def ilp(prods, n_prods, alpha):
S1, S2, S3, S4 = segregate(prods, n_prods, alpha)
x = np.array([0.0 for i in range(n_prods)])
d = 0
for prod in S1:
x[prod.index] = 1
d = d + (prod.q - alpha)
rev = [-1.0 for i in range(n_prods)]
qdiff = [-1.0 for i in range(n_prods)]
for prod in S2:
ind = prod.index
rev[ind] = prod.r
qdiff[ind] = prod.q - alpha
for prod in S3:
ind = prod.index
rev[ind] = prod.r
qdiff[ind] = prod.q - alpha
m = Model('ilp')
m.verbose = False
y = [m.add_var(var_type=BINARY) for i in range(n_prods)]
m.objective = maximize(xsum(rev[i] * y[i] for i in range(n_prods)))
m += xsum(qdiff[i] * y[i] for i in range(n_prods)) >= -1 * d
m.optimize()
selected = np.array([y[i].x for i in range(n_prods)])
import pdb
pdb.set_trace()
selected = np.floor(selected + 0.01)
import pdb
pdb.set_trace()
return x + selected, d
def test_cutting_stock(solver: str):
n = 10 # maximum number of bars
L = 250 # bar length
m = 4 # number of requests
w = [187, 119, 74, 90] # size of each item
b = [1, 2, 2, 1] # demand for each item
# creating the model
model = Model(solver_name=solver)
x = {(i, j): model.add_var(obj=0,
var_type=INTEGER,
name="x[%d,%d]" % (i, j))
for i in range(m) for j in range(n)}
y = {
j: model.add_var(obj=1, var_type=BINARY, name="y[%d]" % j)
for j in range(n)
}
# constraints
for i in range(m):
model.add_constr(xsum(x[i, j] for j in range(n)) >= b[i])
for j in range(n):
model.add_constr(xsum(w[i] * x[i, j] for i in range(m)) <= L * y[j])
# additional constraints to reduce symmetry
for j in range(1, n):
model.add_constr(y[j - 1] >= y[j])
# optimizing the model
model.optimize()
# sanity tests
assert model.status == OptimizationStatus.OPTIMAL
assert abs(model.objective_value - 3) <= 1e-4
assert sum(x.x for x in model.vars) >= 5
def mip_optimization(cal_df, y, constrain=3, daily_weights=None):
"""Mixed integer linear programming optimization with constraints.
Args:
y (numpy.ndarray): sum of daily features (dim=#ofdays)
constrain (int): minimum days in office
daily_weights (array): weighting of days, e.g. if you prefer to come on mondays
Return:
"""
# daily weighting
u = np.ones(len(y)) if daily_weights == None else daily_weights
I = range(len(y)) # idx for days for summation
m = Model("knapsack") # MIP model
w = [m.add_var(var_type=BINARY) for i in I] # weights to optimize
m.objective = maximize(xsum(y[i] * w[i]
for i in I)) # optimization function
m += xsum(w[i] * u[i] for i in I) <= constrain # constraint
m.optimize()
#selected = [i for i in I if w[i].x >= 0.99]
selected = [w[i].x for i in I]
df = pd.DataFrame(columns=["home_office"],
index=cal_df.index,
data={'home_office': selected})
return df
def optimal_split(self, ratio=0.5):
"""Function that returns the optimal split for a certain ratio of the potential (default to 0.5)
Keyword Arguments:
ratio {float} -- The ratio of the potential needed (default: {0.5})
Returns:
list tuple -- Returns the tuple (A, B) representing the partitions.
"""
if (sum(self.game_state) == 1):
if (randint(1, 100) <= 50):
return self.game_state, [0] * (self.K + 1)
else:
return [0] * (self.K + 1), self.game_state
else:
m = Model("")
x = [m.add_var(var_type=INTEGER) for i in self.game_state]
m.objective = minimize(
sum([
2**(-(self.K - i)) * c
for c, i in zip(x, range(self.K + 1))
]) - ratio * self.potential(self.game_state))
for i in range(len(x)):
m += 0 <= x[i]
m += x[i] <= self.game_state[i]
m += sum([
2**(-(self.K - i)) * c for c, i in zip(x, range(self.K + 1))
]) >= ratio * self.potential(self.game_state)
m.optimize()
Abis = [0] * (self.K + 1)
for i in range(len(x)):
Abis[i] = int(x[i].x)
B = [z - a for z, a in zip(self.game_state, Abis)]
return Abis, B
def test_knapsack(solver: str):
p = [10, 13, 18, 31, 7, 15]
w = [11, 15, 20, 35, 10, 33]
c, I = 47, range(len(w))
m = Model("knapsack", solver_name=solver)
x = [m.add_var(var_type=BINARY) for i in I]
m.objective = maximize(xsum(p[i] * x[i] for i in I))
m += xsum(w[i] * x[i] for i in I) <= c, "cap"
m.optimize()
assert m.status == OptimizationStatus.OPTIMAL
assert round(m.objective_value) == 41
m.constr_by_name("cap").rhs = 60
m.optimize()
assert m.status == OptimizationStatus.OPTIMAL
assert round(m.objective_value) == 51
# modifying objective function
m.objective = m.objective + 10 * x[0] + 15 * x[1]
assert abs(m.objective.expr[x[0]] - 20) <= 1e-10
assert abs(m.objective.expr[x[1]] - 28) <= 1e-10
def test_linexpr_x(solver: str, val: int):
m = Model("bounds", solver_name=solver)
x = m.add_var(lb=0, ub=2 * val)
y = m.add_var(lb=val, ub=2 * val)
obj = x - y
assert obj.x is None # No solution yet.
m.objective = maximize(obj)
m.optimize()
assert m.status == OptimizationStatus.OPTIMAL
assert round(m.objective_value) == val
assert round(x.x) == 2 * val
assert round(y.x) == val
# Check that the linear expression value is equal to the same expression
# calculated from the values of the variables.
assert abs((x + y).x - (x.x + y.x)) < TOL
assert abs((x + 2 * y).x - (x.x + 2 * y.x)) < TOL
assert abs((x + 2 * y + x).x - (x.x + 2 * y.x + x.x)) < TOL
assert abs((x + 2 * y + x + 1).x - (x.x + 2 * y.x + x.x + 1)) < TOL
assert abs((x + 2 * y + x + 1 + x / 2).x -
(x.x + 2 * y.x + x.x + 1 + x.x / 2)) < TOL
def do_matching(graph, visualize=True):
print("Starting model")
weights = dict()
graph = {int(key): graph[key] for key in graph}
E = set()
V = graph.keys()
for v in V:
original = v
for u, weight in graph[original]:
s, t = (u, v) if u < v else (v, u)
edge = (s, t)
E.add(edge)
weights[original, u] = weight
if visualize:
graph = nx.Graph()
graph.add_nodes_from(V)
graph.add_edges_from(E)
nx.draw_kamada_kawai(graph)
plt.show()
model = Model("Maximum matching")
edge_vars = {e: model.add_var(var_type=BINARY) for e in E}
for v in V:
model += xsum(edge_vars[s, t] for s, t in E if v in [s, t]) <= 1
model.objective = maximize(
xsum(
xsum(((weights[edge] + weights[edge[1], edge[0]]) / 2) *
edge_vars[edge] for edge in E) for edge in E))
model.optimize(max_seconds=300)
return sorted([e for e in E if edge_vars[e].x > .01])
def min_unproportionality_allocation(utilities: Dict[int, List[float]],
m: Model) -> None:
"""
Computes (one of) the item allocation(s) which minimizes global unproportionality (observe we only sum
unproportionality when it is larger than 0).
:param utilities: the dictionary representing the utility profile, where each key is an agent and its value an array
of floats such that the i-th float is the utility of the i-th item for the key-agent.
:param m: the MIP model to optimize.
:return: a dictionary mapping to each agent the bundle which has been assigned to her so that unproportionality
is minimized.
"""
agents, items = len(utilities), len(list(utilities.values())[0])
dummies = [
m.add_var(name='dummy_{}'.format(agent), var_type=CONTINUOUS)
for agent in range(agents)
]
m.objective = minimize(
xsum(
m.var_by_name('dummy_{}'.format(agent))
for agent in range(agents)))
for agent in range(agents):
m += m.var_by_name('dummy_{}'.format(agent)) >= 0
m += m.var_by_name('dummy_{}'.format(agent)) >= (sum(utilities[agent][item] for item in range(items)) / agents)\
- (sum(utilities[agent][item] * m.var_by_name('assign_{}_{}'.format(item ,agent)) for item in range(items)))
m.optimize()
def __init__(self, model: mip.Model):
if model.status == mip.OptimizationStatus.LOADED:
logger.debug("model not runned yet, checking if feasible or not")
model.emphasis = 1 # feasibility
model.preprocess = 1 # -1 automatic, 0 off, 1 on.
model.optimize()
assert (model.status == mip.OptimizationStatus.INFEASIBLE
), "model is not linear infeasible"
self.model = model
def do_matching_stable(graph, visualize=True, individual=1, communal=10000000):
print("Starting model")
weights = dict()
graph = {int(key): graph[key] for key in graph}
E = set()
V = graph.keys()
inputs = {v: [] for v in V}
outputs = {v: [] for v in V}
for v in V:
original = v
for u, weight in graph[original]:
s, t = (u, v) if u < v else (v, u)
edge = (s, t)
E.add(edge)
weights[(original, u)] = weight
outputs[original].append(u)
inputs[u].append(original)
if visualize:
graph = nx.Graph()
graph.add_nodes_from(V)
graph.add_edges_from(E)
nx.draw_kamada_kawai(graph)
plt.show()
model = Model("Rogue Couples based")
edge_vars = {e: model.add_var(var_type=BINARY) for e in E}
undirected = dict()
for e in E:
undirected[e] = edge_vars[e]
undirected[e[1], e[0]] = edge_vars[e]
rogue_vars = {e: model.add_var(var_type=BINARY) for e in E}
partners = dict()
for v in V:
partners[v] = model.add_var()
partners[v] = xsum(edge_vars[s, t] for s, t in E if v in [s, t])
model += partners[v] <= 1
for (u, v), rogue_var in rogue_vars.items():
v_primes = [
vp for vp in outputs[u] if weights[(u, vp)] < weights[(u, v)]
]
u_primes = [
up for up in outputs[v] if weights[(v, up)] < weights[(v, u)]
]
model += 1 - partners[v] - partners[u] + xsum(
undirected[u, vp]
for vp in v_primes) + xsum(undirected[up, v]
for up in u_primes) <= rogue_var
model.objective = maximize(individual * xsum(
((weights[edge] + weights[edge[1], edge[0]]) / 2) * edge_vars[edge]
for edge in E) - communal * xsum(rogue_vars[edge] for edge in E))
model.optimize(max_seconds=300)
return sorted([e for e in E if edge_vars[e].x > .01])
def test_variable_bounds(solver: str, val: int):
m = Model("bounds", solver_name=solver)
x = m.add_var(var_type=INTEGER, lb=0, ub=2 * val)
y = m.add_var(var_type=INTEGER, lb=val, ub=2 * val)
m.objective = maximize(x - y)
m.optimize()
assert m.status == OptimizationStatus.OPTIMAL
assert round(m.objective_value) == val
assert round(x.x) == 2 * val
assert round(y.x) == val
def test_queens(solver: str):
"""MIP model n-queens"""
n = 50
queens = Model("queens", MAXIMIZE, solver_name=solver)
queens.verbose = 0
x = [[
queens.add_var("x({},{})".format(i, j), var_type=BINARY)
for j in range(n)
] for i in range(n)]
# one per row
for i in range(n):
queens += xsum(x[i][j] for j in range(n)) == 1, "row({})".format(i)
# one per column
for j in range(n):
queens += xsum(x[i][j] for i in range(n)) == 1, "col({})".format(j)
# diagonal \
for p, k in enumerate(range(2 - n, n - 2 + 1)):
queens += (
xsum(x[i][j] for i in range(n)
for j in range(n) if i - j == k) <= 1,
"diag1({})".format(p),
)
# diagonal /
for p, k in enumerate(range(3, n + n)):
queens += (
xsum(x[i][j] for i in range(n)
for j in range(n) if i + j == k) <= 1,
"diag2({})".format(p),
)
queens.optimize()
assert queens.status == OptimizationStatus.OPTIMAL # "model status"
# querying problem variables and checking opt results
total_queens = 0
for v in queens.vars:
# basic integrality test
assert v.x <= TOL or v.x >= 1 - TOL
total_queens += v.x
# solution feasibility
rows_with_queens = 0
for i in range(n):
if abs(sum(x[i][j].x for j in range(n)) - 1) <= TOL:
rows_with_queens += 1
assert abs(total_queens - n) <= TOL # "feasible solution"
assert rows_with_queens == n # "feasible solution"
def possible(c, n, history):
model = Model()
model.verbose = 0
assign = [[model.add_var(var_type=BINARY) for j in range(c)]
for i in range(n)]
for i in range(n):
model += xsum(assign[i][j] for j in range(c)) == 1
for (tab, sc) in history:
model += xsum(assign[i][tab[i]] for i in range(n)) == sc
model.optimize()
tab = [max([(assign[i][j].x, j) for j in range(c)])[1] for i in range(n)]
return tab
def do_matching_double_matches(graph, wants_two_matches=None):
print("Starting model")
weights = dict()
graph = {int(key): graph[key] for key in graph}
E = set()
V = graph.keys()
if not wants_two_matches:
wants_two_matches = {v: True for v in V}
inputs = {v: [] for v in V}
outputs = {v: [] for v in V}
for v in V:
original = v
for u, weight in graph[original]:
s, t = (u, v) if u < v else (v, u)
edge = (s, t)
E.add(edge)
weights[(original, u)] = weight
outputs[original].append(u)
inputs[u].append(original)
model = Model("Allow double matches based")
edge_vars = {e: model.add_var(var_type=BINARY) for e in E}
undirected = dict()
for e in E:
undirected[e] = edge_vars[e]
undirected[e[1], e[0]] = edge_vars[e]
is_best = {e: model.add_var(var_type=BINARY) for e in undirected.keys()}
penalty = {v: model.add_var(var_type=BINARY) for v in V}
happiness = {v: model.add_var() for v in V}
epsilon = .0000001
C = 1e3
for v in V:
model += xsum(edge_vars[s, t] for s, t in E
if v in [s, t]) <= 1 + penalty[v] * wants_two_matches[v]
model += happiness[v] <= xsum(edge_vars[s, t]
for s, t in E if v in [s, t]) * C
if outputs[v]:
model += xsum(is_best[(v, m)] for m in outputs[v]) == 1
for m in outputs[v]:
model += happiness[v] <= undirected[(v, m)] * weights[
(v, m)] + (1 - is_best[(v, m)]) * C
else:
happiness[v] <= 0
model.objective = maximize(
xsum(happiness[v] for v in V) - epsilon * xsum(penalty[v] for v in V))
model.optimize(max_seconds=300)
return sorted([e for e in E if edge_vars[e].x > .01])
def __init__(self, model: mip.Model):
if model.status == mip.OptimizationStatus.LOADED:
print("model not runned yet, checking if feasible or not")
model.emphasis = 1 # feasibility
model.preprocess = 1 # -1 automatic, 0 off, 1 on.
model.optimize()
assert (
model.status == mip.OptimizationStatus.INFEASIBLE
), "model is not linear infeasible"
self.model = model
self.iis_num_iterations = 0
self.iis_iterations = []
self.relax_slack_iterations = []
def test_mip_file(solver: str, instance: str):
"""Tests optimization of MIP models stored in .mps or .lp files"""
m = Model(solver_name=solver)
# optional file for optimal LP basis
bas_file = ""
iname = ""
for ext in EXTS:
if instance.endswith(ext):
bas_file = instance.replace(ext, ".bas")
if not exists(bas_file):
bas_file = ""
iname = basename(instance.replace(ext, ""))
break
assert iname in BOUNDS.keys()
lb = BOUNDS[iname][0]
ub = BOUNDS[iname][1]
assert lb <= ub + TOL
has_opt = abs(ub - lb) <= TOL
max_dif = max(max(abs(ub), abs(lb)) * 0.01, TOL)
m.read(instance)
if bas_file:
m.verbose = True
m.read(bas_file)
m.optimize(relax=True)
print("Basis loaded!!! Obj value: %f" % m.objective_value)
m.optimize(max_nodes=MAX_NODES)
if m.status in [OptimizationStatus.OPTIMAL, OptimizationStatus.FEASIBLE]:
assert m.num_solutions >= 1
m.check_optimization_results()
assert m.objective_value >= lb - max_dif
if has_opt and m.status == OptimizationStatus.OPTIMAL:
assert abs(m.objective_value - ub) <= max_dif
elif m.status == OptimizationStatus.NO_SOLUTION_FOUND:
assert m.objective_bound <= ub + max_dif
else:
assert m.status not in [
OptimizationStatus.INFEASIBLE,
OptimizationStatus.INT_INFEASIBLE,
OptimizationStatus.UNBOUNDED,
OptimizationStatus.ERROR,
OptimizationStatus.CUTOFF,
]
assert m.objective_bound <= ub + max_dif
def solve_zero_one_linear_program(c, A, b, solver):
"""Minimize c*x
x is binary
A*c <= b
"""
assert A.shape[1] == c.shape[0]
assert A.shape[1] == b.shape[0]
out = None
if solver == "cvxpy":
start = time.time()
print("Solving integer program of shape {}...".format(A.shape))
# The variable we are solving for
selection = cvxpy.Variable(c.shape[0], boolean=True)
weight_constraint = A * selection <= b
# We tell cvxpy that we want to maximize total utility
# subject to weight_constraint. All constraints in
# cvxpy must be passed as a list
problem = cvxpy.Problem(cvxpy.Minimize(c * selection),
[weight_constraint])
# Solving the problem
problem.solve(solver=cvxpy.GLPK_MI, verbose=True)
print("Integer program solved in {}!".format(time.time() - start))
out = np.array(list(problem.solution.primal_vars.values())[0],
dtype=bool)
elif solver == "mip":
m = Model()
x = [m.add_var(var_type=BINARY) for i in range(len(c))]
m.objective = minimize(xsum(c[i] * x[i] for i in range(len(c))))
for i in range(A.shape[0]):
m += xsum(A[i, j] * x[j] for j in range(len(c))) <= b[i]
m.optimize()
out = np.array([x[i].x >= 0.99 for i in range(len(c))])
elif solver == "approximate":
print("using approximate solution")
solution = linprog(c=c, A_ub=A, b_ub=b)
out = remove_overlapping_in_order(A=A, out=np.round(solution.x) > 0)
else:
raise ValueError("Solver {} not recognized".format(solver))
assert out is not None
return out
def solveTSP(adjMatrixSubGraph, listPath, nodeKantor, listNode, mapIdxToNode,
mapNodeToIdx):
model = Model()
listNode.insert(0, nodeKantor)
n = len(listNode)
# add variable
x = [[model.add_var(var_type=BINARY) for j in range(n)] for i in range(n)]
y = [model.add_var() for i in range(n)]
# add objective function
model.objective = minimize(
xsum(adjMatrixSubGraph[mapNodeToIdx[listNode[i]]][mapNodeToIdx[
listNode[j]]] * x[i][j] for i in range(n) for j in range(n)))
V = set(range(n))
# constraint : leave each city only once
for i in V:
model += xsum(x[i][j] for j in V - {i}) == 1
# constraint : enter each city only once
for i in V:
model += xsum(x[j][i] for j in V - {i}) == 1
# subtour elimination
for (i, j) in product(V - {0}, V - {0}):
if i != j:
model += y[i] - (n + 1) * x[i][j] >= y[j] - n
# optimizing
model.optimize(max_seconds=30)
res = []
# checking if a solution was found
if model.num_solutions:
print("SOLUTION FOUND")
for i in range(n):
for j in range(n):
if (x[i][j].x == 1):
print(
listNode[i], " ", listNode[j], " : ",
listPath[mapNodeToIdx[listNode[i]]][mapNodeToIdx[
listNode[j]]])
res.append((listNode[i], listNode[j]))
else:
print("gak ketemu")
return res
def solve(active: list, centers: list, sets: list, M: int) -> list:
N, K = len(active), len(sets)
### model and variables
m = Model(sense=MAXIMIZE, solver_name=CBC)
# whether the ith set is picked
x = [m.add_var(name=f"x{i}", var_type=BINARY) for i in range(K)]
# whether the ith point is covered
y = [m.add_var(name=f"y{i}", var_type=BINARY) for i in range(N)]
### constraints
m += xsum(x) == M, "number_circles"
for i in range(N):
# if yi is covered, at least one set needs to have it
included = [x[k] for k in range(K) if active[i] in sets[k]]
m += xsum(included) >= y[i], f"inclusion{i}"
### objective: maximize number of circles covered
m.objective = xsum(y[i] for i in range(N))
m.emphasis = 2 # emphasize optimality
m.verbose = 1
status = m.optimize()
circles = [centers[i] for i in range(K) if x[i].x >= 0.99]
covered = {active[i] for i in range(N) if y[i].x >= 0.99}
return circles, covered
def test_float(solver: str, val: int):
m = Model("bounds", solver_name=solver)
x = m.add_var(lb=0, ub=2 * val)
y = m.add_var(lb=val, ub=2 * val)
obj = x - y
# No solution yet. __float__ MUST return a float type, so it returns nan.
assert obj.x is None
assert math.isnan(float(obj))
m.objective = maximize(obj)
m.optimize()
assert m.status == OptimizationStatus.OPTIMAL
# test vars.
assert x.x == float(x)
assert y.x == float(y)
# test linear expressions.
assert float(x + y) == (x + y).x
def do_matching_two_round(graph):
print("Starting model")
weights = dict()
graph = {int(key): graph[key] for key in graph}
E = set()
V = graph.keys()
inputs = {v: [] for v in V}
outputs = {v: [] for v in V}
for v in V:
original = v
for u, weight in graph[original]:
s, t = (u, v) if u < v else (v, u)
edge = (s, t)
E.add(edge)
weights[(original, u)] = weight
outputs[original].append(u)
inputs[u].append(original)
model = Model("Rogue Couples based")
edge_vars = {e: model.add_var(var_type=BINARY) for e in E}
undirected = dict()
for e in E:
undirected[e] = edge_vars[e]
undirected[e[1], e[0]] = edge_vars[e]
second_vars = {e: model.add_var(var_type=BINARY) for e in E}
partners = dict()
second_round_partners = dict()
for v in V:
partners[v] = model.add_var()
model += partners[v] == xsum(edge_vars[s, t] for s, t in E
if v in [s, t])
model += partners[v] <= 1
for v in V:
second_round_partners[v] = model.add_var()
model += second_round_partners[v] == xsum(second_vars[s, t]
for s, t in E if v in [s, t])
model += second_round_partners[v] <= 1
for e in E:
u, v = e
model += second_vars[(u, v)] <= 2 - partners[v] - partners[u]
model.objective = maximize(
xsum(((weights[edge] + weights[edge[1], edge[0]]) / 2) *
(edge_vars[edge] + second_vars[edge]) for edge in E))
model.optimize(max_seconds=1000)
return sorted([e for e in E if edge_vars[e].x > .01] +
[e for e in E if second_vars[e].x > .01])
class NaiveMIPModel:
m: Model = None
customer_facility_map: List[List[Var]] = None
facility_customer_map: List[List[Var]] = None
def __init__(self, facilities: List[Facility], customers: List[Customer]):
self.m = Model('NaiveFacilityMIP', solver_name=CBC)
self.customer_facility_map = [[self.m.add_var(var_type=BINARY)
for facility in range(len(facilities))] for customer in range(len(customers))]
self.facility_customer_map = list(zip(*self.customer_facility_map))
for customer in range(len(customers)):
self.m.add_constr(xsum(self.customer_facility_map[customer]) == 1)
for facility in range(len(facilities)):
self.m.add_constr(xsum([customers[index].demand * variable
for index, variable in enumerate(self.facility_customer_map[facility])]) <=
facilities[facility].capacity)
facility_enabled = [self.m.add_var(var_type=BINARY) for facility in range(len(facilities))]
for facility in range(len(facilities)):
for customer in range(len(customers)):
self.m.add_constr(self.facility_customer_map[facility][customer] <= facility_enabled[facility])
self.m.objective = xsum([facilities[f].setup_cost * facility_enabled[f] for f in range(len(facilities))]) + \
xsum([euclideam_length(facilities[facility].location, customers[customer].location) *
self.facility_customer_map[facility][customer]
for facility in range(len(facilities)) for customer in range(len(customers))])
self.m.verbose = True
self.m.max_seconds = 60 * 20
def optimize(self):
self.m.optimize()
def get_best_score(self):
return self.m.objective_value
def get_solution(self):
solution = []
for customer in self.customer_facility_map:
for index, facility in enumerate(customer):
if facility.x >= 0.99:
solution.append(index)
break
return solution
def Int_Knapsack(f,d, V_d, Kf):
p = list(np.ones((len(V_d),),dtype=int))
m = Model("knapsack")
#x = [m.add_var(var_type=BINARY) for i in list(V_d.keys())]
x = [(i,m.add_var(var_type=BINARY)) for i in list(V_d.keys())]
m.objective = maximize(xsum(p[i] * x[i][1] for i in range(len(x))))
m += xsum(V_d[x[i][0]] * x[i][1] for i in range(len(x))) <= Kf[f]
m.optimize()
#selected = [i for i in list(V_d.keys()) if x[i].x >= 0.99]
selected = [x[i][0] for i in range(len(x)) if x[i][1].x >= 0.99]
#print("selected items: {}".format(selected))
y=(d,selected,f)
return y
#sol = Int_Knapsack(f,d,V_d, Kf)
def max_utilitarian_welfare_allocation(utilities: Dict[int, List[float]],
m: Model) -> None:
"""
Computes (one of) the item allocation(s) which maximizes utilitarian welfare, returning the optimized model.
:param utilities: the dictionary representing the utility profile, where each key is an agent and its value an array
of floats such that the i-th float is the utility of the i-th item for the key-agent.
:param m: the MIP model which represents the integer linear program.
"""
agents, items = len(utilities), len(list(utilities.values())[0])
m.objective = maximize(
xsum(utilities[agent][item] *
m.var_by_name('assign_{}_{}'.format(item, agent))
for item in range(items) for agent in range(agents)))
m.optimize()
def solve(self):
"""Try to solve the problem and identify possible matches."""
self._check_linear_dependency()
A_eq = self.A3D.reshape(-1, self.n_1 * self.n_2)
n = self.n_1 * self.n_2
# PYTHON MIP:
model = Model()
x = [model.add_var(var_type=BINARY) for i in range(n)]
model.objective = minimize(xsum(x[i] for i in range(n)))
for i, row in enumerate(A_eq):
model += xsum(int(row[j]) * x[j]
for j in range(n)) == int(self.b[i])
model.emphasis = 2
model.verbose = 0
model.optimize(max_seconds=2)
self.X_binary = np.asarray([x[i].x for i in range(n)
]).reshape(self.n_1, self.n_2)
def get_lineups(self, slate, ptcol, lineups, salcap=50000):
positions = slate['positions']
pool= pd.concat(slate['players'].values(),ignore_index='True').drop(columns='position')\
.drop_duplicates().reset_index(drop=True)
#Establish positions eligibility data structure
elig = [[
1 if plyr['name'] in list(slate['players'][pos]['name']) else 0
for i, pos in enumerate(positions)
] for skip, plyr in pool.iterrows()]
pts = list(pool[ptcol])
#Set up player salary list
sal = list(pool['salary'])
#Set up range just for short reference
I = range(len(pts))
J = range(len(positions))
#Set up results
results = []
m = Model()
m.verbose = False
x = [[m.add_var(var_type=BINARY) for j in J] for i in I]
m.objective = maximize(
xsum(x[i][j] * elig[i][j] * pts[i] for i in I for j in J))
#Apply salary cap constraint
m += xsum((x[i][j] * sal[i] for i in I for j in J)) <= salcap
#Apply one player per position constraint
for j in J:
m += xsum(x[i][j] for i in I) == 1
#apply max one position per player constraint
for i in I:
m += xsum(x[i][j] for j in J) <= 1
for lineup in range(lineups):
print(lineup)
m.optimize()
#Add lineup to results
idx = [(i, j) for i in I for j in J if x[i][j].x >= 0.99]
results.append(
pd.concat([pool.iloc[i:i + 1] for i, j in idx],
ignore_index=True))
results[-1]['position'] = [positions[j] for i, j in idx]
#Apply constraint to ensure this player combination will not be repeated (cannot have three overlapping players for diversity)
m += xsum(x[i][j] for i, skip in idx
for j in J) <= len(positions) - 3
return results
def knapsack():
p = [10, 13, 18, 31, 7, 15]
w = [11, 15, 20, 35, 10, 33]
c, I = 47, range(len(w))
m = Model("knapsack")
x = [m.add_var(var_type=BINARY) for i in I]
m.objective = maximize(xsum(p[i] * x[i] for i in I))
m += xsum(w[i] * x[i] for i in I) <= c
print(m.optimize())
def clique_cuts(self, S, a):
s_aux = list(range(len(S)))
perms = np.asarray(list(permutations(s_aux)))
perms = [np.asarray(s) for s in perms]
K = [[0] * len(S) for i in range(len(perms))]
for i in range(len(K)):
soma = 0
for j in range(len(K[i])):
if j == 0:
soma += self.instance.e[S[perms[i][j]]][a]
else:
soma += self.instance.times[S[perms[i][j - 1]]][a]
for aux in range(j, len(K[i])):
K[i][perms[i][aux]] = soma
m = Model('clique_cuts')
t = [
m.add_var(var_type=CONTINUOUS, lb=0, name='t({})'.format(i))
for i in S
]
m.objective = xsum(i for i in t)
for i in range(len(K)):
m += xsum(K[i][j] * t[j]
for j in range(len(K[i]))) >= 1, 'K({})'.format(i)
m.optimize()
soma = 0
for i in range(len(S)):
soma += t[i].x * self.x[S[i]][a][1]
# xt >= is a valid inequality. Thus, a violated cut is < 1
if (1 - soma) > 0.00001: # < 1:
return xsum(t[i].x * self.x[S[i]][a][0]
for i in range(len(S))) >= 1
return 0
def solve_it(input_data):
lines = input_data.split('\n')
firstLine = lines[0].split()
item_count = int(firstLine[0])
capacity = int(firstLine[1])
values = [0] * item_count
weights = [0] * item_count
for i in range(1, item_count + 1):
line = lines[i]
parts = line.split()
values[i - 1] = int(parts[0])
weights[i - 1] = int(parts[1])
m = Model("knapsack")
m.setParam('OutputFlag', False)
m.setParam("Threads", cpu_count())
x = m.addVars(item_count, vtype=GRB.BINARY, name="items")
m.setObjective(LinExpr(values, [x[i] for i in range(item_count)]),
GRB.MAXIMIZE)
m.addLConstr(LinExpr(weights, [x[i] for i in range(item_count)]),
GRB.LESS_EQUAL,
capacity,
name="capacity")
m.update()
m.optimize()
if m.status == 2:
opt = 1
else:
opt = 0
#return int(m.objVal), opt, [int(var.x) for var in m.getVars()]
output_data = f"{int(m.objVal)} {opt}\n" + " ".join(
map(str, [int(var.x) for var in m.getVars()]))
return output_data
def random_knapsack(n: int, interval):
I = range(n)
p = [randrange(*interval) for _ in I]
w = [randrange(*interval) for _ in I]
c = round(sum(interval) / 2 * n)
m = Model("random-knapsack")
x = [m.add_var(var_type=BINARY) for i in I]
m.objective = maximize(xsum(p[i] * x[i] for i in I))
m += xsum(w[i] * x[i] for i in I) <= c
start = monotonic()
print(m.optimize())
print(f"DURATION: {(monotonic() - start) * 1000} ms")
