def qsap_ss(qsap, **kwargs):
"""
Sherali-Smith Linear Formulation for the quadratic semi-assignment problem
"""
n = qsap.n
m = qsap.m
e = qsap.e
c = qsap.c
#create model and add variables
mdl = xp.problem(name='qsap_ss')
x = np.array([[xp.var(vartype=xp.binary) for i in range(n)]for j in range(m)])
s = np.array([[xp.var(vartype=xp.continuous) for i in range(n)]for j in range(m)])
y = np.array([[xp.var(vartype=xp.continuous) for i in range(n)]for j in range(m)])
mdl.addVariable(x,s,y)
mdl.addConstraint((sum(x[i,k] for k in range(n)) == 1) for i in range(m))
start = timer()
U = np.zeros((m,n))
L = np.zeros((m,n))
bound_mdl = xp.problem(name='upper_bound_model')
bound_mdl.setlogfile("xpress.log")
bound_x = np.array([xp.var(vartype=xp.continuous, lb=0, ub=1) for i in range(m) for j in range(n)]).reshape(m,n)
bound_mdl.addVariable(bound_x)
bound_mdl.addConstraint((sum(bound_x[i,k] for k in range(n)) == 1) for i in range(m))
for i in range(m-1):
for k in range(n):
bound_mdl.setObjective(sum(sum(c[i,k,j,l]*bound_x[j,l] for l in range(n)) for j in range(i+1,m)), sense=xp.maximize)
bound_mdl.solve()
U[i,k] = bound_mdl.getObjVal()
bound_mdl.setObjective(sum(sum(c[i,k,j,l]*bound_x[j,l] for l in range(n)) for j in range(i+1,m)), sense=xp.minimize)
bound_mdl.solve()
L[i,k] = bound_mdl.getObjVal()
end = timer()
setup_time = end-start
#add auxiliary constraints
for i in range(m-1):
for k in range(n):
mdl.addConstraint(sum(sum(c[i,k,j,l]*x[j,l] for j in range(i+1,m)) for l in range(n))-s[i,k]-L[i,k]==y[i,k])
mdl.addConstraint(y[i,k] <= (U[i,k]-L[i,k])*(1-x[i,k]))
mdl.addConstraint(s[i,k] <= (U[i,k]-L[i,k])*x[i,k])
mdl.addConstraint(y[i,k] >= 0)
mdl.addConstraint(s[i,k] >= 0)
#set objective function
linear_values = sum(sum(e[i,k]*x[i,k] for i in range(m)) for k in range(n))
mdl.setObjective(linear_values + sum(sum(s[i,k]+x[i,k]*(L[i,k]) for i in range(m-1)) for k in range(n)), sense=xp.maximize)
#return model + setup time
return [mdl, setup_time]
def bb(A, b):
pb = xp.problem()
x_lp = np.array([xp.var(vartype=xp.continuous) for _ in range(A.shape[1])])
pb.addVariable(x_lp)
pb.addConstraint(xp.Dot(A, x_lp) <= b)
pb.setObjective(xp.Dot(c, x_lp), sense=xp.maximize)
lb_node = Node(xp.problem(), -1)
root_node = Node(pb)
is_integer, is_infeasible = root_node.solve()
show_tree(root_node)
if is_integer:
return root_node.pb.getObjVal(), root_node.pb.getSolution()
elif is_infeasible:
return False, False
l_node, r_node = root_node.make_sub_problems()
active_nodes = [l_node, r_node]
while True:
show_tree(root_node)
not_pruned_nodes = []
for node in active_nodes:
is_integer, is_infeasible = node.solve()
if is_integer:
if node.objVal > lb_node.objVal:
lb_node = node
elif not is_infeasible and node.objVal > lb_node.objVal:
not_pruned_nodes.append(node)
else:
node.is_pruned = True
# # inp = input()
if is_optimal(lb_node, not_pruned_nodes):
lb_node.is_optimal = True
show_tree(root_node)
return lb_node.pb.getObjVal(), lb_node.pb.getSolution()
active_nodes = []
for node in not_pruned_nodes:
l_node, r_node = node.make_sub_problems()
active_nodes.append(l_node)
active_nodes.append(r_node)
def __init__(self,
df_init,
costFun: Union[Callable, List[Callable]],
alpha=1,
model_name="istop"):
self.preference_function = lambda x, y: x * (y**alpha)
self.offers = None
super().__init__(df_init=df_init,
costFun=costFun,
airline_ctor=air.IstopAirline)
airline: air.IstopAirline
for airline in self.airlines:
airline.set_preferences(self.preference_function)
self.airlines_pairs = np.array(list(combinations(self.airlines, 2)))
self.epsilon = sys.float_info.min
self.m = xp.problem()
self.x = None
self.c = None
# self.m.threads = -1
# self.m.verbose = 0
self.matches = []
self.couples = []
self.flights_in_matches = []
def no_linearization(quad, **kwargs): """ Solve a problem using the solver's default approach to quadratics (for cplex, this is the std linearization) """ start = timer() n = quad.n c = quad.c m = xp.problem(name='no_linearization') x = np.array([xp.var(vartype=xp.binary) for i in range(n)]) m.addVariable(x) if type(quad) is Knapsack: #HSP and UQP don't have cap constraint #add capacity constraint(s) for k in range(quad.m): m.addConstraint(xp.Sum(x[i]*quad.a[k][i] for i in range(n)) <= quad.b[k]) #k_item constraint if necessary (if KQKP or HSP) if quad.num_items > 0: m.addConstraint(xp.Sum(x[i] for i in range(n)) == quad.num_items) #compute quadratic values contirbution to obj quadratic_values = 0 for i in range(n): for j in range(i+1,n): quadratic_values = quadratic_values + (x[i]*x[j]*quad.C[i,j]) #set objective function linear_values = xp.Sum(x[i]*c[i] for i in range(n)) m.setObjective(linear_values + quadratic_values, sense=xp.maximize) end = timer() setup_time = end-start return [m, setup_time]
def subproblem(xhat):
'''子问题求解
'''
# 初始化问题
r = xp.problem()
# 定义变量
y = [xp.var() for i in range(n2)]
z = [xp.var(lb=-xp.infinity) for i in range(n1)]
epsilon = xp.var(lb=-xp.infinity)
r.addVariable(y, z, epsilon)
# 定义约束
dummy1 = [z[i] == xhat[i] for i in range(n1)]
dummy2 = epsilon == 1
constr=[xp.Sum(A1[ii][jj]*z[jj] for jj in range(n1)) + \
xp.Sum(A2[ii][jj]*y[jj] for jj in range(n2)) \
- epsilon*b[ii]<=0 for ii in range(m)]
r.addConstraint(constr, dummy1, dummy2)
# 定义目标函数
r.setObjective(xp.Sum(c2[jj] * y[jj] for jj in range(n2)),
sense=xp.minimize)
r.setControl({"presolve": 0})
# 解该问题
r.setControl('outputlog', 0)
r.solve()
# 寻找切片
xind1 = [r.getIndex(dummy1[ii]) for ii in range(n1)]
# 根据自问题的解的情况判断下一步
if r.getProbStatus() == xp.lp_optimal:
# 获得了最优解
print("Optimal Subproblem")
dualmult = r.getDual()
lamb = [dualmult[ii] for ii in xind1]
beta = r.getObjVal()
return (lamb, beta, 'Optimal')
elif r.getProbStatus() == xp.lp_infeas:
# 子问题不可行
print("Infeasible Subproblem")
if not r.hasdualray():
print("Could not retrieve a dual ray, return no good cut instead:")
xhatones = set(ii for ii in range(n1) if xhat[ii] >= 0.5)
lamb = [2 * xhat[ii] - 1 for ii in range(n1)]
beta = -sum(xhat) + 1
else:
# 求解对偶
dray = []
r.getdualray(dray)
print("Dual Ray:", dray)
lamb = [dray[ii] for ii in xind1]
beta = dray[r.getIndex(dummy2)]
return (lamb, beta, 'Infeasible')
else:
print("ERROR: Subproblem not optimal or infeasible. Terminating.")
sys.exit()
def run(self,
num_iterations,
df=None,
training_start_iteration=100,
train_t=200):
xp_problem = xp.problem()
for i in range(training_start_iteration):
print(i)
instance = instanceMaker.Instance(triples=False,
df=df,
xp_problem=xp_problem)
schedule = instance.get_schedule_tensor()
self.episode(schedule, instance, eps=1)
print('Finished initial exploration')
s = 10_000
for i in range(training_start_iteration, num_iterations):
instance = instanceMaker.Instance(triples=False,
df=df,
xp_problem=xp_problem)
schedule = instance.get_schedule_tensor()
self.eps = self.epsFun(i, num_iterations)
self.episode(schedule, instance, self.eps)
print("{0} {1:2f} {2:2f}".format(i, self.hyperAgent.network.loss,
self.eps))
if i % train_t == 0:
print("\n TEST")
self.test_episode(schedule, instance, self.eps)
print(instance.matches)
instance.print_performance()
def bb(A, b):
lb_node = Node(xp.problem())
root_node = Node(pb)
is_integer, is_infeasible = root_node.solve()
if is_integer:
return root_node.pb.getObjVal(), root_node.pb.getSolution()
elif is_infeasible:
return False, False
l_node, r_node = root_node.make_sub_problems()
active_nodes = [l_node, r_node]
while True:
not_pruned_nodes = []
for node in active_nodes:
is_integer, is_infeasible = node.solve()
if is_integer:
if node.objVal > lb_node.objVal:
lb_node = node
elif not is_infeasible:
not_pruned_nodes.append(node)
if is_optimal(lb_node, not_pruned_nodes):
return lb_node.pb.getObjVal(), lb_node.pb.getSolution()
active_nodes = []
for node in not_pruned_nodes:
l_node, r_node = node.make_sub_problems()
active_nodes.append(l_node)
active_nodes.append(r_node)
def __init__(self, input_data, input_params):
self.input_data = input_data
self.input_params = input_params
self.model = xp.problem('prod_planning')
self._create_decision_variables()
self._create_main_constraints()
self._set_objective_function()
def __init__(self,
num_flights=50,
num_airlines=5,
triples=True,
reduction_factor=100,
discretisation_size=50,
custom_schedule=None,
df=None,
xp_problem=None):
scheduleTypes = scheduleMaker.schedule_types(show=False)
# init variables, schedule and cost function
if custom_schedule is None and df is None:
schedule_df = scheduleMaker.df_maker(num_flights,
num_airlines,
distribution=scheduleTypes[0])
else:
if df is None:
schedule_df = scheduleMaker.df_maker(custom=custom_schedule)
else:
schedule_df = df
self.reductionFactor = reduction_factor
self.costFun = CostFuns().costFun["realistic"]
self.flightTypeDict = CostFuns().flightTypeDict
self.discretisationSize = discretisation_size
if xp_problem is None:
self.xp_problem = xp.problem()
else:
self.xp_problem = xp_problem
with HiddenPrints():
self.xp_problem.reset()
# internal optimisation step
udpp_model_xp = udppModel.UDPPmodel(schedule_df, self.costFun,
self.xp_problem)
udpp_model_xp.run()
with HiddenPrints():
self.xp_problem.reset()
super().__init__(udpp_model_xp.get_new_df(),
self.costFun,
triples=triples,
xp_problem=self.xp_problem)
flights = [flight for flight in self.flights]
for flight in self.flights:
flights[flight.slot.index] = flight
self.flights = flights
self.set_flights_input_net(self.discretisationSize)
self.offerChecker = checkOffer.OfferChecker(self.scheduleMatrix)
_, self.matches_vect = self.offerChecker.all_couples_check(
self.airlines_pairs)
self.reverseAirDict = dict(
zip(list(self.airDict.keys()), list(self.airDict.values())))
def __init__(self, number_of_time_steps=24):
# Create a new model
self.model = xp.problem()
# optimization horizon:
self.time_steps = range(0, number_of_time_steps)
self.time_steps_with_tomorrow = range(0, number_of_time_steps+1)
self.buildings = {}
self.batteries = {}
self.generators = {}
def create(self):
"""
Returns a new empty optimisation problem.
Returns
-------
problem : xpress.problem
"""
return xp.problem()
def _set_instance(self, model, kwds={}):
self._range_constraints = set()
DirectOrPersistentSolver._set_instance(self, model, kwds)
self._pyomo_con_to_solver_con_map = dict()
self._solver_con_to_pyomo_con_map = ComponentMap()
self._pyomo_var_to_solver_var_map = ComponentMap()
self._solver_var_to_pyomo_var_map = ComponentMap()
try:
if model.name is not None:
self._solver_model = xpress.problem(name=model.name)
else:
self._solver_model = xpress.problem()
except Exception:
e = sys.exc_info()[1]
msg = ("Unable to create Xpress model. "
"Have you installed the Python "
"bindings for Xpress?\n\n\t" +
"Error message: {0}".format(e))
raise Exception(msg)
self._add_block(model)
def standard_linearization(quad, lhs_constraints=True, **kwargs): """ Apply the standard linearization to a QP and return resulting model param lhs_constraints: can choose to include optional lower bound constraints (or upper bound if mixed_sign) """ n = quad.n c = quad.c C = quad.C a = quad.a b = quad.b # create model and add variables m = xp.problem(name='standard_linearization') x = np.array([xp.var(vartype=xp.binary) for i in range(n)]) w = np.array([[xp.var(vartype=xp.continuous) for i in range(n)] for i in range(n)]) m.addVariable(x,w) if type(quad) is Knapsack: # HSP and UQP don't have cap constraint # add capacity constraint(s) for k in range(quad.m): m.addConstraint(xp.Sum(x[i]*a[k][i] for i in range(n)) <= b[k]) #k_item constraint if necessary (if KQKP or HSP) if quad.num_items > 0: m.addConstraint(xp.Sum(x[i] for i in range(n)) == quad.num_items) # add auxiliary constraints for i in range(n): for j in range(i+1, n): if lhs_constraints: if C[i,j]+C[j,i] > 0: m.addConstraint(w[i,j] <= x[i]) m.addConstraint(w[i,j] <= x[j]) else: m.addConstraint(x[i]+x[j]-1 <= w[i,j]) m.addConstraint(w[i,j] >= 0) else: m.addConstraint(w[i,j] <= x[i]) m.addConstraint(w[i,j] <= x[j]) m.addConstraint(x[i]+x[j]-1 <= w[i,j]) m.addConstraint(w[i,j] >= 0) #compute quadratic values contirbution to obj quadratic_values = 0 for i in range(n): for j in range(i+1, n): quadratic_values = quadratic_values + (w[i, j]*(C[i, j]+C[j, i])) # set objective function linear_values = sum(x[i]*c[i] for i in range(n)) m.setObjective(linear_values + quadratic_values, sense=xp.maximize) # return model + setup time return [m, 0]
def __init__(self,
df_init: pd.DataFrame,
costFun: Union[Callable, List[Callable]],
model_name="Max Benefit"):
self.airlineConstructor = air.Airline
self.flightConstructor = modFl.Flight
super().__init__(df_init=df_init, costFun=costFun)
self.m = xp.problem()
self.x = None
def __init__(self, accs, intervals):
self.accs = accs
self.accsNum = len(accs)
self.intervals = intervals
self.intNum = len(intervals)
self.matches = np.array(list(combinations(self.accs, 2)))
self.p = xp.problem()
self.x = np.array([[[xp.var(vartype=xp.binary) for _ in intervals] for _ in accs] for _ in self.accs])
self.m = np.array([xp.var(vartype=xp.binary) for _ in self.matches])
self.p.addVariable(self.x, self.m)
def extended_linear_formulation(quad, **kwargs): """ Apply the extended linear formulation to a QP and return resulting model """ start = timer() n = quad.n c = quad.c C = quad.C a = quad.a b = quad.b #create model and add variables m = xp.problem(name='extended_linear_formulation') x = np.array([xp.var(vartype=xp.binary) for i in range(n)]) z = np.array([[[xp.var(vartype=xp.continuous, lb=-xp.infinity) for i in range(n)] for j in range(n)] for k in range(n)]) m.addVariable(x,z) if type(quad) is Knapsack: #HSP and UQP don't have cap constraint #add capacity constraint(s) for k in range(quad.m): m.addConstraint(xp.Sum(x[i]*a[k][i] for i in range(n)) <= b[k]) #k_item constraint if necessary (if KQKP or HSP) if quad.num_items > 0: m.addConstraint(xp.Sum(x[i] for i in range(n)) == quad.num_items) #add auxiliary constraints for i in range(n): for j in range(i+1,n): m.addConstraint(z[i,i,j]+z[j,i,j] <= 1) if C[i,j] < 0: m.addConstraint(x[i] + z[i,i,j] <= 1) m.addConstraint(x[j] + z[j,i,j] <= 1) elif C[i,j] > 0: m.addConstraint(x[i] + z[i,i,j] + z[j,i,j] >= 1) m.addConstraint(x[j] + z[i,i,j] + z[j,i,j] >= 1) #compute quadratic values contirbution to obj constant = 0 quadratic_values = 0 for i in range(n): for j in range(i+1,n): constant = constant + C[i,j] quadratic_values = quadratic_values + (C[i,j]*(z[i,i,j]+z[j,i,j])) #set objective function linear_values = xp.Sum(x[i]*c[i] for i in range(n)) m.setObjective(linear_values + constant - quadratic_values, sense=xp.maximize) end = timer() setup_time = end-start #return model + setup time return [m, setup_time]
def qsap_standard(qsap, **kwargs): """ standard linearization for the quadratic semi-assignment problem """ n = qsap.n m = qsap.m e = qsap.e c = qsap.c #create model and add variables mdl = xp.problem(name='qsap_standard_linearization') x = np.array([[xp.var(vartype=xp.binary) for i in range(n)]for j in range(m)]) w = np.array([[[[xp.var(vartype=xp.continuous) for i in range(n)]for j in range(m)] for k in range(n)]for l in range(m)]) mdl.addVariable(x,w) mdl.addConstraint((sum(x[i,k] for k in range(n)) == 1) for i in range(m)) #add auxiliary constraints for i in range(m-1): for k in range(n): for j in range(i+1,m): for l in range(n): if lhs_constraints: if c[i,k,j,l]+c[j,l,i,k] > 0: mdl.add_constraint(w[i,k,j,l] <= x[i,k]) mdl.add_constraint(w[i,k,j,l] <= x[j,l]) else: mdl.add_constraint(x[i,k] + x[j,l] - 1 <= w[i,k,j,l]) mdl.add_constraint(w[i,k,j,l] >= 0) else: mdl.add_constraint(w[i,k,j,l] <= x[i,k]) mdl.add_constraint(w[i,k,j,l] <= x[j,l]) mdl.add_constraint(x[i,k] + x[j,l] - 1 <= w[i,k,j,l]) mdl.add_constraint(w[i,k,j,l] >= 0) #compute quadratic values contirbution to obj quadratic_values = 0 for i in range(m-1): for j in range(i+1,m): for k in range(n): for l in range(n): quadratic_values = quadratic_values + (c[i,k,j,l]*(w[i,k,j,l])) linear_values = sum(x[i,k]*e[i,k] for k in range(n) for i in range(m)) mdl.setObjective(linear_values + quadratic_values, sense=xp.maximize) #return model. no setup time for std return [mdl, 0]
def prlt1_linearization(quad): # only called from within reformulate_glover (make inner func?) n = quad.n c = quad.c C = quad.C a = quad.a b = quad.b # create model and add variables m = xp.problem(name='PRLT-1_linearization') x = m.addVars(n, lb=0, ub=1, vtype=GRB.CONTINUOUS) w = m.addVars(n, n, vtype=GRB.CONTINUOUS) if type(quad) is Knapsack: # HSP and UQP don't have cap constraint # add capacity constraint(s) for k in range(quad.m): m.addConstraint(xp.Sum(x[i]*a[k][i] for i in range(n)) <= b[k]) #k_item constraint if necessary (if KQKP or HSP) if quad.num_items > 0: m.addConstraint(xp.Sum(x[i] for i in range(n)) == quad.num_items) # add auxiliary constraints for i in range(n): for j in range(i+1, n): m.addConstraint(w[i, j] == w[j, i], name='con16'+str(i)+str(j)) for k in range(quad.m): for j in range(n): m.addConstraint(xp.Sum(a[k][i]*w[i, j] for i in range(n) if i != j) <= (b[k]-a[k][j])*x[j]) for i in range(n): m.addConstraint(w[i, j] <= x[j]) # add objective function quadratic_values = 0 for j in range(n): for i in range(n): if(i == j): continue quadratic_values = quadratic_values + (C[i, j]*w[i, j]) m.setObjective(linear_values + quadratic_values, sense=xp.maximize) linear_values = xp.Sum(x[j]*c[j] for j in range(n)) # return model return m
def __init__(self, areas_list, periods):
self._areasList = areas_list
self._periods = periods
self._matches = np.array(list(combinations(self._areasList, 2)))
self.p = xp.problem()
self.e = np.array([[xp.var(vartype=xp.integer) for _ in self._periods]
for _ in areas_list])
self.y = np.array(
[[[xp.var(vartype=xp.integer) for _ in self._periods]
for _ in areas_list] for _ in areas_list])
self.m = np.array([xp.var(vartype=xp.binary) for _ in self._matches])
self.p.addVariable(self.e, self.y, self.m)
self.flow = None
self.solutionMatches = None
def __init__(self, df_init, costFun: Union[Callable, List[Callable]], alpha=1, triples=False, xp_problem=None):
self.preference_function = lambda x, y: x * (y ** alpha)
self.offers = None
self.triples = triples
self.xp_problem = xp_problem
super().__init__(df_init=df_init, costFun=costFun, airline_ctor=air.IstopAirline)
airline: air.IstopAirline
for airline in self.airlines:
airline.set_preferences(self.preference_function)
self.airlines_pairs = np.array(list(combinations(self.airlines, 2)))
self.airlines_triples = np.array(list(combinations(self.airlines, 3)))
self.epsilon = sys.float_info.min
self.offerChecker = OfferChecker(self.scheduleMatrix)
if self.xp_problem is None:
self.m = xp.problem()
else:
self.m = xp_problem
# self.m.controls.presolve = 0
# self.m.controls.maxnode = 1
# self.m.mipoptimize('p')
#
# self.m.setControl('maxnode', 1)
# self.m.setControl('cutstrategy', 0)
# self.m.setControl('mippresolve', 0)
# print(self.m.getControl('defaultalg'))
# print(self.m.getControl('cutdepth'))
# print("controllo ", self.m.controls.presolve)
#
# self.m.addcbnewnode(self.p, self.m, 1)
self.x = None
self.c = None
self.matches = []
self.couples = []
self.flights_in_matches = []
self.offers_selected = []
self.preprocessed = False
def qsap_elf(qsap, **kwargs): """ extended linear formulation for the quadratic semi-assignment problem """ n = qsap.n m = qsap.m e = qsap.e c = qsap.c mdl = xp.problem(name='qsap_elf') x = np.array([[xp.var(vartype=xp.binary) for i in range(n)]for j in range(m)]) z = np.array([[[[[[xp.var(vartype=xp.continuous, lb=-xp.infinity) for i in range(n)] for j in range(m)] for k in range(n)] for l in range(m)] for r in range(n)] for s in range(m)]) mdl.addVariable(x, z) cons = [xp.constraint(sum(x[i,k] for k in range(n)) == 1) for i in range(m)] mdl.addConstraint(cons) #add auxiliary constraints for i in range(m-1): for j in range(i+1,m): for k in range(n): for l in range(n): mdl.addConstraint(z[i,k,i,k,j,l] + z[j,l,i,k,j,l] <= 1) mdl.addConstraint(x[i,k] + z[i,k,i,k,j,l] <= 1) mdl.addConstraint(x[j,l] + z[j,l,i,k,j,l] <= 1) mdl.addConstraint(x[i,k] + z[i,k,i,k,j,l] + z[j,l,i,k,j,l] >= 1) mdl.addConstraint(x[j,l] + z[i,k,i,k,j,l] + z[j,l,i,k,j,l] >= 1) #compute quadratic values contirbution to obj constant = 0 quadratic_values = 0 for i in range(m-1): for j in range(i+1,m): for k in range(n): for l in range(n): constant = constant + c[i,k,j,l] quadratic_values = quadratic_values + (c[i,k,j,l]*(z[i,k,i,k,j,l]+z[j,l,i,k,j,l])) linear_values = sum(x[i,k]*e[i,k] for k in range(n) for i in range(m)) mdl.setObjective(linear_values + constant - quadratic_values, sense=xp.maximize) #return model + setup time return [mdl, 0]
def UDPPlocalOpt(airline: air.UDPPairline,
slots: List[sl.Slot],
xp_problem=None):
if xp_problem is None:
m = xp.problem()
else:
m = xp_problem
x = np.array([[xp.var(vartype=xp.binary) for j in slots]
for i in airline.flights])
m.addVariable(x)
flight: fl.UDPPflight
for k in range(airline.numFlights):
#one x max for slot
m.addConstraint(
xp.Sum(x[flight.localNum, k] for flight in airline.flights) == 1)
for flight in airline.flights:
# flight assignment
m.addConstraint(
xp.Sum(x[flight.localNum, k]
for k in range(eta_limit_slot(flight, airline.AUslots),
airline.numFlights)) == 1)
m.setObjective(
xp.Sum(
x[flight.localNum][k] * flight.costFun(flight, airline.AUslots[k])
for flight in airline.flights for k in range(airline.numFlights)))
m.solve()
# print("airline ",airline)
for flight in airline.flights:
for k in range(airline.numFlights):
if m.getSolution(x[flight.localNum, k]) > 0.5:
flight.newSlot = airline.flights[k].slot
flight.priorityNumber = k
flight.priorityValue = "N"
def __init__(self, **params):
"""
The class implement the Support Vector Data Description method for novelty detection as in paper https://www.researchgate.net/publication/226109293_Support_Vector_Data_Description.
The class make use of the solver FICO Express and it is composed by the following method:
- solve: to model the svdd problem
- select_support_vectors: method that randomply pick a point that can be considered as a good support vector candidate
- outliers: returns the outliers of the dataset X
- count_outliers: returns the number of outiers in X
- kernel: define the kernel in the dual problem
"""
# DUAL PROBLEM
self.p = xp.problem()
self.C = params['C']
self.params = params
#self.l = params['l']
self.opt = []
self.c0 = []
self.support_vectors = []
# every vertex i is at distance rho[i] from the center and at angle
# theta[i]. We would certainly expect that the local optimum found has
# all rho's are equal to 1.
N = 9
Vertices = range(N)
# Declare variables
rho = [xp.var(name='rho_{}'.format(i), lb=1e-5, ub=1.0) for i in Vertices]
theta = [
xp.var(name='theta_{}'.format(i), lb=-math.pi, ub=math.pi)
for i in Vertices
]
p = xp.problem()
p.addVariable(rho, theta)
# The objective function is the total area of the polygon. Considering
# the segment S[i] joining the center to the i-th vertex and A(i,j)
# the area of the triangle defined by the two segments S[i] and S[j],
# the objective function is
#
# A[0,1] + A[1,2] + ... + A[N-1,0]
#
# Where A[i,i+1] is given by
#
# 1/2 * rho[i] * rho[i+1] * sin (theta[i+1] - theta[i])
p.setObjective(
def solve(self):
### Params ###
self.n_plyrs_per_game = [
self.game_list[i][1] for i in range(len(self.game_list))
]
req_plyrs_per_round = sum([ct * 2 for ct in self.n_plyrs_per_game])
if self.trim_gms & (req_plyrs_per_round > self.n_plyrs):
if self.debug:
st.text("Removing games to fit the number of passed players")
while req_plyrs_per_round > self.n_plyrs:
self.game_list = self.game_list[:-1]
self.n_plyrs_per_game = [
self.game_list[i][1] for i in range(len(self.game_list))
]
req_plyrs_per_round = sum(
[ct * 2 for ct in self.n_plyrs_per_game])
print(req_plyrs_per_round, self.n_plyrs)
# max number of times a player can play a given game
self.max_gm_plays = max(
2,
math.ceil(req_plyrs_per_round * self.n_rounds / self.n_plyrs))
st.text(f'Final game list: {self.game_list}')
if not self.max_gm_plays_soft:
st.text(
f'Max times a player is allowed to play same game: {self.max_gm_plays}'
)
self.n_games = len(self.game_list)
## Instantiate problem ##
self.model = xp.problem()
#################
### Variables ###
#################
# Player-game-round-team
plyrs = {}
for p in range(self.n_plyrs):
plyrs[p] = {}
for g in range(self.n_games):
plyrs[p][g] = {}
for r in range(self.n_rounds):
plyr_var_list = [
xp.var(name=f"p{p}_g{g}_r{r}_t{t}", vartype=xp.binary)
for t in range(self.n_tms)
]
plyrs[p][g][r] = plyr_var_list
self.model.addVariable(plyr_var_list)
# Team assignments
tms = {}
for t in range(self.n_tms):
tm_var_list = [
xp.var(name=f"p{p}_tm{t}", vartype=xp.binary)
for p in range(self.n_plyrs)
]
tms[t] = tm_var_list
self.model.addVariable(tm_var_list)
# Variable set greater_than/equal_to game_played count for all players for all games - this quantity is minimized
max_gm_plays_global = xp.var(name='max_gm_plays_global', lb=0)
self.model.addVariable(max_gm_plays_global)
###################
### Constraints ###
###################
# Correct number of plyrs per game per team
## Why need both less/greater than and not equal to?
for g in range(self.n_games):
for r in range(self.n_rounds):
for t in range(self.n_tms):
suff_plyrs_tm_1 = xp.Sum(plyrs[p][g][r][t] for p in range(
self.n_plyrs)) >= self.n_plyrs_per_game[g]
suff_plyrs_tm_2 = xp.Sum(plyrs[p][g][r][t] for p in range(
self.n_plyrs)) <= self.n_plyrs_per_game[g]
self.model.addConstraint(
xp.constraint(suff_plyrs_tm_1,
name=f'gteq_plyrs_tm{t}_rnd{r}_gm{g}'))
self.model.addConstraint(
xp.constraint(suff_plyrs_tm_2,
name=f'lteq_plyrs_tm{t}_rnd{r}_gm{g}'))
# One game per time per player
for p in range(self.n_plyrs):
for r in range(self.n_rounds):
for t in range(self.n_tms):
one_game_per_round_per_plyr = xp.Sum(
plyrs[p][g][r][t] for g in range(self.n_games)) <= 1
self.model.addConstraint(
xp.constraint(
one_game_per_round_per_plyr,
name=f"one_gm_in_rnd{r}_for_plyr{p}_tm{t}"))
# Team assignment constraints
for p in range(self.n_plyrs):
# One team per player
tm_lb = xp.Sum(tms[t][p] for t in range(self.n_tms)) <= 1
tm_ub = xp.Sum(tms[t][p] for t in range(self.n_tms)) >= 1
self.model.addConstraint(
xp.constraint(tm_lb, name=f'plyr{p}_lteq_1_tm'))
self.model.addConstraint(
xp.constraint(tm_ub, name=f'plyr{p}_gteq_1_tm'))
for t in range(self.n_tms):
# Forcing tm variables to be flipped when player selected
tm_enforce = xp.Sum(
plyrs[p][g][r][t] for g in range(self.n_games)
for r in range(self.n_rounds)) <= tms[t][p] * self.n_rounds
self.model.addConstraint(
xp.constraint(tm_enforce, name=f'plyr{p}_tm{t}_enforce'))
# Teams evenly split
tms_even_1 = xp.Sum(tms[0][p] for p in range(self.n_plyrs)) - xp.Sum(
tms[1][p] for p in range(self.n_plyrs)) <= 1
tms_even_2 = xp.Sum(tms[1][p] for p in range(self.n_plyrs)) - xp.Sum(
tms[0][p] for p in range(self.n_plyrs)) <= 1
self.model.addConstraint(tms_even_1)
self.model.addConstraint(tms_even_2)
# Each player plays each game at most 'self.max_gm_plays'
for p in range(self.n_plyrs):
for g in range(self.n_games):
for t in range(self.n_tms):
max_rds_per_game_per_plyr = xp.Sum(
plyrs[p][g][r][t] for r in range(self.n_rounds))
if not self.max_gm_plays_soft:
self.model.addConstraint(
xp.constraint(
max_rds_per_game_per_plyr <= self.max_gm_plays,
name=
f"plyr{p}_plays_gm{g}_max_{self.max_gm_plays}_times_tm{t}"
))
self.model.addConstraint(
xp.constraint(
max_gm_plays_global >= max_rds_per_game_per_plyr,
name=f'max_gm_plays_global_gteq_p{p}_g{g}_t{t}'))
# Each player plays at most once more than every other player
for p1 in range(self.n_plyrs):
n_plays = xp.Sum(plyrs[p1][g][r][t] for g in range(self.n_games)
for r in range(self.n_rounds)
for t in range(self.n_tms))
for p2 in range(p1 + 1, self.n_plyrs):
n_plays_ = xp.Sum(plyrs[p2][g][r][t]
for g in range(self.n_games)
for r in range(self.n_rounds)
for t in range(self.n_tms))
self.model.addConstraint(
(n_plays - n_plays_) <= self.max_gm_gap)
self.model.addConstraint(
(n_plays_ - n_plays) <= self.max_gm_gap)
# Objective
self.model.setObjective(max_gm_plays_global, sense=xp.minimize)
self.model.solve()
self.check_model_feasibility()
return plyrs, tms
def build_problem():
""" Build an xpress problem instance """
return xp.problem()
def solve(self, objective, constraints, cached_data,
warm_start, verbose, solver_opts):
"""Returns the result of the call to the solver.
Parameters
----------
objective : LinOp
The canonicalized objective.
constraints : list
The list of canonicalized cosntraints.
cached_data : dict
A map of solver name to cached problem data.
warm_start : bool
Should the previous solver result be used to warm_start?
verbose : bool
Should the solver print output?
solver_opts : dict
Additional arguments for the solver.
Returns
-------
tuple
(status, optimal value, primal, equality dual, inequality dual)
"""
import xpress
verbose = True
# Get problem data
data = super(XPRESS, self).get_problem_data(objective, constraints, cached_data)
origprob = None
if 'original_problem' in solver_opts.keys():
origprob = solver_opts['original_problem']
if 'no_qp_reduction' in solver_opts.keys() and solver_opts['no_qp_reduction'] is True:
self.translate_back_QP_ = True
c = data[s.C] # objective coefficients
dims = data[s.DIMS] # contains number of columns, rows, etc.
nrowsEQ = dims[s.EQ_DIM]
nrowsLEQ = dims[s.LEQ_DIM]
nrows = nrowsEQ + nrowsLEQ
# linear constraints
b = data[s.B][:nrows] # right-hand side
A = data[s.A][:nrows] # coefficient matrix
n = c.shape[0] # number of variables
solver_cache = cached_data[self.name()]
###########################################################################################
# Allow warm start if all dimensions match, i.e., if the
# modified problem has the same number of rows/column and the
# same list of cone sizes. Failing that, we can just take the
# standard route and build the problem from scratch.
if warm_start and \
solver_cache.prev_result is not None and \
n == len(solver_cache.prev_result['obj']) and \
nrows == len(solver_cache.prev_result['rhs']) and \
data[s.DIMS][s.SOC_DIM] == solver_cache.prev_result['cone_ind']:
# We are re-solving a problem that was previously solved
# Initialize the problem as the same as the previous solve
self.prob_ = solver_cache.prev_result['problem']
c0 = solver_cache.prev_result['obj']
A0 = solver_cache.prev_result['mat']
b0 = solver_cache.prev_result['rhs']
vartype0 = solver_cache.prev_result['vartype']
# If there is a parameter in the objective, it may have changed.
if len(linutils.get_expr_params(objective)) > 0:
dci = numpy.where(c != c0)[0]
self.prob_.chgobj(dci, c[dci])
# Get equality and inequality constraints.
sym_data = self.get_sym_data(objective, constraints, cached_data)
all_constrs, _, _ = self.split_constr(sym_data.constr_map)
# If there is a parameter in the constraints,
# A or b may have changed.
if any(len(linutils.get_expr_params(con.expr)) > 0 for con in constraints):
dAi = (A != A0).tocoo() # retrieves row/col nonzeros as a tuple of two arrays
dbi = numpy.where(b != b0)[0]
if dAi.getnnz() > 0:
self.prob_.chgmcoef(dAi.row, dAi.col,
[A[i, j] for (i, j) in list(zip(dAi.row, dAi.col))])
if len(dbi) > 0:
self.prob_.chgrhs(dbi, b[dbi])
vartype = []
self.prob_.getcoltype(vartype, 0, len(data[s.C]) - 1)
vti = (numpy.array(vartype) != numpy.array(vartype0))
if any(vti):
self.prob_.chgcoltype(numpy.arange(len(c))[vti], vartype[vti])
############################################################################################
else:
# No warm start, create problem from scratch
# Problem
self.prob_ = xpress.problem()
mstart = makeMstart(A, len(c), 1)
varGroups = {} # If origprob is passed, used to tie IIS to original constraints
transf2Orig = {} # Ties transformation constraints to originals via varGroups
nOrigVar = len(c)
# From a summary knowledge of origprob.constraints() and
# the constraints list, the following seems to hold:
#
# 1) origprob.constraints is the list as generated by the
# user. origprob.constraints[i].size returns the number
# of actual rows in each constraint, while .constr_id
# returns its id (not necessarily numbered from 0).
#
# 2) constraints is also a list whose every element
# contains fields size and constr_id. These correspond
# to the items in origprob.constraints, though the list
# is in not in order of constr_id. Also, given that it
# refers to the transformed problem, it contains extra
# constraints deriving from the cone transformations,
# all with a constr_id and a size.
#
# Given this information, attempt to set names in varnames
# and linRownames so that they can be easily identified
# Load linear part of the problem.
if origprob is not None:
# The original problem was passed, we can take a
# better guess at the constraints and variable names.
nOrigVar = 0
orig_id = [i.id for i in origprob.constraints]
varnames = []
for v in origprob.variables():
nOrigVar += v.size[0]
if v.size[0] == 1:
varnames.append('{0}'. format(v.var_id))
else:
varnames.extend(['{0}_{1:d}'. format(v.var_id, j)
for j in range(v.size[0])])
varnames.extend(['aux_{0:d}'.format(i) for i in range(len(varnames), len(c))])
# Construct constraint name list by checking constr_id for each
linRownames = []
for con in constraints:
if con.constr_id in orig_id:
prefix = ''
if type(con.constr_id) == int:
prefix = 'row_'
if con.size[0] == 1:
name = '{0}{1}'.format(prefix, con.constr_id)
linRownames.append(name)
transf2Orig[name] = con.constr_id
else:
names = ['{0}{1}_{2:d}'.format(prefix, con.constr_id, j)
for j in range(con.size[0])]
linRownames.extend(names)
for i in names:
transf2Orig[i] = con.constr_id
# Tie auxiliary variables to constraints. Scan all
# auxiliary variables in the objective function and in
# the corresponding columns of A.indices
iObjQuad = 0 # keeps track of quadratic quantities in the objective
for i in range(nOrigVar, len(c)):
if c[i] != 0:
varGroups[varnames[i]] = 'objF_{0}'.format(iObjQuad)
iObjQuad += 1
if len(A.indices[mstart[i]:mstart[i+1]]) > 0:
varGroups[varnames[i]] = linRownames[min(A.indices[mstart[i]:mstart[i+1]])]
else:
# fall back to flat naming. Warning: this mixes
# original with auxiliary variables.
varnames = ['x_{0:05d}'. format(i) for i in range(len(c))]
linRownames = ['lc_{0:05d}'.format(i) for i in range(len(b))]
self.prob_.loadproblem("CVXproblem",
['E'] * nrowsEQ + ['L'] * nrowsLEQ, # qrtypes
b, # rhs
None, # range
c, # obj coeff
mstart, # mstart
None, # mnel
A.indices, # row indices
A.data, # coefficients
[-xpress.infinity] * len(c), # lower bound
[xpress.infinity] * len(c), # upper bound
colnames=varnames, # column names
rownames=linRownames) # row names
x = numpy.array(self.prob_.getVariable()) # get whole variable vector
# Set variable types for discrete variables
self.prob_.chgcoltype(data[s.BOOL_IDX] + data[s.INT_IDX],
'B' * len(data[s.BOOL_IDX]) + 'I' * len(data[s.INT_IDX]))
currow = nrows
iCone = 0
auxVars = set(range(nOrigVar, len(c)))
# Conic constraints
#
# Quadratic objective and constraints fall in this category,
# as all quadratic stuff is converted into a cone via a linear transformation
for k in dims[s.SOC_DIM]:
# k is the size of the i-th cone, where i is the index
# within dims [s.SOC_DIM]. The cone variables in
# CVXOPT, apparently, are separate variables that are
# marked as conic but not shown in a cone explicitly.
A = data[s.A][currow: currow + k].tocsr()
b = data[s.B][currow: currow + k]
currow += k
if self.translate_back_QP_:
# Conic problem passed by CVXPY is translated back
# into a QP problem. The problem is passed to us
# as follows:
#
# min c'x
# s.t. Ax <>= b
# y[i] = P[i]' * x + b[i]
# ||y[i][1:]||_2 <= y[i][0]
#
# where P[i] is a matrix, b[i] is a vector. Get
# rid of the y variables by explicitly rewriting
# the conic constraint as quadratic:
#
# y[i][1:]' * y[i][1:] <= y[i][0]^2
#
# and hence
#
# (P[i][1:]' * x + b[i][1:])^2 <= (P[i][0]' * x + b[i][0])^2
Plhs = A[1:]
Prhs = A[0]
indRowL, indColL = Plhs.nonzero()
indRowR, indColR = Prhs.nonzero()
coeL = Plhs.data
coeR = Prhs.data
lhs = list(b[1:])
rhs = b[0]
for i in range(len(coeL)):
lhs[indRowL[i]] -= coeL[i] * x[indColL[i]]
for i in range(len(coeR)):
rhs -= coeR[i] * x[indColR[i]]
self.prob_.addConstraint(xpress.Sum([lhs[i]**2 for i in range(len(lhs))])
<= rhs**2)
else:
# Create new (cone) variables and add them to the problem
conevar = numpy.array([xpress.var(name='cX{0:d}_{1:d}'.format(iCone, i),
lb=-xpress.infinity if i > 0 else 0)
for i in range(k)])
self.prob_.addVariable(conevar)
initrow = self.prob_.attributes.rows
mstart = makeMstart(A, k, 0)
trNames = ['linT_qc{0:d}_{1:d}'.format(iCone, i) for i in range(k)]
# Linear transformation for cone variables <--> original variables
self.prob_.addrows(['E'] * k, # qrtypes
b, # rhs
mstart, # mstart
A.indices, # ind
A.data, # dmatval
names=trNames) # row names
self.prob_.chgmcoef([initrow + i for i in range(k)],
conevar, [1] * k)
conename = 'cone_qc{0:d}'.format(iCone)
# Real cone on the cone variables (if k == 1 there's no
# need for this constraint as y**2 >= 0 is redundant)
if k > 1:
self.prob_.addConstraint(
xpress.constraint(constraint=xpress.Sum
(conevar[i]**2 for i in range(1, k))
<= conevar[0] ** 2,
name=conename))
auxInd = list(set(A.indices) & auxVars)
if len(auxInd) > 0:
group = varGroups[varnames[auxInd[0]]]
for i in trNames:
transf2Orig[i] = group
transf2Orig[conename] = group
iCone += 1
# Objective. Minimize is by default both here and in CVXOPT
self.prob_.setObjective(xpress.Sum(c[i] * x[i] for i in range(len(c))))
# End of the conditional (warm-start vs. no warm-start) code,
# set options, solve, and report.
# Set options
#
# The parameter solver_opts is a dictionary that contains only
# one key, 'solver_opt', and its value is a dictionary
# {'control': value}, matching perfectly the format used by
# the Xpress Python interface.
if verbose:
self.prob_.controls.miplog = 2
self.prob_.controls.lplog = 1
self.prob_.controls.outputlog = 1
else:
self.prob_.controls.miplog = 0
self.prob_.controls.lplog = 0
self.prob_.controls.outputlog = 0
if 'solver_opts' in solver_opts.keys():
self.prob_.setControl(solver_opts['solver_opts'])
self.prob_.setControl({i: solver_opts[i] for i in solver_opts.keys()
if i in xpress.controls.__dict__.keys()})
# Solve
self.prob_.solve()
results_dict = {
'problem': self.prob_,
'status': self.prob_.getProbStatus(),
'obj_value': self.prob_.getObjVal(),
}
status_map_lp, status_map_mip = self.get_status_maps()
if self.is_mip(data):
status = status_map_mip[results_dict['status']]
else:
status = status_map_lp[results_dict['status']]
results_dict[s.XPRESS_TROW] = transf2Orig
results_dict[s.XPRESS_IIS] = None # Return no IIS if problem is feasible
if status in s.SOLUTION_PRESENT:
results_dict['x'] = self.prob_.getSolution()
if not self.is_mip(data):
results_dict['y'] = self.prob_.getDual()
elif status == s.INFEASIBLE:
# Retrieve all IIS. For LPs there can be more than one,
# but for QCQPs there is only support for one IIS.
iisIndex = 0
self.prob_.iisfirst(0) # compute all IIS
row, col, rtype, btype, duals, rdcs, isrows, icols = [], [], [], [], [], [], [], []
self.prob_.getiisdata(0, row, col, rtype, btype, duals, rdcs, isrows, icols)
origrow = []
for iRow in row:
if iRow.name in transf2Orig.keys():
name = transf2Orig[iRow.name]
else:
name = iRow.name
if name not in origrow:
origrow.append(name)
results_dict[s.XPRESS_IIS] = [{'orig_row': origrow,
'row': row,
'col': col,
'rtype': rtype,
'btype': btype,
'duals': duals,
'redcost': rdcs,
'isolrow': isrows,
'isolcol': icols}]
while self.prob_.iisnext() == 0:
iisIndex += 1
self.prob_.getiisdata(iisIndex,
row, col, rtype, btype, duals, rdcs, isrows, icols)
results_dict[s.XPRESS_IIS].append((
row, col, rtype, btype, duals, rdcs, isrows, icols))
return self.format_results(results_dict, data, cached_data)
def solve_via_data(self,
data,
warm_start,
verbose,
solver_opts,
solver_cache=None):
import xpress
if 'no_qp_reduction' in solver_opts.keys(
) and solver_opts['no_qp_reduction'] is True:
self.translate_back_QP_ = True
c = data[s.C] # objective coefficients
dims = dims_to_solver_dict(
data[s.DIMS]) # contains number of columns, rows, etc.
nrowsEQ = dims[s.EQ_DIM]
nrowsLEQ = dims[s.LEQ_DIM]
nrows = nrowsEQ + nrowsLEQ
# linear constraints
b = data[s.B][:nrows] # right-hand side
A = data[s.A][:nrows] # coefficient matrix
# Problem
self.prob_ = xpress.problem()
mstart = makeMstart(A, len(c), 1)
varGroups = {
} # If origprob is passed, used to tie IIS to original constraints
transf2Orig = {
} # Ties transformation constraints to originals via varGroups
nOrigVar = len(c)
# Uses flat naming. Warning: this mixes
# original with auxiliary variables.
varnames = ['x_{0:05d}'.format(i) for i in range(len(c))]
linRownames = ['lc_{0:05d}'.format(i) for i in range(len(b))]
self.prob_.loadproblem(
"CVXproblem",
['E'] * nrowsEQ + ['L'] * nrowsLEQ, # qrtypes
None, # range
c, # obj coeff
mstart, # mstart
None, # mnel
A.indices, # row indices
A.data, # coefficients
[-xpress.infinity] * len(c), # lower bound
[xpress.infinity] * len(c), # upper bound
colnames=varnames, # column names
rownames=linRownames) # row names
x = np.array(self.prob_.getVariable()) # get whole variable vector
# Set variable types for discrete variables
self.prob_.chgcoltype(
data[s.BOOL_IDX] + data[s.INT_IDX],
'B' * len(data[s.BOOL_IDX]) + 'I' * len(data[s.INT_IDX]))
currow = nrows
iCone = 0
auxVars = set(range(nOrigVar, len(c)))
# Conic constraints
#
# Quadratic objective and constraints fall in this category,
# as all quadratic stuff is converted into a cone via a linear transformation
for k in dims[s.SOC_DIM]:
# k is the size of the i-th cone, where i is the index
# within dims [s.SOC_DIM]. The cone variables in
# CVXOPT, apparently, are separate variables that are
# marked as conic but not shown in a cone explicitly.
A = data[s.A][currow:currow + k].tocsr()
b = data[s.B][currow:currow + k]
currow += k
if self.translate_back_QP_:
# Conic problem passed by CVXPY is translated back
# into a QP problem. The problem is passed to us
# as follows:
#
# min c'x
# s.t. Ax <>= b
# y[i] = P[i]' * x + b[i]
# ||y[i][1:]||_2 <= y[i][0]
#
# where P[i] is a matrix, b[i] is a vector. Get
# rid of the y variables by explicitly rewriting
# the conic constraint as quadratic:
#
# y[i][1:]' * y[i][1:] <= y[i][0]^2
#
# and hence
#
# (P[i][1:]' * x + b[i][1:])^2 <= (P[i][0]' * x + b[i][0])^2
Plhs = A[1:]
Prhs = A[0]
indRowL, indColL = Plhs.nonzero()
indRowR, indColR = Prhs.nonzero()
coeL = Plhs.data
coeR = Prhs.data
lhs = list(b[1:])
rhs = b[0]
for i in range(len(coeL)):
lhs[indRowL[i]] -= coeL[i] * x[indColL[i]]
for i in range(len(coeR)):
rhs -= coeR[i] * x[indColR[i]]
self.prob_.addConstraint(
xpress.Sum([lhs[i]**2 for i in range(len(lhs))]) <= rhs**2)
else:
# Create new (cone) variables and add them to the problem
conevar = np.array([
xpress.var(name='cX{0:d}_{1:d}'.format(iCone, i),
lb=-xpress.infinity if i > 0 else 0)
for i in range(k)
])
self.prob_.addVariable(conevar)
initrow = self.prob_.attributes.rows
mstart = makeMstart(A, k, 0)
trNames = [
'linT_qc{0:d}_{1:d}'.format(iCone, i) for i in range(k)
]
# Linear transformation for cone variables <--> original variables
self.prob_.addrows(
['E'] * k, # qrtypes
b, # rhs
mstart, # mstart
A.indices, # ind
A.data, # dmatval
names=trNames) # row names
self.prob_.chgmcoef([initrow + i for i in range(k)], conevar,
[1] * k)
conename = 'cone_qc{0:d}'.format(iCone)
# Real cone on the cone variables (if k == 1 there's no
# need for this constraint as y**2 >= 0 is redundant)
if k > 1:
self.prob_.addConstraint(
xpress.constraint(constraint=xpress.Sum(
conevar[i]**2
for i in range(1, k)) <= conevar[0]**2,
name=conename))
auxInd = list(set(A.indices) & auxVars)
if len(auxInd) > 0:
group = varGroups[varnames[auxInd[0]]]
for i in trNames:
transf2Orig[i] = group
transf2Orig[conename] = group
iCone += 1
# Objective. Minimize is by default both here and in CVXOPT
self.prob_.setObjective(xpress.Sum(c[i] * x[i] for i in range(len(c))))
# End of the conditional (warm-start vs. no warm-start) code,
# set options, solve, and report.
# Set options
#
# The parameter solver_opts is a dictionary that contains only
# one key, 'solver_opt', and its value is a dictionary
# {'control': value}, matching perfectly the format used by
# the Xpress Python interface.
if verbose:
self.prob_.controls.miplog = 2
self.prob_.controls.lplog = 1
self.prob_.controls.outputlog = 1
else:
self.prob_.controls.miplog = 0
self.prob_.controls.lplog = 0
self.prob_.controls.outputlog = 0
if 'solver_opts' in solver_opts.keys():
self.prob_.setControl(solver_opts['solver_opts'])
self.prob_.setControl({
i: solver_opts[i]
for i in solver_opts.keys()
if i in xpress.controls.__dict__.keys()
})
# Solve
self.prob_.solve()
results_dict = {
'problem': self.prob_,
'status': self.prob_.getProbStatus(),
'obj_value': self.prob_.getObjVal(),
}
status_map_lp, status_map_mip = self.get_status_maps()
if self.is_mip(data):
status = status_map_mip[results_dict['status']]
else:
status = status_map_lp[results_dict['status']]
results_dict[s.XPRESS_TROW] = transf2Orig
results_dict[
s.XPRESS_IIS] = None # Return no IIS if problem is feasible
if status in s.SOLUTION_PRESENT:
results_dict['x'] = self.prob_.getSolution()
if not (data[s.BOOL_IDX] or data[s.INT_IDX]):
results_dict['y'] = self.prob_.getDual()
elif status == s.INFEASIBLE:
# Retrieve all IIS. For LPs there can be more than one,
# but for QCQPs there is only support for one IIS.
iisIndex = 0
self.prob_.iisfirst(0) # compute all IIS
row, col, rtype, btype, duals, rdcs, isrows, icols = [], [], [], [], [], [], [], []
self.prob_.getiisdata(0, row, col, rtype, btype, duals, rdcs,
isrows, icols)
origrow = []
for iRow in row:
if iRow.name in transf2Orig.keys():
name = transf2Orig[iRow.name]
else:
name = iRow.name
if name not in origrow:
origrow.append(name)
results_dict[s.XPRESS_IIS] = [{
'orig_row': origrow,
'row': row,
'col': col,
'rtype': rtype,
'btype': btype,
'duals': duals,
'redcost': rdcs,
'isolrow': isrows,
'isolcol': icols
}]
while self.prob_.iisnext() == 0:
iisIndex += 1
self.prob_.getiisdata(iisIndex, row, col, rtype, btype, duals,
rdcs, isrows, icols)
results_dict[s.XPRESS_IIS].append(
(row, col, rtype, btype, duals, rdcs, isrows, icols))
# Generate solution.
solution = {}
if results_dict["status"] != s.SOLVER_ERROR:
self.prob_ = results_dict['problem']
vartypes = []
self.prob_.getcoltype(vartypes, 0, len(data[s.C]) - 1)
status_map_lp, status_map_mip = self.get_status_maps()
if data[s.BOOL_IDX] or data[s.INT_IDX]:
solution[s.STATUS] = status_map_mip[results_dict['status']]
else:
solution[s.STATUS] = status_map_lp[results_dict['status']]
if solution[s.STATUS] in s.SOLUTION_PRESENT:
solution[s.PRIMAL] = results_dict['x']
solution[s.VALUE] = results_dict['obj_value']
if not (data[s.BOOL_IDX] or data[s.INT_IDX]):
solution[s.EQ_DUAL] = [-v for v in results_dict['y']]
solution[s.XPRESS_IIS] = results_dict[s.XPRESS_IIS]
solution[s.XPRESS_TROW] = results_dict[s.XPRESS_TROW]
return solution
def max_flow():
global graph
global vertices_no
global vertices
global weight
thres = 0.4 # density of network
thresdem = 0.8 # density of demand mesh
dem = []
for i in range(vertices_no):
for j in range(vertices_no):
if i != j and np.random.random() < thresdem:
dem.append((vertices[i], vertices[j],
math.ceil(200 * np.random.random())))
print("This is a random demand for each node", dem)
for i in range(vertices_no):
for j in range(vertices_no):
if graph[i][j] != 0:
pair = vertices[i], vertices[j]
print(pair)
#***********************************************************************************************************************
#flow variables
f = {(i, j, d):
xp.var(name='f_{0}_{1}_{2}_{3}'.format(i, j, dem[d][0], dem[d][1]))
for (i, j) in pair for d in range(len(dem))}
# capacity variables
x = {(i, j): xp.var(vartype=xp.integer, name='cap_{0}_{1}'.format(i, j))
for (i, j) in pair}
print("this is x", x)
p = xp.problem('network flow')
p.addVariable(f, x)
def demand(i, d):
if dem[d][0] == i: # source
return 1
elif dem[d][1] == i: # destination
return -1
else:
return 0
# Flow conservation constraints: total flow balance at node i for each demand d
# must be 0 if i is an intermediate node, 1 if i is the source of demand d, and
# -1 if i is the destination.
flow = {(i, d): xp.constraint(
constraint=xp.Sum(f[vertices[i], vertices[j], d]
for j in range(vertices_no)
if (vertices[i], vertices[j]) in weight) -
xp.Sum(f[vertices[j], vertices[i], d] for j in range(vertices_no)
if (vertices[j], vertices[i]) in weight) == demand(
vertices[i], d),
name='cons_{0}_{1}_{2}'.format(i, dem[d][0], dem[d][1]))
for d in range(len(dem)) for i in range(vertices_no)}
# Capacity constraints: weighted sum of flow variables must be contained in the
# total capacity installed on the arc (i, j)
capacity = {
(i, j):
xp.constraint(constraint=xp.Sum(
dem[d][2] * f[vertices[i], vertices[j], d]
for d in range(len(dem))) <= x[vertices[i], vertices[j]],
name='capacity_{0}_{1}'.format(vertices[i], vertices[j]))
for (i, j) in weight
}
p.addConstraint(flow, capacity)
p.setObjective(xp.Sum(x[i, j] for (i, j) in weight))
p.solve()
p.getSolution()
def __init__(self):
self.model = xp.problem("Doctor scheduling")
CV = np.array([5, 30, 120])
CR = np.array([10, 10, 10])
D = np.array([30, 60, 120])
RAMPMAX = np.array([100, 100, 100])
A = np.ones((NGen, NSce))
B = np.ones((NLin, NSce))
for i in numGen:
A[i, i + 1] = 0
for i in range(NLin):
B[i, NGen + i + 1] = 0
#Define problem
model = xp.problem()
#Variables
p = np.array([[xp.var(lb=0, vartype=xp.continuous) for s in numSce]
for g in numGen])
x = np.array([xp.var(vartype=xp.binary) for g in numGen])
f = np.array([[xp.var(lb=-xp.infinity, vartype=xp.continuous) for s in numSce]
for l in numLin])
theta = np.array(
[[xp.var(lb=-xp.infinity, vartype=xp.continuous) for s in numSce]
for n in numBar])
rup = np.array([xp.var(lb=0, vartype=xp.continuous) for g in numGen])
rdown = np.array([xp.var(lb=0, vartype=xp.continuous) for g in numGen])
#Objective
totalcost = xp.Sum(p[g, 0] * CV[g] + CR[g] * (rup[g] + rdown[g])
