def separate(self, xSol):
sub_insts = self.instance
for instance in sub_insts:
for i in instance.sI:
instance.x[i] = max(xSol[i - 1], 0)
solve_all_instances(self.solver_manager, 'cplex', sub_insts)
subObj = 0
cutRhs = 0
cutLhs = 0
q_x = 0
s_x_e1 = int(sum(xSol[i]
for i in range(len(xSol)))) #abs(s), integer L-shaped
for s, inst in enumerate(sub_insts, 0):
subObj += round(inst.oSub(), 4)
q_x += 1.0 / self.numScen * inst.oSub()
#get right-hand-side
tmp = -(q_x - self.L) * (s_x_e1 - 1) + self.L
cutRhs = tmp
#get index and coefficient of x
thecoefs = []
for i in range(len(xSol)):
tmp = q_x - self.L
if xSol[i] == 1.0:
thecoefs.append(-tmp) #negative is because of LHS
else:
thecoefs.append(tmp)
theind = self.mstX[:]
#get index and coefficient of sita
theind.append(self.mstSita)
thecoefs.append(1.0)
cutLhs = cplex.SparsePair(ind=theind, val=thecoefs)
self.cutLhs = cutLhs
self.cutRhs = cutRhs
self.subObj = subObj
filename="sub2.dat"))
# initialize the solver manager.
solver_manager = SolverManagerFactory("serial")
# miscellaneous initialization.
mstr_inst.Min_Stage2_cost = float("-Inf")
gap = float("Inf")
max_iterations = 50
# main benders loop.
for i in range(1, max_iterations + 1):
print("\nIteration=%d" % (i))
#solve the subproblem
solve_all_instances(solver_manager, 'cplex', sub_insts)
for instance in sub_insts:
print("cost for scenario="+instance.name+" is"+\
str(round(instance.oSub(),4)))
print("")
mstr_inst.CUTS.add(i)
for s, inst in enumerate(sub_insts, 1):
for t in mstr_inst.MAT:
mstr_inst.dMatPro[t,s,i] = \
inst.dual[inst.cMatPro[t]]
for p in mstr_inst.sPRO:
mstr_inst.dMaxPro[p,s,i] = \
inst.dual[inst.cMaxPro[p]]
#add master cut
cut = sum((mstr_inst.prob[s] *\
def separate(self, xSol):
sub_insts = self.instance
for instance in sub_insts:
for i in instance.sI:
instance.x[i] = max(xSol[i - 1], 0)
solve_all_instances(self.solver_manager, 'cplex', sub_insts)
subObj = 0
cutRhs = 0
cutLhs = 0
thecoefs = [0] * len(xSol)
for s, inst in enumerate(sub_insts, 1):
subObj += round(inst.oSub(), 4)
#print("obj. value for scenario "+str(s)+ " = "+inst.name+" is "+\
# str(subObj[s-1])+"("+str(1.0/self.numScen*subObj[s-1])+")")
cut = 0
#constraint g
for i in inst.scg:
cut += inst.dual[inst.cSg[i]]
#constraint p
for i in inst.sI:
for t in inst.sT:
cut += inst.dual[inst.cSp[i, t]] * (-1)
#constraint q,r,s,t
for i in inst.sI:
for t in inst.sT:
for r in inst.sR:
cut += inst.dual[inst.cSq[i, t, r]]
cut += inst.dual[inst.cSr[i, t, r]]
cut += inst.dual[inst.cSs[i, t, r]]
cut += inst.dual[inst.cSt[i, t, r]]
#constraint s1
for i in inst.sI:
for r in inst.sR_0:
cut += 2 * inst.dual[inst.cSs1[i, r]]
#constraint u
for t in inst.sT_0:
cut += inst.dual[inst.cSu[t]]
#constraint v
for i in inst.sI:
for t in inst.sT_ex:
for r in inst.sR:
cut += inst.dual[inst.cSv[i, t, r]]
cut = 1.0 / self.numScen * cut
#print ("added cut")
#print (cut)
cutRhs += cut
#constraint i
for i in inst.sI:
#print ("+%f*x[%d]" %(1.0/self.numScen*inst.dual[inst.cSi[i]],i)),
thecoefs[i - 1] = 1.0 / self.numScen * inst.dual[inst.cSi[i]]
theind = self.mstX[:]
theind.append(self.mstSita)
thecoefs.append(1.0)
cutLhs = cplex.SparsePair(ind=theind, val=thecoefs)
self.cutLhs = cutLhs
self.cutRhs = cutRhs
self.subObj = subObj
#input: it is used for a seed control purpose, or run instances with different sets of lifetimes.
for iter in range(max_iteration):
print("================")
print("iter=" + str(iter))
W = 1
#input: number of scenarios.
create_files(iter, W)
# initialize the instances.
ef_mdl = import_file("ef.py").model
ef_insts = []
ef_insts.append(
ef_mdl.create_instance(name="ef_instance", filename="ef.dat"))
solver_manager = SolverManagerFactory("serial")
solve_all_instances(solver_manager, 'cplex', ef_insts)
#print ("solving time = ",str(end_time1-start_time1))
"""
for i in ef_insts[0].sI:
for t in ef_insts[0].sT:
print ("")
for r in ef_insts[0].sR:
print ("(%d,%d,%d)=(%d,%d)" %(i,t,r,ef_insts[0].u[i,t,r,1](),ef_insts[0].v[i,t,r,1]())),
"""
#for i in ef_insts[0].sI:
# for w in ef_insts[0].Scen:
# tmp = [];
# for r in ef_insts[0].sR:
# tmp.append(ef_insts[0].pLT[i,r,w]);
# print (tmp)