stage_gate, time_step, resource_type,
resource_max, gammaL, gammaD, duration, trial_cost,
resource_required, revenue_max, sinf.probability, Success,
Last_Time_Step, last_trial, running_revenue, open_revenue,
discounting_factor, OC)
### Fix Decisions
for t in self.Decisions[sbranch]:
for (i, j, tm, tau, dec) in self.Decisions[sbranch][t]:
model.Decision_X[i, j, tm + 1].value = dec
model.Decision_X[i, j, t + 1].fixed = True
### Solve
results = opt.solve(model)
model.solutions.load_from(results)
### Record xbar --- abs is to get rid of negative zeros ???
for (i, j, t) in cds[sbranch]:
x_bar_thread[sbranch][product.index(i)][
t - 1] += sinf.probability / branch_probability_total[
sbranch] * abs(model.Decision_X[i, j, t].value)
### Record non-zero x's
for (i, j, t) in cds[sbranch]:
wval0 = 0
dec1 = abs(model.Decision_X[i, j, t].value)
x_non_zero_t.append((i, j, t, OC, wval0, dec1))
del sbranch
return [x_non_zero_t, x_bar_thread]
