def __init__(self, input_data, input_params):
self.input_data = input_data
self.input_params = input_params
self.model = cpx.Model('prod_planning')
self._create_decision_variables()
self._create_main_constraints()
self._set_objective_function()
def solve(self, adj, cost=None):
u, s = np.shape(adj)
U = range(1, u + 1)
S = range(1, s + 1)
opt_model = cpx.Model(name="SCP Model")
x_vars = {i: opt_model.binary_var(name="x_{0}".format(i)) for i in S}
constraints = {
j: opt_model.add_constraint(
ct=opt_model.sum(adj[j - 1, i - 1] * x_vars[i]
for i in S) >= 1,
ctname="constraint_{0}".format(j))
for j in U
}
if cost is not None:
objective = opt_model.sum(cost[i - 1] * x_vars[i] for i in S)
else:
objective = opt_model.sum(x_vars[i] for i in S)
time_lim = 10
opt_model.minimize(objective)
opt_model.parameters.timelimit.set(time_lim)
opt_model.parameters.mip.strategy.lbheur.set(1)
opt_model.parameters.mip.cuts.zerohalfcut.set(2)
opt_model.solve()
opt_df = pd.DataFrame.from_dict(x_vars,
orient="index",
columns=["variable_object"])
#opt_df.reset_index(inplace=True)
opt_df["solution_value"] = opt_df["variable_object"].apply(
lambda item: item.solution_value)
return opt_df
def __init__(self, models, L=None):
self.M = models[list(models.keys())[0]].get_weights()[0].shape[
0] # number of items in the value model = dimension of input layer
self.Models = models # dict of keras models
# sorted list of bidders
self.sorted_bidders = list(self.Models.keys())
self.sorted_bidders.sort()
self.N = len(models) # number of bidders
self.Mip = cpx.Model(
name="NeuralNetworksMixedIntegerProgram") # docplex instance
self.z = {} # MIP variable: see paper
self.s = {} # MIP variable: see paper
self.y = {} # MIP variable: see paper
self.x_star = np.ones(
(self.N, self.M)) * (-1) # optimal allocation (-1=not yet solved)
self.L = L # global big-M variable: see paper
self.soltime = None # timing
self.z_help = {} # helper variable for bound tightening
self.s_help = {} # helper variable for bound tightening
self.y_help = {} # helper variable for bound tightening
# upper bounds for MIP variables z,s. Lower bounds are 0 in our setting.
self.upper_bounds_z = OrderedDict(
list((bidder_name, [
np.array([self.L] * layer.output.shape[1]).reshape(-1, 1)
for layer in self._get_model_layers(
bidder_name, layer_type=['dense', 'input'])
]) for bidder_name in self.sorted_bidders))
self.upper_bounds_s = OrderedDict(
list((bidder_name, [
np.array([self.L] * layer.output.shape[1]).reshape(-1, 1)
for layer in self._get_model_layers(
bidder_name, layer_type=['dense', 'input'])
]) for bidder_name in self.sorted_bidders))
def init_ET_global_solution(jobs, problem):
et_global_solution = ET_global_solution()
# Create model
opt_model = cpx.Model(name="Calculate E/T Model")
opt_model.parameters.simplex.tolerances.feasibility = 0.0000001
n = len(jobs)
# Decision parameters
end_times = opt_model.continuous_var_list(n,
lb=0,
name="end_time_of_job_%s")
earlis = opt_model.continuous_var_list(n, lb=0, name="earliness_of_job_%s")
tardis = opt_model.continuous_var_list(n, lb=0, name="tardiness_of_job_%s")
# constraint
opt_model.add_constraints_(
end_times[i] + problem.processing_times[jobs[i + 1]] <= end_times[i +
1]
for i in range(n - 1))
# constraint
opt_model.add_constraints_(end_times[i] + earlis[i] -
tardis[i] == problem.due_dates[jobs[i]]
for i in range(n))
# Objective function
objective_function = opt_model.sum(
earlis[i] * problem.earliness_penalties[jobs[i]] +
tardis[i] * problem.tardiness_penalties[jobs[i]] for i in range(n))
# minimize objective
opt_model.minimize(objective_function)
opt_model.solve()
block_obj = 0
et_global_solution.block_starttimes.append(
opt_model.solution.get_value("end_time_of_job_" + str(0)) -
problem.processing_times[jobs[0]])
for i in range(n - 1):
end1 = opt_model.solution.get_value("end_time_of_job_" + str(i))
end2 = opt_model.solution.get_value("end_time_of_job_" + str(i + 1))
block_obj += opt_model.solution.get_value(
"earliness_of_job_" + str(i)) * problem.earliness_penalties[
jobs[i]] + opt_model.solution.get_value(
"tardiness_of_job_" +
str(i)) * problem.tardiness_penalties[jobs[i]]
if end1 + problem.processing_times[jobs[i + 1]] != end2:
et_global_solution.block_lasts.append(i)
et_global_solution.block_endtimes.append(end1)
et_global_solution.block_objs.append(block_obj)
et_global_solution.block_starttimes.append(
end2 - problem.processing_times[jobs[i + 1]])
block_obj = 0
if i == n - 2:
et_global_solution.block_lasts.append(i + 1)
et_global_solution.block_endtimes.append(end2)
block_obj += opt_model.solution.get_value("earliness_of_job_" + str(i + 1)) * problem.earliness_penalties[
jobs[i + 1]] + opt_model.solution.get_value("tardiness_of_job_" + str(i + 1)) * \
problem.tardiness_penalties[jobs[i + 1]]
et_global_solution.block_objs.append(block_obj)
return et_global_solution
def __init__(self, bids):
self.bids = bids # list of numpy nxd arrays representing elicited bundle-value pairs from each bidder. n=number of elicited bids, d = number of items + 1(value for that bundle).
self.N = len(bids) # number of bidders
self.M = bids[0].shape[1] - 1 # number of items
self.Mip = cpx.Model(name="WDP") # cplex model
self.K = [x.shape[0] for x in bids] # number of elicited bids per bidder
self.z = {} # decision variables. z(i,k) = 1 <=> bidder i gets the kth bundle out of 1,...,K[i] from his set of bundle-value pairs
self.x_star = np.zeros((self.N, self.M)) # optimal allocation of the winner determination problem
def __createModelCPLEX(self):
self.model = cpx.Model(self.instanceName)
print("CPLEX - Creating Variables...")
#Variables
for f in self.facilities:
self.varFacilityAssignment[f.index] = self.model.binary_var(
name="facility-%s" % f.index)
for c in self.customers:
#Demand is binary because each customer must be served by exaclty one facility
self.varCustomerAssignment[f.index,
c.index] = self.model.binary_var(
name="demand-(%s,%s)" %
(f.index, c.index))
print("CPLEX - Creating Constraints...")
#Constraints
#Ensure all customers are assigned to one facility
for customer in self.customers:
self.model.add_constraint(ct=self.model.sum(
self.varCustomerAssignment[facility.index, customer.index]
for facility in self.facilities) == 1,
ctname="Demand(%s)" % customer.index)
#Ensure the demand carried by the facility is at most its capacity
for facility in self.facilities:
self.model.add_constraint(
ct=self.model.sum(self.varCustomerAssignment[facility.index,
customer.index] *
customer.demand
for customer in self.customers) <=
facility.capacity * self.varFacilityAssignment[facility.index],
ctname="Capacity(%s)" % facility.index)
#Strong Formulation
for facility in self.facilities:
for customer in self.customers:
self.model.add_constraint(
ct=self.varCustomerAssignment[facility.index,
customer.index] <=
facility.capacity *
self.varFacilityAssignment[facility.index],
ctname="Strong(%s,%s)" % (facility.index, customer.index))
self.model.add_constraint(
self.varCustomerAssignment[facility.index,
customer.index] >= 0,
ctname="Strong2(%s,%s)" % (facility.index, customer.index))
print("CLPEX - Creating Objective Function...")
#Objective Function
objective = self.model.sum(
self.varFacilityAssignment[facility.index] * facility.setup_cost
for facility in self.facilities) + self.model.sum(
Preprocessing.getEuclideanDistance(facility.location,
customer.location) *
self.varCustomerAssignment[facility.index, customer.index]
for facility in self.facilities for customer in self.customers)
self.model.minimize(objective)
def time_block(memoBT, jobs, first, last, problem):
para_due_dates = problem.due_dates
para_processing_times = problem.processing_times
para_earliness_penalties = problem.earliness_penalties
para_tardiness_penalties = problem.tardiness_penalties
if memoBT[first][last].block_start >= 0:
return memoBT[first][last].block_start, memoBT[first][last].block_end, memoBT[first][last].et_penalty,0
# Create model
opt_model = cpx.Model(name="Block Timing Model")
opt_model.parameters.simplex.tolerances.feasibility = 0.0000001
n = last - first + 1
# Decision parameters
end_times = opt_model.continuous_var_list(n, lb=0, ub=utils.BIG_NUMBER, name="end_time_of_job_%s")
earlis = opt_model.continuous_var_list(n, lb=0, ub=utils.BIG_NUMBER, name="earliness_of_job_%s")
tardis = opt_model.continuous_var_list(n, lb=0, ub=utils.BIG_NUMBER, name="tardiness_of_job_%s")
# constraint
opt_model.add_constraints_(
end_times[i] + para_processing_times[jobs[first + i + 1]] == end_times[i + 1] for i in range(n - 1)
)
# constraint
opt_model.add_constraints_(
end_times[i] + earlis[i] - tardis[i] == para_due_dates[jobs[first + i]] for i in range(n)
)
# Objective function
objective_function = opt_model.sum(
earlis[i] * para_earliness_penalties[jobs[first + i]] + tardis[i] * para_tardiness_penalties[jobs[first + i]]
for i in range(n)
)
# minimize objective
opt_model.minimize(objective_function)
# print("**************** Block Timing ****************")
# opt_model.print_information()
start = time.process_time()
opt_model.solve()
end = time.process_time()
cplex_time = end - start
block_end = opt_model.solution.get_value("end_time_of_job_" + str(n - 1))
block_start = opt_model.solution.get_value("end_time_of_job_0") - para_processing_times[jobs[first]]
et_penalty = opt_model.solution.get_objective_value()
memoBT[first][last].block_start = block_start
memoBT[first][last].block_end = block_end
memoBT[first][last].et_penalty = et_penalty
# print("block start:", block_start)
# print("block end:", block_end)
# print("E/T penalty:", et_penalty)
# print("**************** Block Timing Finished ****************")
return block_start, block_end, et_penalty,cplex_time
def init_problem(data, neginf=-1e5):
model = cpx.Model(name="MIP Model")
T = data['T']
NS = data['num_slopes']
EC, ED = (1 / data['efc']), data['efd']
LOAD = data['load']
prices = data['price'][:, :data['num_slopes']]
offsets = build_price(data['price'], data['num_slopes'])
t_vars = {
j: model.continuous_var(lb=neginf, name="t_{0}".format(j))
for j in range(T)
}
c_vars = {
t: model.continuous_var(lb=0, ub=data['dmax'], name="c_{0}".format(t))
for t in range(T)
}
d_vars = {
t: model.continuous_var(lb=0, ub=data['dmin'], name="d_{0}".format(t))
for t in range(T)
}
CUB = data['bmax'] - data['charge']
CLB = data['bmin'] - data['charge']
cons_charge_ub = {
t: model.add_constraint(ct=model.sum(c_vars[j] - d_vars[j]
for j in range(t + 1)) <= CUB,
ctname="charge_ub_{0}".format(t))
for t in range(T)
}
cons_charge_lb = {
t: model.add_constraint(ct=model.sum(c_vars[j] - d_vars[j]
for j in range(t + 1)) >= CLB,
ctname="charge_lb_{0}".format(t))
for t in range(T)
}
cons_cost = {(t, s): model.add_constraint(
ct=prices[t][s] * model.sum(EC * c_vars[t] - ED * d_vars[t]) -
t_vars[t] <= -offsets[t][s] - prices[t][s] * LOAD[t],
ctname="cost_{0}_{1}".format(t, s))
for t in range(T) for s in range(NS)}
objective = model.sum(t_vars[j] for j in range(T))
model.minimize(objective)
CONS = [cons_charge_ub, cons_charge_lb, cons_cost]
VARS = [t_vars, c_vars, d_vars]
return model, CONS, VARS
def asign_charges(batuse):
"""
Determines how to assign the different
charging points of the battery to the
discharging points of the battery using
the LP formulation.
Parameters
-----------
batuse: np.ndarray
An array with the battery action. Positive if
charging, negative if discharging.
Returns
-------------
asig : np.ndarray
Assignament of the different charing points to the discharing
times.
"""
opt_model = cpx.Model(name="Battery")
N = batuse.shape[0]
set_I = range(0, N)
set_J = range(0, N)
y = {j: -min(0, batuse[j]) for j in set_J}
z = {i: max(0, batuse[i]) for i in set_I}
x_vars = {(i, j): opt_model.continuous_var(lb=0.0,
name="x_{0}_{1}".format(i, j))
for i in set_I for j in set_J}
constraint1 = {
j: opt_model.add_constraint(ct=opt_model.sum(x_vars[i, j]
for i in set_I
if i < j) == y[j],
ctname="constraint1_{0}".format(j))
for j in set_J
}
constraint2 = {
i: opt_model.add_constraint(ct=opt_model.sum(x_vars[i, j]
for j in set_J) <= z[i],
ctname="constraint2_{0}".format(i))
for i in set_I
}
objective = opt_model.sum(0)
opt_model.minimize(objective)
opt_model.solve()
return x_vars
def __init__(self, bids):
# list of numpy nxd arrays representing bundle-value pairs from each bidder.
# n=number of elicited bids + 1(the number of units for each item)
# d = number of items + 1(value for that bundle).
self.bids = bids
self.N = len(bids)-1 # number of bidders
self.M = bids[0].shape[1] - 1 # number of items
self.Mip = cpx.Model(name="WDP") # cplex model
self.z = {} # decision variables. z(i) = 1 <=> bidder i gets the bundle
self.x_star = np.zeros((self.N, self.M)) # optimal allocation of the wdp
self.z_star = np.zeros((1,self.N))
def __init__(self,
area_shape,
amount_of_drones_used,
location_charging_points,
minimum_charge,
name,
logging_obj,
scanning_time,
scanning_consumption,
plotting=True,
area_length=3,
area_width=3,
resolution=1):
# Define instance variables
self.name = name # Name of the excel sheet in which it saves
self.wb = logging_obj # Name of the object so everything is logged in the same file
self.area_shape = area_shape # Which shape is chosen by the user
self.area_width = area_width # Defines the width in case a rectangle is chosen
self.area_length = area_length # Defines the length in case a rectangle is chosen
self.resolution = resolution # Resolution of the points in case a rectangle is chosen
self.drone_amount = amount_of_drones_used # Amount of the drones used to run the optimization
self.cm = cpx.Model('Modelname') # Name of the gurobi model
self.area_coord = [
] # List in list, [node number, x_location node, y_location node]
self.i = 0 # i is the name of the node
self.x_vars = {
} # Dictionary with the links, [node i, node j, drone k]
self.result = [] # List with the output of the optimization
self.q = {} # Dictionary with charges, [node i, drone k]
self.time = {} # Dictionary with the time, [node i, drone k]
self.M = 1000 # Big M value, slack
self.value_list = [
] # List in list which contains the possible nodes it can reach from another node
self.new_value_list = [] # value_list but rearranged
self.amount_of_links = 0 # Counter which counts the total amount of links (including all the drones)
self.obj_time = 0 # Represents the time component of the objective function
self.obj_dist = 0 # Represents the distance component of the objective function
self.obj_charge = 0 # Represents the charge component of the objective function
self.obj_function = 0 # Represents the objective function
self.location_charg_point = location_charging_points # List in list with the location of the charging points
self.amount_of_charg_stat = len(
location_charging_points) # Amount of charging points used
self.charge_scan = scanning_consumption # Battery charge it takes to scan a landmark
self.scan_time = scanning_time # Time it takes to scan a landmark
self.min_charge = minimum_charge # Minimum charge it needs to have at all time
self.charge_nodes = [0] # Node 0 is always a charge node
self.charge_constant = 1.43 # Battery consumption per kilometer in cruise
self.time_constant = 0.857 # Time it takes to fly 1 kilometer in cruise
self.charge_time = 1.32 # Calculated time it takes to charge 1 percent in minutes
self.amount_visits_charg = 2 # Amount a drone can visit a charging point
self.amount_of_landmarks = 0 # Amount of landmarks which need to be visited
self.landing_takeoff_penalty = 8 # This value is chosen to account for the landing and takeoff time etc.
self.plotting = plotting # Regulates if plotting is on or not.
def __init__(self,
lower_search_bounds: np.array,
upper_search_bounds: np.array,
big_m: int = 20,
upper_bound: int = 10,
time_limit: Union[int, None] = None,
relative_gap: Union[float, None] = None,
integrality: Union[float, None] = None,
log_ouput: bool = False,
tighten_IA: bool = False) -> NoReturn:
"""default constructor
:param lower_search_bounds: lower bounds of the search area must have same dimensions as the sample x space)
:param upper_search_bounds: upper bounds of the search area must have same dimensions as the sample x space)
:param big_m: M from the big M-constraint
:param upper_bound: upper bounds for tighten_bounds_IA
:param time_limit: time limit for the cplex solver
:param relative_gap: relative gap limit for the cplex solver
:param integrality: integrality limit for cplex solver
:param log_ouput: log the cplex optimization logs
:param tighten_IA: integrality limit for cplex solver
"""
super().__init__(lower_search_bounds, upper_search_bounds)
self.upper_bound = upper_bound
self.y_main: dict = {
} # vector denoting which node in the corresponding layer is active
self.z_main: dict = {
} # positive components of the output value o of each layer
self.s_main: dict = {
} # slack variable representing absolute value of the negative components of output o
self.y_side: dict = {
} # vector denoting which node in the corresponding layer is active
self.z_side: dict = {
} # positive components of the output value o of each layer
self.s_side: dict = {
} # slack variable representing absolute value of the negative components of output o
self.big_l = big_m
self.cpx_MIP = cpx.Model("NN_MIP")
self.layers_main = None
self.layers_side = None
self.upper_bounds_z_main: dict = {}
self.upper_bounds_s_main: dict = {}
self.upper_bounds_z_side: dict = {}
self.upper_bounds_s_side: dict = {}
self.upper_search_bounds = upper_search_bounds
self.lower_search_bounds = lower_search_bounds
self.Model = None
self.time_limit = time_limit
self.relative_gap = relative_gap
self.integrality = integrality
self.log_ouput = log_ouput
self.tighten_IA = tighten_IA
def lp_max(coef, budget):
"""
Solve min_a coef.A + intercept, subject to sum A = budget.
:return:
"""
L = len(coef)
model = dcpm.Model(name="lp_max")
vars = {i: model.binary_var(name="trt_{}".format(i)) for i in range(L)}
obj = model.sum(vars[i] * float(coef[i]) for i in range(L))
model.add_constraint(model.sum(vars[i] for i in range(L)) == budget)
model.minimize(obj)
sol = model.solve(url=None, key=None)
argmax = np.array([int(sol.get_value(f'trt_{i}')) for i in range(L)])
return argmax
def solve(self, adj):
u, s = np.shape(adj)
U = range(1, u + 1)
S = range(1, s + 1)
opt_model = cpx.Model(name="SCP Model")
x_vars = {i: opt_model.binary_var(name="x_{0}".format(i)) for i in S}
constraints = {j: opt_model.add_constraint(ct=opt_model.sum(adj[j - 1, i - 1] * x_vars[i] for i in S) >= 1, ctname="constraint_{0}".format(j)) for j in U}
objective = opt_model.sum(x_vars[i] for i in S)
opt_model.minimize(objective)
opt_model.solve()
opt_df = pd.DataFrame.from_dict(x_vars, orient="index", columns=["variable_object"])
opt_df.reset_index(inplace=True)
opt_df["solution_value"] = opt_df["variable_object"].apply(lambda item: item.solution_value)
return opt_df
def best_attack(x, S, t, k):
start_program = time.time()
m, n = S.shape
model = cpx.Model(name="LP Model")
a = {i: model.binary_var(name="a_" + str(i)) for i in range(n)}
z = {j: model.binary_var(name="z_" + str(j)) for j in range(m)}
v = {(i, j): model.binary_var(name="v_" + str(i) + "_" + str(j))
for i in range(n) for j in range(m)}
model.add_constraint(model.sum(a[i] for i in range(n)) <= k)
# for j in range(m):
# s = S[j]
# model.add_constraint( model.sum( z[j] * t[i] * (1 - s[i]) * a[i] for i in range(n)) >= 0 )
for j in range(m):
s = S[j]
model.add_constraint(
model.sum(z[j] * t[i] - (1 - s[i]) * v[i, j] * t[i]
for i in range(n)) >= 0)
for i in range(n):
for j in range(m):
model.add_constraint(v[i, j] <= z[j])
model.add_constraint(v[i, j] <= a[i])
model.add_constraint(v[i, j] >= z[j] + a[i] - 1)
objective = model.sum((1 - z[j]) * x[j] for j in range(m))
model.minimize(objective)
# model.print_information()
# print()
model.solve()
a_return = []
for i in range(n):
value = int(a[i])
a_return.append(value)
return np.array(a_return).reshape((1, np.array(a_return).shape[0]))
def new_model(self, mdl=None, name=None):
""" Creates a new model
Parameters
----------
mdl : :obj:`docplex.mp.model.Model`
Cplex model (default None)
name : string
Name of the model (default None)
Returns
-------
Model : :obj:`docplex.mp.model.Model`
Cplex model
"""
return cpx.Model()
def best_defense(y, A, t, l):
start_program = time.time()
m, n = A.shape
model = cpx.Model(name="LP Model")
s = {i: model.binary_var(name="s_" + str(i)) for i in range(n)}
z = {j: model.binary_var(name="z_" + str(j)) for j in range(m)}
v = {(i, j): model.binary_var(name="v_" + str(i) + "_" + str(j))
for i in range(n) for j in range(m)}
model.add_constraint(model.sum(s[i] for i in range(n)) <= l)
for j in range(m):
a = A[j]
model.add_constraint(
model.sum(z[j] * t[i] * (1 - a[i]) + v[i, j] * t[i] * a[i] + z[j]
for i in range(n)) <= 0)
for i in range(n):
for j in range(m):
model.add_constraint(v[i, j] <= z[j])
model.add_constraint(v[i, j] <= s[i])
model.add_constraint(v[i, j] >= z[j] + s[i] - 1)
objective = model.sum(z[j] * y[j] for j in range(m))
model.maximize(objective)
# model.print_information()
# print()
model.solve()
s_return = []
for i in range(n):
value = int(s[i])
s_return.append(value)
return np.array(s_return).reshape((1, np.array(s_return).shape[0]))
def _initSolver(self):
self.orCntIndex = 0
self.nr_vms = self.problem.nrVM
self.nr_comps = self.problem.nrComp
self.offers_list = self.problem.offers_list
### Option: default-s-b
self.model = cpx.Model(name="Manuver Model")
self.model.parameters.timelimit.set(2400.0)
### Option: reduce-set-lpmethod-default-s-b:
# http://www-eio.upc.es/lceio/manuals/cplex-11/html/refparameterscplex/refparameterscplex103.html#271905
#self.model.parameters.preprocessing.reduce.set(1)
# print(self.model.parameters.lpmethod)
# self.model.parameters.lpmethod =3
# print(self.model.parameters.lpmethod)
### sym breaking options
### Option: 0 no-s-b
#self.model.parameters.preprocessing.symmetry = 0
### Option: 1 Exert a moderate level of symmetry breaking
#self.model.parameters.preprocessing.symmetry = 1
# ### Option: 2 Exert an aggressive level of symmetry breaking
#self.model.parameters.preprocessing.symmetry = 2
# ### Option: 3 Exert a very aggressive level of symmetry breaking
#self.model.parameters.preprocessing.symmetry = 3
# ### Option: 4 Exert a highly aggressive level of symmetry breaking
#self.model.parameters.preprocessing.symmetry = 4
# ### Option: 5 Exert an extremely aggressive level of symmetry breaking
self.model.parameters.preprocessing.symmetry = 5
#0-default CPX_ALG_AUTOMATIC
#2-CPX_ALG_DUAL
#3-CPX_ALG_NET
# CPXPARAM_Preprocessing_Reduce
# 1
# CPXPARAM_MIP_Tolerances_AbsMIPGap
# 0
# CPXPARAM_MIP_Tolerances_MIPGap
# 0
self._define_variables()
def __init__(
self,
demand=600, # veh / hr / lane
sat_flow_rate=1800, # veh / hr / lane
flow_rate_reduction=1,
g_min=6, # sec
g_max=20, # sec
time_step=2, # sec / timestep
time_range=30, # timesteps (for ease of gauging the program's size)
r_left=0.25,
r_through=0.5,
r_right=0.25,
alpha=1,
preload=None,
model_name='Base Extended Model'):
self.model_name = model_name
self.model = cpx.Model(name=self.model_name)
# Convert all units from seconds to timesteps
self.time_step = time_step
self.time_range = time_range
if (isinstance(demand, int)):
demand = list([demand] * 4)
elif (isinstance(demand, tuple)):
if (len(demand) == 2):
demand = list(demand) + list(demand)
else:
demand = list(demand)
self.sat_flow_rate = (float)(sat_flow_rate * time_step) / (
3600) # veh / timesteps / lane
self.demand = [(float)(x * time_step) / (3600)
for x in demand] # veh / timesteps / lane
self.g_min = g_min / time_step # timesteps
self.g_max = g_max / time_step # timesteps
self.cell_length = self.cell_length * time_step # ft (scaled)
self.turn_ratios = [r_left, r_through, r_right]
self.flow_rate_reduction = flow_rate_reduction
self.alpha = alpha
self.preload = preload
def create_master_problem(J, N_T, N, T, q_true, pi_graph, weight_reg_long_path = 0):
"""
Create Master Problem model
4 step Master Problem in the first iteration, 2 step in the continuous iteration
:param J: list
J parameter Master Problem
:param N_T: list
list of tuple (i_n,t_m), parameter Master Problem
:param N: list
N parameter Master Problem
:param T: list
T parameter Master Problem
:param q_true: dict
q_true parameter Master Problem
:param pi_graph: list
list of paths as input pool of Master Problem
:param weight_reg_long_path: int
const weight if want to add regularizer that increase search long_path(with great contribution).
I scenario see doc.
:return: Model
Master Problem model
:return: dict
dict of (node,time step) that appear in a specific path (identified by index)
:return: var
x parameter Master Problem
:return: var
e parameter Master Problem
"""
mld = cplex.Model('Master problem')
x = mld.continuous_var_dict(J, lb=0, name='x')
e = mld.continuous_var_dict(N_T, lb=0, name='e')
paths_by_node = build_master_problem_contraints(pi_graph, mld, x, e, q_true)
if weight_reg_long_path != 0:
cotruire espressione e sistemare concatenazione
#mld.minimize(mld.sum(e[i, t]) + weight_reg_long_path*x[j] for i in N for t in T for j in paths_by_node[i, t]))
else:
mld.minimize(mld.sum(e[i, t] for i in N for t in T))
return mld, paths_by_node, x, e
def find_initial_sol(self, Nmin, Nmax):
"""
Search for an unconstrained solution to warmstart the solver
"""
print("Doing init with warmstart")
OP_initial = cpx.Model(name="Wind Farm Layout Warmstart",
log_output=True)
x_vars = {(i): OP_initial.binary_var(name="x_{0}".format(i))
for i in self.setV}
OP_initial.add_constraint(
OP_initial.sum(x_vars[i] for i in self.setV) <= Nmax)
OP_initial.add_constraint(
OP_initial.sum(x_vars[i] for i in self.setV) >= Nmin)
for cnt in range(0, self.n):
for el in self.setE[cnt]:
OP_initial.add_constraint(x_vars[cnt] + x_vars[el] <= 1)
obj = OP_initial.sum(self.Pi * x_vars[i] for i in self.setV)
OP_initial.maximize(obj)
OP_initial.solve()
self.initial_sol = [
OP_initial.solution.get_value(x_vars[element])
for element in self.setV
]
initial_sol_indices = []
cnt = 0
for element in self.setV:
if OP_initial.solution.get_value(x_vars[element]) == 1:
initial_sol_indices.append(cnt)
cnt += 1
# save this
filename = "wfl_initial_sol_" + str(self.axx) + "_" + str(
self.axy) + ".npy"
with open(os.path.join(self.dir_sol, filename), "wb") as sol_file:
np.save(sol_file, initial_sol_indices)
# In[130]:
for obj in OD_infor:
obj.find_sp(nx.dijkstra_path(X,obj.origin,obj.destination,weight='length'))
obj.find_sd(nx.dijkstra_path_length(X,obj.origin,obj.destination,weight='length'))
obj.vector_p();
# In[153]:
import docplex.mp.model as cpx
opt_model = cpx.Model(name="MIP Model")
b_v_x = opt_model.binary_var_list(338, name='x')
b_v_y = opt_model.binary_var_list(len(OD_infor)+1, name='y')
p = 15;
for obj in OD_infor:
opt_model.add_constraint(opt_model.sum(opt_model.scal_prod(b_v_x,obj.v_p)) >= b_v_y[obj.number])
opt_model.add_constraint(opt_model.sum(b_v_x) <= p)
opt_model.maximize(opt_model.scal_prod(b_v_y[1:],df_r[4]))
# In[154]:
def match(self, X, Y, storeDistance=False):
# Take the two graphs - they have already the same size
self.X = X
self.Y = Y
if (self.X.nodes() == 1 and self.Y.nodes() == 1):
print("No Edges")
self.f = list(self.Y.x.keys())[0][0]
return
nX = self.X.nodes()
# set of non-zero nodes (i,i) that are in X or in Y
# note. assuming that if there is an edge (i,j), both i and j have non-zero attribute
isetn = set((i, j) for ((i, j), y) in self.X.x.items() if y != [0]
if i == j).union(
set((i, j) for ((i, j), y) in self.Y.x.items()
if y != [0] if i == j))
isetn = sorted(isetn)
# set of indices i of non-zero nodes (i,i) that are in X or in Y
isetnn = [i for (i, j) in isetn]
# set of edges btw non-zero nodes that are in X or in Y
isete = [(i, j) for i in isetnn for j in isetnn if i != j]
# building up the matrix of pairwise distances:
# matrix of pairwise distances btw nodes:
x_vec_n = self.X.to_vector_with_select_nodes(isetn)
y_vec_n = self.Y.to_vector_with_select_nodes(isetn)
gas_n = pd.DataFrame(pairwise_distances(x_vec_n,
y_vec_n,
metric=self.metricNode),
columns=y_vec_n.index,
index=x_vec_n.index)
del x_vec_n, y_vec_n
# matrix of pairwise distances btw edges:
try:
x_vec_e = self.X.to_vector_with_select_edges(isete)
y_vec_e = self.Y.to_vector_with_select_edges(isete)
gas_e = pd.DataFrame(pairwise_distances(x_vec_e,
y_vec_e,
metric=self.metricEdge),
columns=y_vec_e.index,
index=x_vec_e.index)
del x_vec_e, y_vec_e
except:
# degenerate graphs
if self.X.edge_attr + self.Y.edge_attr == 0: # if both the two graphs have no edge
gas_e = pd.DataFrame()
if self.X.edge_attr * self.Y.edge_attr == 0: # if one of the two graphs has no edge
self.X.edge_attr = self.Y.edge_attr = max(
self.X.edge_attr, self.Y.edge_attr)
x_vec_e = self.X.to_vector_with_select_edges(isete)
y_vec_e = self.Y.to_vector_with_select_edges(isete)
gas_e = pd.DataFrame(pairwise_distances(
x_vec_e, y_vec_e, metric=self.metricEdge),
columns=y_vec_e.index,
index=x_vec_e.index)
del x_vec_e, y_vec_e
# optimization model:
# initialize the model
# opt_model = cpx.Model(name="HP Model")
opt_model = cpx.Model(name="HP Model",
ignore_names=True,
checker='off') # faster
# list of binary variables: 1 if i match j, 0 otherwise
# x_vars is n x n
# x_vars = {(i, u): opt_model.binary_var(name="x_{0}_{1}".format(i, u))
# for i in isetnn
# for u in isetnn}
x_vars = opt_model.binary_var_matrix(isetnn, isetnn, name="x")
# constraints - imposing that there is a one to one correspondence between the nodes in the two networks
opt_model.add_constraints_(
(opt_model.sum(x_vars[i, u] for i in isetnn) == 1 for u in isetnn),
(f"constraint_r{u}" for u in isetnn))
opt_model.add_constraints_(
(opt_model.sum(x_vars[i, u] for u in isetnn) == 1 for i in isetnn),
(f"constraint_c{i}" for i in isetnn))
# objective function - sum the distance between nodes and the distance between edges
# e.g. (i,i) is a node in X, (u,u) is a node in Y, (i,j) is an edge in X, (u,v) is an edge in Y.
objective = opt_model.sum(
x_vars[i, u] * gas_n.loc[f'({i}, {i})', f'({u}, {u})']
for i in isetnn for u in isetnn) + opt_model.sum(
x_vars[i, u] * x_vars[j, v] *
gas_e.loc[f'({i}, {j})', f'({u}, {v})']
for (i, j) in isete # for i in isetnn for j in isetnn if j!=i
for (u, v) in isete) # for u in isetnn for v in isetnn if v!=u
# Minimizing the distances as specified in the objective function
opt_model.minimize(objective)
# Finding the minimum
opt_model.solve()
if storeDistance:
self.distance = opt_model.solution.get_objective_value()
# Save in f the permutation: <3
ff = [k for k, z in x_vars.items() if z.solution_value == 1]
if len(ff) < nX:
# if the number of nodes involved in the matching, i.e. non-zero nodes, is smaller than the total,
# set up the permutation vector in the proper way
# e.g. X nodes 1,3 Y nodes 1,4 -> isetnn={1,3,4} -> len(x_vars>0)=3
# -> i want to avoid st. like f=[4,1,3] because i want len(f)=nX
self.f = list(range(nX))
for (i, u) in ff:
self.f[i] = u
else:
self.f = [u for (i, u) in ff]
try:
del gas_n, gas_e
except AttributeError:
pass
del opt_model
I_0: initial_inventory
c_t: unit production cost in month t
d_t: demand of month t
Variables:
X_t: Amount produced in month t
I_t: Inventory at the end of period t
Constraints:
Inventory Constraints: I_{t-1} + X_t - d_t = I_t
Capacity Constraints: X_t <= p
Objective: Min Sum(h*I_t + c_t*X_t)
"""
model = cpx.Model('prod_planning')
start = time()
# ================== Decision variables ==================
production_variables = model.continuous_var_dict(input_df_dict['input_data'].index, name="X")
inventory_variables = model.continuous_var_dict(input_df_dict['input_data'].index, name="I")
# Alternative way of creating the variables
# production_variables = {index: model.continuous_var(name='X_' + str(row['period']))
# for index, row in input_df_dict['input_data'].iterrows()}
#
# inventory_variables = {index: model.continuous_var(name='I_' + str(row['period']))
# for index, row in input_df_dict['input_data'].iterrows()}
logger.debug("var declaration time: {:.6f}".format(time() - start))
def fit_additive_approx_with_solver(U1, U2, weight=1., residual_weight=1.):
nA1, nA2 = U1.shape
nA = nA1 * nA2
model = dcpm.Model(name='model')
vars = {}
# Add variables for each player
for i in range(nA1):
vars[(0, 0, i)] = model.continuous_var(name=f'{(0, 0, i)}', lb=-2)
vars[(1, 0, i)] = model.continuous_var(name=f'{(1, 0, i)}')
for j in range(nA2):
if i == 0:
vars[(0, 1, j)] = model.continuous_var(name=f'{(0, 1, j)}',
lb=-2)
vars[(1, 1, j)] = model.continuous_var(name=f'{(1, 1, j)}',
lb=-2)
vars[(2, i, j)] = model.continuous_var(name=f'{(2, i, j)}', lb=0)
# vars[(3, i, j)] = model.continuous_var(name=f'{(3, i, j)}', lb=0)
# vars[(4, i, j)] = model.continuous_var(name=f'{(4, i, j)}', lb=0)
# Dummy variables for l1 penalty
vars[(5, i, j)] = model.continuous_var(name=f'{(5, i, j)}', lb=0)
vars[(6, i, j)] = model.continuous_var(name=f'{(6, i, j)}', lb=0)
cost1 = model.sum(
(U1[i, j] - vars[(0, 0, i)] - vars[(0, 1, j)] - vars[(2, i, j)])**2
for i in range(nA1) for j in range(nA2))
cost2 = model.sum(
(U2[i, j] - vars[(1, 1, i)] - vars[(1, 0, j)] - vars[(2, i, j)])**2
for i in range(nA1) for j in range(nA2))
# cost3 = model.sum(vars[2, i, j]**2 for i in range(nA1) for j in range(nA2))
cost3 = model.sum(vars[5, i, j] + vars[6, i, j] for i in range(nA1)
for j in range(nA2))
# cost4 = model.sum(vars[3, i, j]**2 for i in range(nA1) for j in range(nA2))
# cost5 = model.sum(vars[4, i, j] ** 2 for i in range(nA1) for j in range(nA2))
# Constraints for l1 dummy variables
for i in range(nA1):
for j in range(nA2):
model.add_constraint(vars[5, i, j] - vars[6, i, j] -
vars[2, i, j] == 0)
model.minimize(cost1 + cost2 + weight * cost3)
sol = model.solve(url=None, key=None)
# Get variables
U11_hat = np.zeros_like(U1).astype(float)
U12_hat = np.zeros_like(U1).astype(float)
U21_hat = np.zeros_like(U1).astype(float)
U22_hat = np.zeros_like(U1).astype(float)
U1_hat = np.zeros_like(U1).astype(float)
for i in range(nA1):
for j in range(nA2):
U11_hat[i, j] = float(sol.get_value(f'{(0, 0, i)}'))
U12_hat[i, j] = float(sol.get_value(f'{(0, 1, j)}'))
U21_hat[i, j] = float(sol.get_value(f'{(1, 0, i)}'))
U22_hat[i, j] = float(sol.get_value(f'{(1, 1, j)}'))
U1_hat[i, j] = float(sol.get_value(f'{(2, i, j)}'))
return U11_hat, U12_hat, U21_hat, U22_hat, U1_hat
def solve_test1(n, m, r, s, f_cost, p_list, p_u, delta_k, beta, gamma_k, vp,
ld, x_n, y_n, x_m, y_m):
I = range(1, n + 1)
K = range(1, m + 1)
T = range(1, r + 1)
L = range(1, s + 1)
# vp, ld, x_n, y_n, x_m, y_m = preflist(n, m, r, s,)
# [print("v_{0}_{1}_{2}=%d".format(i,k,t) % sum(l * 1 * vp[i, k, t, l] for l in L) ) for i in I for k in K for t in T]
# breakpoint()
delta = {k: delta_k
for k in K
} # limit on the individual size of the charging stations
gamma = {k: gamma_k for k in K} # capacity of individual charging stations
# c = {k: rnd.uniform(.6, 1) for k in K} # installation cost of individual charging stations
c = {k: 1 for k in K} # installation cost of individual charging stations
# print(c)
v = {(i, k, t, l): vp[i, k, t, l]
for i in I for k in K for t in T for l in L} # preference list
l_d = {(i, k): ld[i, k] * 1
for i in I for k in K} # lambda of the follower problem
# big M's
M = 1000
M5 = 1000
M6 = 1000
prob = cpx.Model(name="EV Model")
# primal leader and follower variables
x = {(i, k, t): prob.binary_var(name="x_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
# x = {(i, k, t): prob.continuous_var(lb=0, ub=1, name="x_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
y = {
k: prob.integer_var(lb=0, ub=np.inf, name="y_{0}".format(k))
for k in K
}
z = {k: prob.binary_var(name="z_{0}".format(k)) for k in K}
p = {(k, t): prob.continuous_var(lb=0,
ub=p_u,
name="p_{0}_{1}".format(k, t))
for k in K for t in T}
# for i in I: # print v
# print(i)
# for l in L:
# zd = {(i, k, t, l): v[i, k, t, l] for k in K for t in T}
# print(np.reshape(list(zd.values()), (m, r)))
# dual follower variables
pi = {(k, t): prob.continuous_var(lb=0,
ub=None,
name="pi_{0}_{1}".format(k, t))
for k in K for t in T}
phi = {(i, k, t):
prob.continuous_var(lb=0,
ub=None,
name="phi_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
rho = {
i: prob.continuous_var(lb=-np.inf, ub=None, name="rho_{0}".format(i))
for i in I
}
u = {(k, t): prob.binary_var(name="u_{0}_{1}".format(k, t))
for k in K for t in T}
# leader constraints
con71 = {
k: prob.add_constraint(ct=z[k] - prob.sum(x[i, k, t] for i in I
for t in T) <= 0,
ctname="con71_{0}".format(k))
for k in K
}
con72 = {(k, t):
prob.add_constraint(ct=p[k, t] - prob.sum(x[i, k, t] for i in I
for t in T) * p_u <= 0,
ctname="con72_{0}_{1}".format(k, t))
for k in K for t in T}
con7b = {
k: prob.add_constraint(ct=y[k] - delta[k] * z[k] <= 0,
ctname="con7b_{0}".format(k))
for k in K
}
con7c = prob.add_constraint(ct=prob.sum(c[k] * y[k] for k in K) <= beta,
ctname="con7c")
# follower KKT
con7f = {(i, k, t): prob.add_constraint(
ct=f_cost * p[k, t] + pi[k, t] + rho[i] + phi[i, k, t] >=
-l_d[i, k] - prob.sum(l * p_list * v[i, k, t, l] for l in L),
ctname="con7f_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
# [print("v_{0}_{1}_{2} = %d, con7f_{0}_{1}_{2} = %s".format(i, k, t,i,k,t) % (sum(l * p_list * vp[i, k, t, l] for l in L), str(con7f[i,k,t]))) for i in I for k in K for t in T]
con7g = {(i, k, t): prob.add_constraint(
ct=f_cost * p[k, t] + l_d[i, k] + pi[k, t] + rho[i] + phi[i, k, t] +
M * x[i, k, t] <= -prob.sum(l * p_list * v[i, k, t, l] for l in L) + M,
ctname="con7g_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
con7h = {
(k, t):
prob.add_constraint(ct=prob.sum(x[i, k, t]
for i in I) - gamma[k] * y[k] <= 0,
ctname="con7h_{0}_{1}".format(k, t))
for k in K for t in T
}
con7i = {(k, t): prob.add_constraint(
ct=gamma[k] * y[k] - prob.sum(x[i, k, t]
for i in I) + u[k, t] * M5 <= M5,
ctname="con7i_{0}_{1}".format(k, t))
for k in K for t in T}
con7j = {(k, t): prob.add_constraint(ct=pi[k, t] - u[k, t] * M5 <= 0,
ctname="con7j_{0}_{1}".format(k, t))
for k in K for t in T}
con7k = {
i:
prob.add_constraint(ct=prob.sum(x[i, k, t] for k in K for t in T) == 1,
ctname="con7k_{0}".format(i))
for i in I
}
con7l = {(i, k, t):
prob.add_constraint(ct=x[i, k, t] - prob.sum(v[i, k, t, l]
for l in L) <= 0,
ctname="con7l_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
con7m = {(i, k, t):
prob.add_constraint(ct=phi[i, k, t] + M6 * x[i, k, t] <= M6 *
(1 + prob.sum(v[i, k, t, l] for l in L)),
ctname="con7m_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
# con7s = {(i, k, t): prob.add_constraint(
# ct=w_linear[i, k, t] -w[i, k, t] ** 2 - 0 <= 0,
# ctname="con7s_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
# objective function
objective = prob.sum(
x[i, k, t] * p[k, t] for i in I for k in K
for t in T) - 1 * prob.sum(x[i, k, t] for i in I for k in K
for t in T) - 0 * prob.sum(c[k] * y[k]
for k in K)
prob.maximize(objective)
prob.print_information()
# breakpoint()
# prob.parameters.mip.tolerances.mipgap = 0.001
# prob.parameters.timelimit = 500
s1 = prob.solve(log_output=True)
print(prob.get_solve_status())
# prob.print_solution()
print(s1.get_objective_value())
x_val = s1.get_value_dict(x)
y_val = s1.get_value_dict(y)
p_val = s1.get_value_dict(p)
z_val = s1.get_value_dict(z)
[
print("x_{0}_{1}_{2} = %d".format(i, k, t) % x_val[i, k, t]) for i in I
for k in K for t in T if x_val[i, k, t] != 0
]
[print("y_{0}=%d".format(k) % y_val[k]) for k in K if y_val[k] != 0]
[print("z_{0}=%d".format(k) % z_val[k]) for k in K if z_val[k] != 0]
[
print("p_{0}_{1} = %f".format(k, t) % p_val[k, t]) for k in K
for t in T if p_val[k, t] != 0
]
# print(s)
# plt.figure(figsize=(10, 5))
img = mpimg.imread('user_cs.png')
[
plt.annotate("x_{0}_{1}_{2}".format(i, k, t),
(x_n[i] - 0.002, y_n[i] - 0.04)) for i in I for k in K
for t in T if x_val[i, k, t] == 1
]
[
plt.annotate("y_{0} = %d".format(k) % y[k],
(x_m[k] - 0.002, y_m[k] - 0.04),
c='r') for k in K if y_val[k] != 0
]
# plt.axis('equal')
plt.savefig('user_cs_2level')
plt.show(block=False)
plt.close('user_cs_2level')
return None
#路径权值，默认为距离的平方
c_vars = {(i, j): math.pow(
math.pow(position_vertex_list[i][0] - position_vertex_list[j][0], 2) +
math.pow(position_vertex_list[i][1] - position_vertex_list[j][1], 2), 0.5)
for i in range(num_vertex) for j in range(num_vertex)}
#各种集合
set_without_depot = range(1, num_vertex)
set_Vs_c = range(1, num_vertex)
set_V = range(num_vertex)
set_Vs = range(1, num_sdf + 1)
set_Vc = range(num_sdf + 1, num_vertex)
set_salesman = range(0, num_salesman)
set_group = range(0, num_group)
set_sdf_r_c = range(0, num_sdf)
#model
opt_model = cpx.Model(name="CSP Model")
#----------决策变量
x_vars = {(i, j): opt_model.integer_var(lb=0,
ub=1,
name="x_{0}_{1}".format(i, j))
for i in set_V for j in set_V}
z_vars = {(i, j): opt_model.integer_var(lb=0,
ub=1,
name="z_{0}_{1}".format(i, j))
for i in set_Vc for j in set_Vs}
u_vars = {(i, j):
opt_model.integer_var(lb=0,
ub=len(responsible_salesman_list[j]) - 1,
name="u_{0}_{1}".format(i, j))
for i in set_V for j in set_salesman
if i in responsible_salesman_list[j]}
def place_request_optimally(self, req):
print("\n### OPTIMAL Placement module #################################################\n")
if not os.path.isfile(CPLEX_PATH):
raise RuntimeError('CPLEX does not exist ({})'.format(CPLEX_PATH))
hosts = self.topology.nodes
states = req.get_masters()
replicas = req.get_replicas()
opt_model = cpx.Model(name="Placement")
# Binary variables ###################################################################################
print("Creating state mapping variables 1...")
x_vars = {(h, s.id): opt_model.binary_var(name="x{0}{1}".format(h, s.id)) for h in hosts for s in states}
print("Creating replica mapping variables 2...")
y_vars = {(i, s.id): opt_model.binary_var(name="y{0}{1}".format(i, s.id)) for i in hosts for s in states}
# Constraints #########################################################################################
print("Creating constraints 1 - states can be mapped into only one server")
for s in states:
c_name = "c1_{}".format(s.id)
opt_model.add_constraint(ct=opt_model.sum(x_vars[i, s.id] for i in hosts) == 1, ctname=c_name)
print("Creating constraints 2 - replicas can be mapped into as many servers as many replicas exist")
for s in states:
c_name = "c2_{}".format(s.id)
# print("State: {}\t Replica number:{}\t Replica instance:{}".format(s.id, s.replica_num,
# len(req.get_replicas_of_state(s))))
# opt_model.add_constraint(
# ct=opt_model.sum(y_vars[i, s.id] for i in hosts) == len(req.get_replicas_of_state(s)), ctname=c_name)
opt_model.add_constraint(
ct=opt_model.sum(y_vars[i, s.id] for i in hosts) == s.replica_num, ctname=c_name)
print("Creating constraints 3 - anti-affinity rules")
for h in hosts:
for s in states:
c_name = "c3_{}_in_{}".format(s.id, h)
opt_model.add_constraint(ct=(x_vars[h, s.id] + y_vars[h, s.id]) <= 1, ctname=c_name)
print("Creating constraints 4 - server capacity constraint")
for h in hosts:
c_name = "c4_{}".format(h)
opt_model.add_constraint(
ct=opt_model.sum((x_vars[h, s.id] + y_vars[h, s.id]) * s.size for s in states) <=
self.topology.nodes[h]['capacity'],
ctname=c_name)
print("Creating Objective function...")
def create_w():
# init w
w = {(k, s.id): 0 for k in hosts for s in states}
for s in states:
for k in hosts:
writers = s.writers
for i in writers:
if MasterController.get_host_of_function(i) == k:
w[k, s.id] += i.get_writer_rate_of_state(s)
return w
def create_f():
# init f
f = {(i, s.id): 0 for i in hosts for s in states}
for s in states:
for i in hosts:
writers = s.writers
for w in writers:
if MasterController.get_host_of_function(w) == i:
f[i, s.id] = 1
return f
def create_g():
# init g
g = {(i, s.id): 0 for i in hosts for s in states}
for s in states:
for i in hosts:
readers = s.readers
for r in readers:
if MasterController.get_host_of_function(r) == i:
g[i, s.id] = 1
return g
def create_p():
# init p
p = {(i, s.id): 0 for i in hosts for s in states}
for s in states:
for i in hosts:
readers = s.readers
for r in readers:
if MasterController.get_host_of_function(r) == i:
p[i, s.id] += r.get_reader_rate_of_state(s)
return p
w = create_w()
f = create_f()
g = create_g()
p = create_p()
# ===============================================================================================================
readers_hosts = dict()
for s in states:
readers_hosts.update({s.id: [MasterController.get_host_of_function(r) for r in s.readers]})
update_cost = sum(sum(
x_vars[i, s.id] * y_vars[j, s.id] * MasterController.get_min_delay_between_hosts(i, j) for i in hosts for j
in hosts) * sum(w[k, s.id] for k in hosts) for s in states)
def get_max_expression(state):
max_expression = opt_model.max([opt_model.logical_and(x_vars[(i, state.id)], y_vars[
(j, state.id)]) * MasterController.get_min_delay_between_hosts(i, j) * sum(
w[(k, state.id)] for k in hosts) for i in hosts for j in hosts if i != j])
return max_expression
update_cost = sum(get_max_expression(s) for s in states)
# update_cost = 0
write_cost = sum(
x_vars[i, s.id] * f[j, s.id] * w[j, s.id] * MasterController.get_min_delay_between_hosts(i, j) for i in
hosts for j in hosts for s in states)
def delta_cost(host_i, state):
# FIXME: use a dynamic number instead of the 100 below
min_delta = opt_model.min((1 - opt_model.logical_or(x_vars[(j, state.id)], y_vars[
(j, state.id)])) * 100 + MasterController.get_min_delay_between_hosts(host_i, j) for j in hosts)
return min_delta
readers_hosts = dict()
for s in states:
reader_hosts_list = []
for r in s.readers:
host = MasterController.get_host_of_function(r)
if host not in reader_hosts_list:
reader_hosts_list.append(host)
readers_hosts.update({s.id: reader_hosts_list})
reading_cost = sum(delta_cost(i, s) * g[(i, s.id)] * p[(i, s.id)] for s in states for i in readers_hosts[s.id])
quadratic_obj_function = update_cost + write_cost + reading_cost
# ===============================================================================================================
opt_model.set_objective("min", quadratic_obj_function)
print("Exporting the problem")
cplex_model_path = "{}/cplex_model".format(MasterController.simulation_name)
opt_model.export_as_lp(basename="cplex_model", path=cplex_model_path)
t1 = datetime.datetime.now()
# solving problem in locally
print("\n\nSolving the problem locally")
subprocess.call(
"{} -c 'read {}.lp' 'set timelimit {}' 'set mip interval 1' 'optimize' 'write {}_solution sol'".format(
CPLEX_PATH, cplex_model_path, CPLEX_TIME_LIMIT, cplex_model_path), shell=True)
t2 = datetime.datetime.now()
try:
with open("{}_solution".format(cplex_model_path)) as myfile:
head = [next(myfile) for x in range(20)]
cost = int(round(float(head[6].split('=')[1].replace('\n', '').replace('"', ''))))
print("\n*** Delay cost: {} ***".format(cost))
except:
print("\n\nWARNING: No solution exists!")
cost = -1
# indicates whether master state s is placed onto host i
x_vars = {(h, s.id): 0 for h in hosts for s in states}
# indicates whether a slave replica of s is placed onto host i
y_vars = {(i, s.id): 0 for i in hosts for s in states}
from xml.dom import minidom
# parse an xml file by name
mydoc = minidom.parse("{}_solution".format(cplex_model_path))
variables = mydoc.getElementsByTagName('variable')
# all item attributes
print('\nAll variable:')
for elem in variables:
if "xhost" in elem.attributes['name'].value:
if float(elem.attributes['value'].value) > 0.6:
host = (elem.attributes['name'].value).split("state")[0][1:]
state = "state" + (elem.attributes['name'].value).split("state")[1]
x_vars[(host, state)] = 1
elif "yhost" in elem.attributes['name'].value:
if float(elem.attributes['value'].value) > 0.6:
host = (elem.attributes['name'].value).split("state")[0][1:]
state = "state" + (elem.attributes['name'].value).split("state")[1]
y_vars[(host, state)] = 1
running_time = t2 - t1
print("RUNNING TIME: {}".format(running_time))
print(x_vars)
print(y_vars)
return cost, running_time, x_vars, y_vars
def main():
opt_model = cpx.Model(name="MIP Model")
opt_model.context.cplex_parameters.workmem = 1024
n = int(sys.stdin.readline())
cur = sys.stdin.readline()
variables = {}
has_edge = {}
opt = None
nodes = set()
while cur != "":
u, v, weight = cur.split(" ")
u, v, weight = int(u), int(v), float(weight)
isInfWeight = weight == -math.inf
nodes.add(u)
nodes.add(v)
key = (u, v)
var = opt_model.integer_var(lb=0, ub=1, name="x_{0}_{1}".format(u, v))
if not isInfWeight:
weight = int(weight)
cur_opt = abs(weight) * var
if weight > 0:
cur_opt = (1 - var) * weight
if opt is None:
opt = cur_opt
else:
opt += cur_opt
variables[key] = var
has_edge[key] = weight > 0
cur = sys.stdin.readline()
nodes = list(nodes)
len_nodes = len(nodes)
c_id = 0
for u_idx in range(len_nodes):
u = nodes[u_idx]
for v_idx in range(u_idx + 1, len_nodes):
v = nodes[v_idx]
for w_idx in range(v_idx + 1, len_nodes):
w = nodes[w_idx]
c_id += 1
opt_model.add_constraint(
ct=(variables[(u, v)] + variables[(v, w)] -
variables[(u, w)] <= 1),
ctname=str(c_id))
c_id += 1
opt_model.add_constraint(
ct=(variables[(u, v)] - variables[(v, w)] +
variables[(u, w)] <= 1),
ctname=str(c_id))
c_id += 1
opt_model.add_constraint(
ct=(-variables[(u, v)] + variables[(v, w)] +
variables[(u, w)] <= 1),
ctname=str(c_id))
# for minimization
opt_model.minimize(opt)
has_sol = opt_model.solve()
if has_sol:
for key in variables:
sol_has_edge = int(float(variables[key])) == 1
if (sol_has_edge and not has_edge[key]) or (not sol_has_edge
and has_edge[key]):
print(str(key[0]) + " " + str(key[1]))
def solve_problem_static(I, K, T, L, f_cost, p_list, p_u, delta_k, beta, gamma_k, vp, ld, x_n, y_n, x_m, y_m):
# I = range(1, n + 1)
# K = range(1, m + 1)
# T = range(1, r + 1)
# L = range(1, s + 1)
# vp, ld, x_n, y_n, x_m, y_m = preflist(n, m, r, s,)
# [print("v_{0}_{1}_{2}=%d".format(i,k,t) % sum(l * 1 * vp[i, k, t, l] for l in L) ) for i in I for k in K for t in T]
# breakpoint()
delta = {k: delta_k for k in K} # limit on the individual size of the charging stations
gamma = {k: gamma_k for k in K} # capacity of individual charging stations
# c = {k: rnd.uniform(.6, 1) for k in K} # installation cost of individual charging stations
c = {k: 1 for k in K} # installation cost of individual charging stations
# print(c)
v = {(i, k, t, l): vp[i, k, t, l] for i in I for k in K for t in T for l in L} # preference list
l_d = {(i, k): ld[i, k] * 1 for i in I for k in K} # lambda of the follower problem
# big M's
M = 1000
M5 = 1000
M6 = 1000
prob = cpx.Model(name="EV Model")
# primal leader and follower variables
x = {(i, k, t): prob.binary_var(name="x_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
# x = {(i, k, t): prob.continuous_var(lb=0, ub=1, name="x_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
y = {k: prob.integer_var(lb=0, ub=np.inf, name="y_{0}".format(k)) for k in K}
z = {k: prob.binary_var(name="z_{0}".format(k)) for k in K}
p = {(k, t): prob.continuous_var(lb=0, ub=np.inf, name="p_{0}_{1}".format(k, t)) for k in K for t in T}
# for i in I: # print v
# print(i)
# for l in L:
# zd = {(i, k, t, l): v[i, k, t, l] for k in K for t in T}
# print(np.reshape(list(zd.values()), (m, r)))
# dual follower variables
pi = {(k, t): prob.continuous_var(lb=0, ub=None, name="pi_{0}_{1}".format(k, t)) for k in K for t in T}
phi = {(i, k, t): prob.continuous_var(lb=0, ub=None, name="phi_{0}_{1}_{2}".format(i, k, t))
for i in I for k in K for t in T}
rho = {i: prob.continuous_var(lb=-np.inf, ub=None, name="rho_{0}".format(i)) for i in I}
u = {(k, t): prob.binary_var(name="u_{0}_{1}".format(k, t)) for k in K for t in T}
# leader constraints
con71 = {
k: prob.add_constraint(ct=z[k] - prob.sum(x[i, k, t] for i in I for t in T) <= 0, ctname="con71_{0}".format(k))
for k in K}
con72 = {(k, t): prob.add_constraint(ct=p[k, t] - prob.sum(x[i, k, t] for i in I) * p_u <= 0,
ctname="con72_{0}_{1}".format(k, t)) for k in K for t in T}
con7b = {k: prob.add_constraint(ct=y[k] - delta[k] * z[k] <= 0, ctname="con7b_{0}".format(k)) for k in K}
con7c = prob.add_constraint(ct=prob.sum(c[k] * y[k] for k in K) <= beta, ctname="con7c")
# follower KKT
con7f = {(i, k, t): prob.add_constraint(
ct=f_cost * p[k, t] + pi[k, t] + rho[i] + phi[
i, k, t] >= - l_d[i, k] - prob.sum(l * p_list * v[i, k, t, l] for l in L),
ctname="con7f_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
# [print("v_{0}_{1}_{2} = %d, con7f_{0}_{1}_{2} = %s".format(i, k, t,i,k,t) % (sum(l * p_list * vp[i, k, t, l] for l in L), str(con7f[i,k,t]))) for i in I for k in K for t in T]
con7g = {(i, k, t): prob.add_constraint(
ct=f_cost * p[k, t] + l_d[i, k] + pi[k, t] + rho[i] + phi[
i, k, t] + M * x[i, k, t] <= - prob.sum(l * p_list * v[i, k, t, l] for l in L) + M,
ctname="con7g_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
con7h = {(k, t): prob.add_constraint(
ct=prob.sum(x[i, k, t] for i in I) - gamma[k] * y[k] <= 0,
ctname="con7h_{0}_{1}".format(k, t)) for k in K for t in T}
con7i = {(k, t): prob.add_constraint(
ct=gamma[k] * y[k] - prob.sum(x[i, k, t] for i in I) + u[k, t] * M5 <= M5,
ctname="con7i_{0}_{1}".format(k, t)) for k in K for t in T}
con7j = {(k, t): prob.add_constraint(
ct=pi[k, t] - u[k, t] * M5 <= 0,
ctname="con7j_{0}_{1}".format(k, t)) for k in K for t in T}
con7k = {i: prob.add_constraint(
ct=prob.sum(x[i, k, t] for k in K for t in T) == 1,
ctname="con7k_{0}".format(i)) for i in I}
con7l = {(i, k, t): prob.add_constraint(
ct=x[i, k, t] - prob.sum(v[i, k, t, l] for l in L) <= 0,
ctname="con7l_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
con7m = {(i, k, t): prob.add_constraint(
ct=phi[i, k, t] + M6 * x[i, k, t] <= M6 * (1 + prob.sum(v[i, k, t, l] for l in L)),
ctname="con7m_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
# con7s = {(i, k, t): prob.add_constraint(
# ct=w_linear[i, k, t] -w[i, k, t] ** 2 - 0 <= 0,
# ctname="con7s_{0}_{1}_{2}".format(i, k, t)) for i in I for k in K for t in T}
# objective function
objective = prob.sum(x[i, k, t] * p[k, t] for i in I for k in K for t in T) - 1 * prob.sum(
x[i, k, t] for i in I for k in K for t in T) - 0 * prob.sum(c[k] * y[k] for k in K)
prob.maximize(objective)
prob.print_information()
# breakpoint()
# prob.parameters.mip.tolerances.mipgap = 0.001
# prob.parameters.timelimit = 500
sol_static = prob.solve(log_output=True)
print(prob.get_solve_status())
# prob.print_solution()
print(sol_static.get_objective_value())
var = {"x": x, "y": y, "z": z, "p": p}
return sol_static, var