class UnitCommitment:
def __init__(self, generators, demand):
self.generators = generators
self.demand = demand
self.period = range(1, len(self.demand) + 1)
self.model = Model(name='UnitCommitment')
self.p, self.u = {}, {}
def build_model(self, fixed=False, u_fixed=None):
for t in self.period:
for g in self.generators.index:
if fixed:
self.u[t, g] = self.model.add_var(lb=u_fixed[t, g],
ub=u_fixed[t, g])
else:
self.u[t, g] = self.model.add_var(var_type=BINARY)
self.p[t, g] = self.model.add_var()
# Max/min power
for t in self.period:
for g in self.generators.index:
self.model.add_constr(
self.p[t, g] <=
self.generators.loc[g, 'p_max'] * self.u[t, g],
name=f'pmax_constr[{t},{g}]')
self.model.add_constr(
self.p[t, g] >=
self.generators.loc[g, 'p_min'] * self.u[t, g],
name=f'pmin_constr[{t},{g}]')
# Power balance
for t in self.period:
self.model.add_constr(xsum(
self.p[t, g]
for g in self.generators.index) == self.demand.loc[t,
'demand'],
name=f'power_bal_constr[{t}]')
# Min on
for t in self.period[1:]:
for g in self.generators.index:
min_on_time = min(t + self.generators.loc[g, 'min_on'] - 1,
len(self.period))
for tau in range(t, min_on_time + 1):
self.model.add_constr(
self.u[tau, g] >= self.u[t, g] - self.u[t - 1, g],
name=f'min_on_constr[{t},{g}]')
# Min off
for t in self.period[1:]:
for g in self.generators.index:
min_off_time = min(t + self.generators.loc[g, 'min_off'] - 1,
len(self.period))
for tau in range(t, min_off_time + 1):
self.model.add_constr(
1 - self.u[tau, g] >= self.u[t - 1, g] - self.u[t, g],
name=f'min_off_constr[{t},{g}]')
# Objective function
self.model.objective = minimize(
xsum(
xsum(self.p[t, g] * self.generators.loc[g, 'c_var'] +
self.u[t, g] * self.generators.loc[g, 'c_fix']
for g in self.generators.index) for t in self.period))
def optimize(self):
self.model.optimize()
return self.u, self.p, self.model.objective.x, self.model.status.name
def get_prices(self):
u_fixed = {(t, g): self.u[t, g].x
for g in self.generators.index for t in self.period}
self.model.clear()
self.build_model(fixed=True, u_fixed=u_fixed)
self.optimize()
return [
self.model.constr_by_name(f'power_bal_constr[{t}]').pi
for t in self.period
]
def test_tsp_mipstart(solver: str):
"""tsp related tests"""
announce_test("TSP - MIPStart", solver)
N = ['a', 'b', 'c', 'd', 'e', 'f', 'g']
n = len(N)
i0 = N[0]
A = {
('a', 'd'): 56,
('d', 'a'): 67,
('a', 'b'): 49,
('b', 'a'): 50,
('d', 'b'): 39,
('b', 'd'): 37,
('c', 'f'): 35,
('f', 'c'): 35,
('g', 'b'): 35,
('b', 'g'): 25,
('a', 'c'): 80,
('c', 'a'): 99,
('e', 'f'): 20,
('f', 'e'): 20,
('g', 'e'): 38,
('e', 'g'): 49,
('g', 'f'): 37,
('f', 'g'): 32,
('b', 'e'): 21,
('e', 'b'): 30,
('a', 'g'): 47,
('g', 'a'): 68,
('d', 'c'): 37,
('c', 'd'): 52,
('d', 'e'): 15,
('e', 'd'): 20
}
# input and output arcs per node
Aout = {n: [a for a in A if a[0] == n] for n in N}
Ain = {n: [a for a in A if a[1] == n] for n in N}
m = Model(solver_name=solver)
m.verbose = 0
x = {
a: m.add_var(name='x({},{})'.format(a[0], a[1]), var_type=BINARY)
for a in A
}
m.objective = xsum(c * x[a] for a, c in A.items())
for i in N:
m += xsum(x[a] for a in Aout[i]) == 1, 'out({})'.format(i)
m += xsum(x[a] for a in Ain[i]) == 1, 'in({})'.format(i)
# continuous variable to prevent subtours: each
# city will have a different "identifier" in the planned route
y = {i: m.add_var(name='y({})'.format(i), lb=0.0) for i in N}
# subtour elimination
for (i, j) in A:
if i0 not in [i, j]:
m.add_constr(y[i] - (n + 1) * x[(i, j)] >= y[j] - n)
route = ['a', 'g', 'f', 'c', 'd', 'e', 'b', 'a']
m.start = [(x[route[i - 1], route[i]], 1.0) for i in range(1, len(route))]
m.optimize()
check_result("mip model status", m.status == OptimizationStatus.OPTIMAL)
check_result("mip model objective",
(abs(m.objective_value - 262)) <= 0.0001)
print('')
n chess queens should be placed in a n x n
chess board so that no queen can attack another,
i.e., just one queen per line, column and diagonal.
"""
from sys import stdout
from mip.model import Model, xsum
from mip.constants import MAXIMIZE, BINARY
# number of queens
n = 75
queens = Model('queens', MAXIMIZE)
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)
IN = defaultdict(set)
# an arbitrary initial point
n0 = min(i for i in N)
for a in A:
OUT[a[0]].add(a)
IN[a[1]].add(a)
print('solving TSP with {} cities'.format(len(N)))
model = Model()
# binary variables indicating if arc (i,j) is used on the route or not
x = {
a: model.add_var('x({},{})'.format(a[0], a[1]), var_type=BINARY)
for a in A.keys()
}
# continuous variable to prevent subtours: each
# city will have a different "identifier" in the planned route
y = {i: model.add_var(name='y({})') for i in N}
# objective function: minimize the distance
model.objective = minimize(xsum(A[a] * x[a] for a in A.keys()))
# constraint : enter each city coming from another city
for i in N:
model += xsum(x[a] for a in OUT[i]) == 1
# constraint : leave each city coming from another city
def cg():
"""
Simple column generation implementation for a Cutting Stock Problem
"""
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 models and auxiliary lists
master = Model()
lambdas = []
constraints = []
# creating an initial pattern (which cut one item per bar)
# to provide the restricted master problem with a feasible solution
for i in range(m):
lambdas.append(
master.add_var(obj=1, name='lambda_%d' % (len(lambdas) + 1)))
# creating constraints
for i in range(m):
constraints.append(
master.add_constr(lambdas[i] >= b[i], name='i_%d' % (i + 1)))
new_vars = True
while new_vars:
##########
# STEP 1: solving restricted master problem
##########
master.optimize()
# printing dual values
print_solution(master)
print('pi = ', end='')
print([constraints[i].pi for i in range(m)])
print('')
##########
# STEP 2: updating pricing objective with dual values from master
##########
a, pricing = get_pricing(m, w, L)
pricing.objective = 1
for i in range(m):
a[i].obj = -constraints[i].pi
# solving pricing problem
pricing.optimize()
# printing pricing solution
z_val = pricing.objective_value
print('Pricing:')
print(' z = {z_val}'.format(**locals()))
print(' a = ', end='')
print([v.x for v in pricing.vars])
print('')
##########
# STEP 3: adding the new columns
##########
# checking if columns with negative reduced cost were produced and
# adding them into the restricted master problem
if 1 + pricing.objective_value < -EPS:
coeffs = [a[i].x for i in range(m)]
column = Column(constraints, coeffs)
lambdas.append(
master.add_var(obj=1,
column=column,
name='lambda_%d' % (len(lambdas) + 1)))
print('new pattern = {coeffs}'.format(**locals()))
# if no column with negative reduced cost was produced, then linear
# relaxation of the restricted master problem is solved
else:
new_vars = False
pricing.write('pricing.lp')
print_solution(master)
p = [0, 3, 2, 5, 4, 2, 3, 4, 2, 4, 6, 0]
u = [[0, 0], [5, 1], [0, 4], [1, 4], [1, 3], [3, 2], [3, 1], [2, 4], [4, 0],
[5, 2], [2, 5], [0, 0]]
c = [6, 8]
S = [[0, 1], [0, 2], [0, 3], [1, 4], [1, 5], [2, 9], [2, 10], [3, 8], [4, 6],
[4, 7], [5, 9], [5, 10], [6, 8], [6, 9], [7, 8], [8, 11], [9, 11],
[10, 11]]
(R, J, T) = (range(len(c)), range(len(p)), range(sum(p)))
model = Model()
x = [[model.add_var(name='x({},{})'.format(j, t), var_type=BINARY) for t in T]
for j in J]
model.objective = xsum(x[len(J) - 1][t] * t for t in T)
for j in J:
model += xsum(x[j][t] for t in T) == 1
for (r, t) in product(R, T):
model += xsum(u[j][r] * x[j][t2] for j in J
for t2 in range(max(0, t - p[j] + 1), t + 1)) <= c[r]
for (j, s) in S:
model += xsum(t * x[s][t] - t * x[j][t] for t in T) >= p[j]
model.optimize()
"""
from itertools import product
import bmcp_data
import bmcp_greedy
from mip.model import Model, xsum, minimize
from mip.constants import MINIMIZE, BINARY
data = bmcp_data.read('P1.col')
N, r, d = data.N, data.r, data.d
S = bmcp_greedy.build(data)
C, U = S.C, [i for i in range(S.u_max + 1)]
m = Model(sense=MINIMIZE)
x = [[m.add_var('x({},{})'.format(i, c), var_type=BINARY) for c in U]
for i in N]
z = m.add_var('z')
m.objective = minimize(z)
for i in N:
m += xsum(x[i][c] for c in U) == r[i]
for i, j, c1, c2 in product(N, N, U, U):
if i != j and c1 <= c2 < c1 + d[i][j]:
m += x[i][c1] + x[j][c2] <= 1
for i, c1, c2 in product(N, U, U):
if c1 < c2 < c1 + d[i][i]:
m += x[i][c1] + x[i][c2] <= 1
if len(cp.cuts) > 256:
for cut in cp.cuts:
model.add_cut(cut)
return
for cut in cp.cuts:
model.add_cut(cut)
return
inst = TSPData(argv[1])
n, d = inst.n, inst.d
model = Model()
x = [[
model.add_var(name='x({},{})'.format(i, j), var_type=BINARY)
for j in range(n)
] for i in range(n)]
y = [model.add_var(name='y({})'.format(i), lb=0.0, ub=n) for i in range(n)]
model.objective = xsum(d[i][j] * x[i][j] for j in range(n) for i in range(n))
for i in range(n):
model += xsum(x[j][i] for j in range(n) if j != i) == 1
model += xsum(x[i][j] for j in range(n) if j != i) == 1
for (i, j) in [(i, j) for (i, j) in product(range(1, n), range(1, n))
if i != j]:
model += y[i] - (n + 1) * x[i][j] >= y[j] - n
F = []
for i in range(n):
