void ReadParameter(OleDbConnection connect, GAMSDatabase db, string strAccessSelect, string parName, int parDim, string parExp = "")
{
try
{
OleDbCommand cmd = new OleDbCommand(strAccessSelect, connect);
connect.Open();
OleDbDataReader reader = cmd.ExecuteReader();
if (reader.FieldCount != parDim + 1)
{
lsLog.Add("Number of fields in select statement does not match parDim+1");
}
GAMSParameter a = db.AddParameter(parName, parDim, parExp);
string[] keys = new string[parDim];
while (reader.Read())
{
for (int idx = 0; idx < parDim; idx++)
{
keys[idx] = reader.GetString(idx);
}
a.AddRecord(keys).Value = Convert.ToDouble(reader.GetValue(parDim));
}
}
catch (Exception ex)
{
lsLog.Add("Error: Failed to retrieve the required data from the database. " + ex.Message);
}
finally
{
connect.Close();
}
}
private void GetPreviewColumnsData(out string[,] returnTable, GAMSParameter parameter, int NumberOfRows = int.MaxValue)
{
int CommentAsNewColumn = 0;
if (!string.IsNullOrEmpty(parameter.Text) && parameter.Dim == 0)
{
CommentAsNewColumn++;
}
returnTable = new string[Math.Min(parameter.NumberRecords, NumberOfRows), parameter.Dim + 2 + CommentAsNewColumn];
int j;
int i = 0;
foreach (GAMSParameterRecord parameterRecord in parameter)
{
j = 0;
foreach (var key in parameterRecord.Keys)
{
returnTable[i, j++] = key;
}
returnTable[i, j++] = NumericValueToStr(parameterRecord.Value, true, false); // Value
returnTable[i, j++] = NumericValueToStr(parameterRecord.Value, false, true); // Special value
if (!string.IsNullOrEmpty(parameter.Text) && parameter.Dim == 0)
{
returnTable[i, j++] = parameter.Text;
}
i++;
if (i >= NumberOfRows)
{
break;
}
}
}
/// <summary>
/// Runs the specified list data.
/// </summary>
/// <param name="listData">The list data.</param>
/// <returns>List<System.String>[].</returns>
public List <string>[] Run(List <string>[] listData)
{
int sheetNumber = 4;
string[] setsTemplate = new string[2] {
"i", "j"
};
string[] setsName = new string[2] {
"所有维修员元素点", "所有任务元素点"
};
string[] parametersTemplate = new string[4] {
"PL", "TL", "Tij", "Tjj"
};
string[] parametersName = new string[4] {
"PLi", "TLj", "Tij", "Tjj"
};
GAMSWorkspace ws;
//if (Environment.GetCommandLineArgs().Length > 1)
// ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
//else
ws = new GAMSWorkspace(workspacePath, null, DebugLevel.Off);
GAMSDatabase db = ws.AddDatabase();
GAMSSet[] gSet = new GAMSSet[sheetNumber];
GAMSParameter[] gPar = new GAMSParameter[sheetNumber];
for (int i = 0; i < 2; i++) //前两个表设置
{
gSet[i] = db.AddSet(setsTemplate[i], 1, setsName[i]);
gPar[i] = db.AddParameter(parametersTemplate[i], 1, parametersName[i]);
for (int j = 0; j < listData[2 * i].Count; j++)
{
gSet[i].AddRecord(listData[2 * i][j]);
gPar[i].AddRecord(listData[2 * i][j]).Value = Convert.ToDouble(listData[2 * i + 1][j]);
}
}
for (int i = 2; i < 4; i++)
{
gPar[i] = db.AddParameter(parametersTemplate[i], 2, parametersName[i]);
for (int j = 0; j < listData[3 * i - 2].Count; j++)
{
gPar[i].AddRecord(listData[3 * i - 2][j], listData[3 * i - 1][j]).Value = Convert.ToDouble(listData[3 * i][j]);
}
}
GAMSJob t = ws.AddJobFromString(GetModelText());
using (GAMSOptions opt = ws.AddOptions())
{
opt.Defines.Add("gdxincname", db.Name);
opt.AllModelTypes = "xpress";
t.Run(opt, db);
}
List <string>[] resultData = GetResultData(t);
return(resultData);
}
private Arc[] GetArcs(GAMSDatabase gdxFile, Node[] nodes)
{
Random rand = new Random(); //for debug run
GAMSParameter par = gdxFile.GetParameter(_str.FzMatrix);
Arc[] arcs = new Arc[par.NumberRecords];
int c = 0;
var nLookup = nodes.ToDictionary(n => n.Label);
foreach (GAMSParameterRecord rec in par)
{
var n1 = nLookup[rec.Keys[0]];
var n2 = nLookup[rec.Keys[1]];
var v = rec.Value;
//debug run with random dual
Arc a = new Arc(c, n1, n2, v, v - rand.Next(0, 100), new double[] { v });
arcs[c] = a;
c++;
}
return(arcs);
}
private static void ScenSolve(GAMSWorkspace ws, GAMSCheckpoint cp, Queue <double> bmultQueue, Object queueMutex, Object ioMutex)
{
GAMSModelInstance mi = cp.AddModelInstance();
GAMSParameter bmult = mi.SyncDB.AddParameter("bmult", 0, "demand multiplier");
GAMSOptions opt = ws.AddOptions();
opt.AllModelTypes = "cplexd";
// instantiate the GAMSModelInstance and pass a model definition and GAMSModifier to declare bmult mutable
mi.Instantiate("transport us lp min z", opt, new GAMSModifier(bmult));
bmult.AddRecord().Value = 1.0;
while (true)
{
double b;
// dynamically get a bmult value from the queue instead of passing it to the different threads at creation time
lock (queueMutex)
{
if (0 == bmultQueue.Count)
{
return;
}
b = bmultQueue.Dequeue();
}
bmult.FirstRecord().Value = b;
mi.Solve();
// we need to make the ouput a critical section to avoid messed up report informations
lock (ioMutex)
{
Console.WriteLine("Scenario bmult=" + b + ":");
Console.WriteLine(" Modelstatus: " + mi.ModelStatus);
Console.WriteLine(" Solvestatus: " + mi.SolveStatus);
Console.WriteLine(" Obj: " + mi.SyncDB.GetVariable("z").FindRecord().Level);
}
}
}
static void Main(string[] args)
{
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace();
}
GAMSJob data = ws.AddJobFromString(GetDataText());
GAMSOptions optData = ws.AddOptions();
optData.Defines.Add("useBig", "1");
optData.Defines.Add("nrScen", "100");
data.Run(optData);
optData.Dispose();
GAMSParameter scenarioData = data.OutDB.GetParameter("ScenarioData");
GAMSOptions opt = ws.AddOptions();
opt.Defines.Add("datain", data.OutDB.Name);
int maxiter = 40;
opt.Defines.Add("maxiter", maxiter.ToString());
opt.AllModelTypes = "cplexd";
GAMSCheckpoint cpMaster = ws.AddCheckpoint();
GAMSCheckpoint cpSub = ws.AddCheckpoint();
ws.AddJobFromString(GetMasterText()).Run(opt, cpMaster, data.OutDB);
GAMSModelInstance masteri = cpMaster.AddModelInstance();
GAMSParameter cutconst = masteri.SyncDB.AddParameter("cutconst", 1, "Benders optimality cut constant");
GAMSParameter cutcoeff = masteri.SyncDB.AddParameter("cutcoeff", 2, "Benders optimality coefficients");
GAMSVariable theta = masteri.SyncDB.AddVariable("theta", 0, VarType.Free, "Future profit function variable");
GAMSParameter thetaFix = masteri.SyncDB.AddParameter("thetaFix", 0, "");
masteri.Instantiate("masterproblem max zmaster using lp", opt, new GAMSModifier(cutconst), new GAMSModifier(cutcoeff), new GAMSModifier(theta, UpdateAction.Fixed, thetaFix));
ws.AddJobFromString(GetSubText()).Run(opt, cpSub, data.OutDB);
GAMSModelInstance subi = cpSub.AddModelInstance();
GAMSParameter received = subi.SyncDB.AddParameter("received", 1, "units received from master");
GAMSParameter demand = subi.SyncDB.AddParameter("demand", 1, "stochastic demand");
subi.Instantiate("subproblem max zsub using lp", opt, new GAMSModifier(received), new GAMSModifier(demand));
opt.Dispose();
double lowerbound = double.NegativeInfinity, upperbound = double.PositiveInfinity, objmaster = double.PositiveInfinity;
int iter = 1;
do
{
Console.WriteLine("Iteration: " + iter);
// Solve master
if (1 == iter) // fix theta for first iteration
{
thetaFix.AddRecord().Value = 0;
}
else
{
thetaFix.Clear();
}
masteri.Solve(GAMSModelInstance.SymbolUpdateType.BaseCase);
Console.WriteLine(" Master " + masteri.ModelStatus + " : obj=" + masteri.SyncDB.GetVariable("zmaster").FirstRecord().Level);
if (1 < iter)
{
upperbound = masteri.SyncDB.GetVariable("zmaster").FirstRecord().Level;
}
objmaster = masteri.SyncDB.GetVariable("zmaster").FirstRecord().Level - theta.FirstRecord().Level;
// Set received from master
received.Clear();
foreach (GAMSVariableRecord r in masteri.SyncDB.GetVariable("received"))
{
received.AddRecord(r.Keys).Value = r.Level;
cutcoeff.AddRecord(iter.ToString(), r.Keys[0]);
}
cutconst.AddRecord(iter.ToString());
double objsub = 0.0;
foreach (GAMSSetRecord s in data.OutDB.GetSet("s"))
{
demand.Clear();
foreach (GAMSSetRecord j in data.OutDB.GetSet("j"))
{
demand.AddRecord(j.Keys).Value = scenarioData.FindRecord(s.Keys[0], j.Keys[0]).Value;
}
subi.Solve(GAMSModelInstance.SymbolUpdateType.BaseCase);
Console.WriteLine(" Sub " + subi.ModelStatus + " : obj=" + subi.SyncDB.GetVariable("zsub").FirstRecord().Level);
double probability = scenarioData.FindRecord(s.Keys[0], "prob").Value;
objsub += probability * subi.SyncDB.GetVariable("zsub").FirstRecord().Level;
foreach (GAMSSetRecord j in data.OutDB.GetSet("j"))
{
cutconst.FindRecord(iter.ToString()).Value += probability * subi.SyncDB.GetEquation("market").FindRecord(j.Keys).Marginal *demand.FindRecord(j.Keys).Value;
cutcoeff.FindRecord(iter.ToString(), j.Keys[0]).Value += probability * subi.SyncDB.GetEquation("selling").FindRecord(j.Keys).Marginal;
}
}
lowerbound = Math.Max(lowerbound, objmaster + objsub);
iter++;
if (iter == maxiter + 1)
{
throw new Exception("Benders out of iterations");
}
Console.WriteLine(" lowerbound: " + lowerbound + " upperbound: " + upperbound + " objmaster: " + objmaster);
} while ((upperbound - lowerbound) >= 0.001 * (1 + Math.Abs(upperbound)));
masteri.Dispose();
subi.Dispose();
}
static void Main(string[] args)
{
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace();
}
GAMSCheckpoint cp = ws.AddCheckpoint();
// initialize a GAMSCheckpoint by running a GAMSJob
GAMSJob t12 = ws.AddJobFromString(GetModelText());
t12.Run(cp);
// create a GAMSModelInstance and solve it multiple times with different scalar bmult
GAMSModelInstance mi = cp.AddModelInstance();
double[] bmultlist = new double[] { 0.6, 0.7, 0.8, 0.9, 1.0, 1.1, 1.2, 1.3 };
GAMSDatabase db = ws.AddDatabase();
GAMSSet scen = db.AddSet("scen", 1, "");
GAMSParameter bmult = db.AddParameter("bmultlist", 1, "");
GAMSParameter zscen = db.AddParameter("zscen", 1, "");
int i = 0;
foreach (double b in bmultlist)
{
bmult.AddRecord("s" + i).Value = b;
scen.AddRecord("s" + i++);
}
GAMSSet dict = db.AddSet("dict", 3, "");
dict.AddRecord(scen.Name, "scenario", "");
dict.AddRecord("bmult", "param", bmult.Name);
dict.AddRecord("z", "level", zscen.Name);
GUSSCall(dict, mi, "transport us lp min z");
foreach (GAMSParameterRecord rec in db.GetParameter(zscen.Name))
{
Console.WriteLine(rec.Keys[0] + " obj: " + rec.Value);
}
//*******************
GAMSModelInstance mi2 = cp.AddModelInstance();
GAMSDatabase db2 = ws.AddDatabase();
GAMSSet scen2 = db2.AddSet("scen", 1, "");
GAMSParameter zscen2 = db2.AddParameter("zscen", 1, "");
GAMSParameter xup = db2.AddParameter("xup", 3, "");
for (int j = 0; j < 4; j++)
{
foreach (GAMSSetRecord irec in t12.OutDB.GetSet("i"))
{
foreach (GAMSSetRecord jrec in t12.OutDB.GetSet("j"))
{
xup.AddRecord("s" + j, irec.Keys[0], jrec.Keys[0]).Value = j + 1;
}
}
scen2.AddRecord("s" + j);
}
GAMSSet dict2 = db2.AddSet("dict", 3, "");
dict2.AddRecord(scen2.Name, "scenario", "");
dict2.AddRecord("x", "lower", xup.Name);
dict2.AddRecord("z", "level", zscen2.Name);
GUSSCall(dict2, mi2, "transport us lp min z", output: Console.Out);
foreach (GAMSParameterRecord rec in db2.GetParameter(zscen2.Name))
{
Console.WriteLine(rec.Keys[0] + " obj: " + rec.Value);
}
}
// Needs to be called with an uninstantiated GAMSModelInstance
static void GUSSCall(GAMSSet dict, GAMSModelInstance mi, string solveStatement, GAMSOptions opt = null, GAMSModelInstanceOpt miOpt = null, TextWriter output = null)
{
List <Tuple <GAMSModifier, GAMSParameter> > modifierList = new List <Tuple <GAMSModifier, GAMSParameter> >();
if (dict.Dim != 3)
{
throw new GAMSException("Dict needs to be 3-dimensional");
}
string scenName = dict.FirstRecord(new string[] { " ", "scenario", " " }).Keys[0];
GAMSSet scenSymbol = dict.GAMSDatabase.GetSet(scenName);
foreach (GAMSSetRecord rec in dict)
{
if (rec.Keys[1].ToLower() == "scenario")
{
continue;
}
if (rec.Keys[1].ToLower() == "param")
{
int modifierDim = dict.GAMSDatabase.GetParameter(rec.Keys[2]).Dim - scenSymbol.Dim;
if (modifierDim < 0)
{
throw new GAMSException("Dimension of " + rec.Keys[2] + " too small");
}
modifierList.Add(new Tuple <GAMSModifier, GAMSParameter>
(new GAMSModifier(mi.SyncDB.AddParameter(rec.Keys[0], modifierDim, "")),
dict.GAMSDatabase.GetParameter(rec.Keys[2])));
}
else if ((rec.Keys[1].ToLower() == "lower") || (rec.Keys[1].ToLower() == "upper") || (rec.Keys[1].ToLower() == "fixed"))
{
int modifierDim = dict.GAMSDatabase.GetParameter(rec.Keys[2]).Dim - scenSymbol.Dim;
if (modifierDim < 0)
{
throw new GAMSException("Dimension of " + rec.Keys[2] + " too small");
}
GAMSVariable modifierVar;
try
{
modifierVar = dict.GAMSDatabase.GetVariable(rec.Keys[0]);
}
catch (Exception)
{
modifierVar = mi.SyncDB.AddVariable(rec.Keys[0], modifierDim, VarType.Free, "");
}
if (rec.Keys[1].ToLower() == "lower")
{
modifierList.Add(new Tuple <GAMSModifier, GAMSParameter>
(new GAMSModifier(modifierVar, UpdateAction.Lower, mi.SyncDB.AddParameter(rec.Keys[2], modifierDim, "")),
dict.GAMSDatabase.GetParameter(rec.Keys[2])));
}
else if (rec.Keys[1].ToLower() == "upper")
{
modifierList.Add(new Tuple <GAMSModifier, GAMSParameter>
(new GAMSModifier(modifierVar, UpdateAction.Upper, mi.SyncDB.AddParameter(rec.Keys[2], modifierDim, "")),
dict.GAMSDatabase.GetParameter(rec.Keys[2])));
}
else // fixed
{
modifierList.Add(new Tuple <GAMSModifier, GAMSParameter>
(new GAMSModifier(modifierVar, UpdateAction.Fixed, mi.SyncDB.AddParameter(rec.Keys[2], modifierDim, "")),
dict.GAMSDatabase.GetParameter(rec.Keys[2])));
}
}
else if ((rec.Keys[1].ToLower() == "level") || (rec.Keys[1].ToLower() == "marginal"))
{
// Check that parameter exists in GAMSDatabase, will throw an exception if not
GAMSParameter x = dict.GAMSDatabase.GetParameter(rec.Keys[2]);
}
else
{
throw new GAMSException("Cannot handle UpdateAction " + rec.Keys[1]);
}
}
List <GAMSModifier> mL = new List <GAMSModifier>();
foreach (Tuple <GAMSModifier, GAMSParameter> tup in modifierList)
{
mL.Add(tup.Item1);
}
mi.Instantiate(solveStatement, opt, mL.ToArray());
List <Tuple <GAMSSymbol, GAMSParameter, string> > outList = new List <Tuple <GAMSSymbol, GAMSParameter, string> >();
foreach (GAMSSetRecord s in scenSymbol)
{
foreach (Tuple <GAMSModifier, GAMSParameter> tup in modifierList)
{
GAMSParameter p;
GAMSParameter pscen = tup.Item2;
if (tup.Item1.DataSym == null)
{
p = (GAMSParameter)tup.Item1.GamsSym;
}
else
{
p = tup.Item1.DataSym;
}
// Implemented SymbolUpdateType=BaseCase
p.Clear();
GAMSParameterRecord rec;
string[] filter = new string[pscen.Dim];
for (int i = 0; i < scenSymbol.Dim; i++)
{
filter[i] = s.Keys[i];
}
for (int i = scenSymbol.Dim; i < pscen.Dim; i++)
{
filter[i] = " ";
}
try
{
rec = pscen.FirstRecord(filter);
}
catch (GAMSException)
{
continue;
}
do
{
string[] myKeys = new string[p.Dim];
for (int i = 0; i < p.Dim; i++)
{
myKeys[i] = rec.Keys[scenSymbol.Dim + i];
}
p.AddRecord(myKeys).Value = rec.Value;
} while (rec.MoveNext());
}
mi.Solve(GAMSModelInstance.SymbolUpdateType.BaseCase, output, miOpt);
if (outList.Count == 0)
{
foreach (GAMSSetRecord rec in dict)
{
if ((rec.Keys[1].ToLower() == "level") || (rec.Keys[1].ToLower() == "marginal"))
{
outList.Add(new Tuple <GAMSSymbol, GAMSParameter, string>(mi.SyncDB.GetSymbol(rec.Keys[0]), dict.GAMSDatabase.GetParameter(rec.Keys[2]), rec.Keys[1].ToLower()));
}
}
}
foreach (Tuple <GAMSSymbol, GAMSParameter, string> tup in outList)
{
string[] myKeys = new string[scenSymbol.Dim + tup.Item1.FirstRecord().Keys.Length];
for (int i = 0; i < scenSymbol.Dim; i++)
{
myKeys[i] = s.Keys[i];
}
if ((tup.Item3 == "level") && (tup.Item1 is GAMSVariable))
{
foreach (GAMSVariableRecord rec in tup.Item1)
{
for (int i = 0; i < rec.Keys.Length; i++)
{
myKeys[scenSymbol.Dim + i] = s.Keys[i];
}
tup.Item2.AddRecord(myKeys).Value = rec.Level;
}
}
else if ((tup.Item3 == "level") && (tup.Item1 is GAMSEquation))
{
foreach (GAMSEquationRecord rec in tup.Item1)
{
for (int i = 0; i < rec.Keys.Length; i++)
{
myKeys[scenSymbol.Dim + i] = s.Keys[i];
}
tup.Item2.AddRecord(myKeys).Value = rec.Level;
}
}
else if ((tup.Item3 == "marginal") && (tup.Item1 is GAMSVariable))
{
foreach (GAMSVariableRecord rec in tup.Item1)
{
for (int i = 0; i < rec.Keys.Length; i++)
{
myKeys[scenSymbol.Dim + i] = s.Keys[i];
}
tup.Item2.AddRecord(myKeys).Value = rec.Marginal;
}
}
else if ((tup.Item3 == "marginal") && (tup.Item1 is GAMSEquation))
{
foreach (GAMSEquationRecord rec in tup.Item1)
{
for (int i = 0; i < rec.Keys.Length; i++)
{
myKeys[scenSymbol.Dim + i] = s.Keys[i];
}
tup.Item2.AddRecord(myKeys).Value = rec.Marginal;
}
}
}
}
}
static void Main(string[] args)
{
// Reading input data from workbook
var excelApp = new Excel.Application();
Excel.Workbook wb = excelApp.Workbooks.Open(Directory.GetCurrentDirectory() + @"\..\..\..\..\Data\transport.xls");
Excel.Range range;
Excel.Worksheet capacity = (Excel.Worksheet)wb.Worksheets.get_Item("capacity");
range = capacity.UsedRange;
Array capacityData = (Array)range.Cells.Value;
int iCount = capacity.UsedRange.Columns.Count;
Excel.Worksheet demand = (Excel.Worksheet)wb.Worksheets.get_Item("demand");
range = demand.UsedRange;
Array demandData = (Array)range.Cells.Value;
int jCount = range.Columns.Count;
Excel.Worksheet distance = (Excel.Worksheet)wb.Worksheets.get_Item("distance");
range = distance.UsedRange;
Array distanceData = (Array)range.Cells.Value;
// number of markets/plants have to be the same in all spreadsheets
Debug.Assert((range.Columns.Count - 1) == jCount && (range.Rows.Count - 1) == iCount,
"Size of the spreadsheets doesn't match");
wb.Close();
// Creating the GAMSDatabase and fill with the workbook data
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace();
}
GAMSDatabase db = ws.AddDatabase();
GAMSSet i = db.AddSet("i", 1, "Plants");
GAMSSet j = db.AddSet("j", 1, "Markets");
GAMSParameter capacityParam = db.AddParameter("a", 1, "Capacity");
GAMSParameter demandParam = db.AddParameter("b", 1, "Demand");
GAMSParameter distanceParam = db.AddParameter("d", 2, "Distance");
for (int ic = 1; ic <= iCount; ic++)
{
i.AddRecord((string)capacityData.GetValue(1, ic));
capacityParam.AddRecord((string)capacityData.GetValue(1, ic)).Value = (double)capacityData.GetValue(2, ic);
}
for (int jc = 1; jc <= jCount; jc++)
{
j.AddRecord((string)demandData.GetValue(1, jc));
demandParam.AddRecord((string)demandData.GetValue(1, jc)).Value = (double)demandData.GetValue(2, jc);
for (int ic = 1; ic <= iCount; ic++)
{
distanceParam.AddRecord((string)distanceData.GetValue(ic + 1, 1), (string)distanceData.GetValue(1, jc + 1)).Value = (double)distanceData.GetValue(ic + 1, jc + 1);
}
}
// Create and run the GAMSJob
using (GAMSOptions opt = ws.AddOptions())
{
GAMSJob t10 = ws.AddJobFromString(GetModelText());
opt.Defines.Add("gdxincname", db.Name);
opt.AllModelTypes = "xpress";
t10.Run(opt, db);
foreach (GAMSVariableRecord rec in t10.OutDB.GetVariable("x"))
{
Console.WriteLine("x(" + rec.Keys[0] + "," + rec.Keys[1] + "): level=" + rec.Level + " marginal=" + rec.Marginal);
}
}
}
static void Main(string[] args)
{
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace();
}
GAMSJob data = ws.AddJobFromString(GetDataText());
GAMSOptions optData = ws.AddOptions();
optData.Defines.Add("useBig", "1");
optData.Defines.Add("nrScen", "100");
data.Run(optData);
optData.Dispose();
GAMSParameter scenarioData = data.OutDB.GetParameter("ScenarioData");
GAMSOptions opt = ws.AddOptions();
opt.Defines.Add("datain", data.OutDB.Name);
int maxiter = 40;
opt.Defines.Add("maxiter", maxiter.ToString());
opt.AllModelTypes = "cplexd";
GAMSCheckpoint cpMaster = ws.AddCheckpoint();
GAMSCheckpoint cpSub = ws.AddCheckpoint();
ws.AddJobFromString(GetMasterText()).Run(opt, cpMaster, data.OutDB);
GAMSModelInstance masteri = cpMaster.AddModelInstance();
GAMSParameter cutconst = masteri.SyncDB.AddParameter("cutconst", 1, "Benders optimality cut constant");
GAMSParameter cutcoeff = masteri.SyncDB.AddParameter("cutcoeff", 2, "Benders optimality coefficients");
GAMSVariable theta = masteri.SyncDB.AddVariable("theta", 0, VarType.Free, "Future profit function variable");
GAMSParameter thetaFix = masteri.SyncDB.AddParameter("thetaFix", 0, "");
masteri.Instantiate("masterproblem max zmaster using lp", opt, new GAMSModifier(cutconst), new GAMSModifier(cutcoeff), new GAMSModifier(theta, UpdateAction.Fixed, thetaFix));
ws.AddJobFromString(GetSubText()).Run(opt, cpSub, data.OutDB);
int numThreads = 2;
GAMSModelInstance[] subi = new GAMSModelInstance[numThreads];
Queue <Tuple <string, double, Dictionary <string, double> > > demQueue = new Queue <Tuple <string, double, Dictionary <string, double> > >();
for (int i = 0; i < numThreads; i++)
{
subi[i] = cpSub.AddModelInstance();
GAMSParameter received = subi[i].SyncDB.AddParameter("received", 1, "units received from first stage solution");
GAMSParameter demand = subi[i].SyncDB.AddParameter("demand", 1, "stochastic demand");
subi[i].Instantiate("subproblem max zsub using lp", opt, new GAMSModifier(received), new GAMSModifier(demand));
}
opt.Dispose();
double lowerbound = double.NegativeInfinity, upperbound = double.PositiveInfinity, objmaster = double.PositiveInfinity;
int iter = 1;
do
{
Console.WriteLine("Iteration: " + iter);
// Solve master
if (1 == iter) // fix theta for first iteration
{
thetaFix.AddRecord().Value = 0;
}
else
{
thetaFix.Clear();
}
masteri.Solve(GAMSModelInstance.SymbolUpdateType.BaseCase);
Console.WriteLine(" Master " + masteri.ModelStatus + " : obj=" + masteri.SyncDB.GetVariable("zmaster").FirstRecord().Level);
if (1 < iter)
{
upperbound = masteri.SyncDB.GetVariable("zmaster").FirstRecord().Level;
}
objmaster = masteri.SyncDB.GetVariable("zmaster").FirstRecord().Level - theta.FirstRecord().Level;
foreach (GAMSSetRecord s in data.OutDB.GetSet("s"))
{
Dictionary <string, double> demDict = new Dictionary <string, double>();
foreach (GAMSSetRecord j in data.OutDB.GetSet("j"))
{
demDict[j.Keys[0]] = scenarioData.FindRecord(s.Keys[0], j.Keys[0]).Value;
}
demQueue.Enqueue(new Tuple <string, double, Dictionary <string, double> >(s.Keys[0], scenarioData.FindRecord(s.Keys[0], "prob").Value, demDict));
}
for (int i = 0; i < numThreads; i++)
{
subi[i].SyncDB.GetParameter("received").Clear();
}
foreach (GAMSVariableRecord r in masteri.SyncDB.GetVariable("received"))
{
cutcoeff.AddRecord(iter.ToString(), r.Keys[0]);
for (int i = 0; i < numThreads; i++)
{
subi[i].SyncDB.GetParameter("received").AddRecord(r.Keys).Value = r.Level;
}
}
cutconst.AddRecord(iter.ToString());
double objsubsum = 0.0;
// solve multiple model instances in parallel
Object queueMutex = new Object();
Object ioMutex = new Object();
double[] objsub = new double[numThreads];
Dictionary <string, double>[] coef = new Dictionary <string, double> [numThreads];
double[] cons = new double[numThreads];
for (int i = 0; i < numThreads; i++)
{
coef[i] = new Dictionary <string, double>();
foreach (GAMSSetRecord j in data.OutDB.GetSet("j"))
{
coef[i].Add(j.Keys[0], 0.0);
}
}
Parallel.For(0, numThreads, delegate(int i) { ScenSolve(subi[i], ref cons[i], ref coef[i], demQueue, ref objsub[i], queueMutex, ioMutex); });
for (int i = 0; i < numThreads; i++)
{
objsubsum += objsub[i];
cutconst.FindRecord(iter.ToString()).Value += cons[i];
foreach (GAMSSetRecord j in data.OutDB.GetSet("j"))
{
cutcoeff.FindRecord(iter.ToString(), j.Keys[0]).Value += coef[i][j.Keys[0]];
}
}
lowerbound = Math.Max(lowerbound, objmaster + objsubsum);
iter++;
if (iter == maxiter + 1)
{
throw new Exception("Benders out of iterations");
}
Console.WriteLine(" lowerbound: " + lowerbound + " upperbound: " + upperbound + " objmaster: " + objmaster);
} while ((upperbound - lowerbound) >= 0.001 * (1 + Math.Abs(upperbound)));
masteri.Dispose();
foreach (GAMSModelInstance inst in subi)
{
inst.Dispose();
}
}
static void Main(string[] args)
{
// Create a save/restart file usually supplied by an application provider
// We create it for demonstration purpose
string wDir = Path.Combine(".", "tmp");
CreateSaveRestart(Path.Combine(wDir, "tbase"));
// define some data by using C# data structures
List <string> plants = new List <string>()
{
"Seattle", "San-Diego"
};
List <string> markets = new List <string>()
{
"New-York", "Chicago", "Topeka"
};
Dictionary <string, double> capacity = new Dictionary <string, double>()
{
{ "Seattle", 350.0 }, { "San-Diego", 600.0 }
};
Dictionary <string, double> demand = new Dictionary <string, double>()
{
{ "New-York", 325.0 }, { "Chicago", 300.0 }, { "Topeka", 275.0 }
};
Dictionary <Tuple <string, string>, double> distance = new Dictionary <Tuple <string, string>, double>()
{
{ new Tuple <string, string> ("Seattle", "New-York"), 2.5 },
{ new Tuple <string, string> ("Seattle", "Chicago"), 1.7 },
{ new Tuple <string, string> ("Seattle", "Topeka"), 1.8 },
{ new Tuple <string, string> ("San-Diego", "New-York"), 2.5 },
{ new Tuple <string, string> ("San-Diego", "Chicago"), 1.8 },
{ new Tuple <string, string> ("San-Diego", "Topeka"), 1.4 }
};
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(workingDirectory: wDir, systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace(workingDirectory: wDir);
}
// prepare a GAMSDatabase with data from the C# data structures
GAMSDatabase db = ws.AddDatabase();
GAMSSet i = db.AddSet("i", 1, "canning plants");
foreach (string p in plants)
{
i.AddRecord(p);
}
GAMSSet j = db.AddSet("j", 1, "markets");
foreach (string m in markets)
{
j.AddRecord(m);
}
GAMSParameter a = db.AddParameter("a", 1, "capacity of plant i in cases");
foreach (string p in plants)
{
a.AddRecord(p).Value = capacity[p];
}
GAMSParameter b = db.AddParameter("b", 1, "demand at market j in cases");
foreach (string m in markets)
{
b.AddRecord(m).Value = demand[m];
}
GAMSParameter d = db.AddParameter("d", 2, "distance in thousands of miles");
foreach (Tuple <string, string> t in distance.Keys)
{
d.AddRecord(t.Item1, t.Item2).Value = distance[t];
}
GAMSParameter f = db.AddParameter("f", 0, "freight in dollars per case per thousand miles");
f.AddRecord().Value = 90;
// run a job using data from the created GAMSDatabase
GAMSCheckpoint cpBase = ws.AddCheckpoint("tbase");
using (GAMSOptions opt = ws.AddOptions())
{
GAMSJob t4 = ws.AddJobFromString(GetModelText(), cpBase);
opt.Defines.Add("gdxincname", db.Name);
opt.AllModelTypes = "xpress";
t4.Run(opt, db);
foreach (GAMSVariableRecord rec in t4.OutDB.GetVariable("x"))
{
Console.WriteLine("x(" + rec.Keys[0] + "," + rec.Keys[1] + "): level=" + rec.Level + " marginal=" + rec.Marginal);
}
}
}
static void Main(string[] args)
{
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace();
}
GAMSCheckpoint cp = ws.AddCheckpoint();
// initialize a GAMSCheckpoint by running a GAMSJob
GAMSJob t7 = ws.AddJobFromString(GetModelText());
t7.Run(cp);
// create a GAMSModelInstance and solve it multiple times with different scalar bmult
GAMSModelInstance mi = cp.AddModelInstance();
GAMSParameter bmult = mi.SyncDB.AddParameter("bmult", 0, "demand multiplier");
GAMSOptions opt = ws.AddOptions();
opt.AllModelTypes = "gurobi";
// instantiate the GAMSModelInstance and pass a model definition and GAMSModifier to declare bmult mutable
mi.Instantiate("transport us lp min z", opt, new GAMSModifier(bmult));
bmult.AddRecord().Value = 1.0;
double[] bmultlist = new double[] { 0.6, 0.7, 0.8, 0.9, 1.0, 1.1, 1.2, 1.3 };
foreach (double b in bmultlist)
{
bmult.FirstRecord().Value = b;
mi.Solve();
Console.WriteLine("Scenario bmult=" + b + ":");
Console.WriteLine(" Modelstatus: " + mi.ModelStatus);
Console.WriteLine(" Solvestatus: " + mi.SolveStatus);
Console.WriteLine(" Obj: " + mi.SyncDB.GetVariable("z").FindRecord().Level);
}
// create a GAMSModelInstance and solve it with single links in the network blocked
mi = cp.AddModelInstance();
GAMSVariable x = mi.SyncDB.AddVariable("x", 2, VarType.Positive, "");
GAMSParameter xup = mi.SyncDB.AddParameter("xup", 2, "upper bound on x");
// instantiate the GAMSModelInstance and pass a model definition and GAMSModifier to declare upper bound of X mutable
mi.Instantiate("transport us lp min z", modifiers: new GAMSModifier(x, UpdateAction.Upper, xup));
foreach (GAMSSetRecord i in t7.OutDB.GetSet("i"))
{
foreach (GAMSSetRecord j in t7.OutDB.GetSet("j"))
{
xup.Clear();
xup.AddRecord(i.Keys[0], j.Keys[0]).Value = 0;
mi.Solve();
Console.WriteLine("Scenario link blocked: " + i.Keys[0] + " - " + j.Keys[0]);
Console.WriteLine(" Modelstatus: " + mi.ModelStatus);
Console.WriteLine(" Solvestatus: " + mi.SolveStatus);
Console.WriteLine(" Obj: " + mi.SyncDB.GetVariable("z").FindRecord().Level);
}
}
}
static void Main(string[] args)
{
GAMSWorkspace ws;
if (Environment.GetCommandLineArgs().Length > 1)
{
ws = new GAMSWorkspace(systemDirectory: Environment.GetCommandLineArgs()[1]);
}
else
{
ws = new GAMSWorkspace();
}
// instantiate GAMSOptions and define parameters
GAMSOptions opt = ws.AddOptions();
GAMSDatabase cutstockData = ws.AddDatabase("csdata");
opt.AllModelTypes = "Cplex";
opt.OptCR = 0.0; // Solve to optimality
int maxpattern = 35;
opt.Defines.Add("pmax", maxpattern.ToString());
opt.Defines.Add("solveMasterAs", "RMIP");
// define input data
Dictionary <string, double> d = new Dictionary <string, double>()
{
{ "i1", 97 }, { "i2", 610 }, { "i3", 395 }, { "i4", 211 }
};
Dictionary <string, double> w = new Dictionary <string, double>()
{
{ "i1", 47 }, { "i2", 36 }, { "i3", 31 }, { "i4", 14 }
};
int r = 100; // raw width
// cutstockData.AddSet("i", 1, "widths").AddRecords(d.Keys);
// cutstockData.AddParameter("d", 1, "demand").AddRecords(d);
// cutstockData.AddParameter("w", 1, "width").AddRecords(w);
// cutstockData.AddParameter("r", 0, "raw width").AddRecord().Value = r;
GAMSSet widths = cutstockData.AddSet("i", 1, "widths");
GAMSParameter rawWidth = cutstockData.AddParameter("r", 0, "raw width");
GAMSParameter demand = cutstockData.AddParameter("d", 1, "demand");
GAMSParameter width = cutstockData.AddParameter("w", 1, "width");
rawWidth.AddRecord().Value = r;
foreach (string i in d.Keys)
{
widths.AddRecord(i);
}
foreach (KeyValuePair <string, double> t in d)
{
demand.AddRecord(t.Key).Value = t.Value;
}
foreach (KeyValuePair <string, double> t in w)
{
width.AddRecord(t.Key).Value = t.Value;
}
// create initial checkpoint
GAMSCheckpoint masterCP = ws.AddCheckpoint();
GAMSJob masterInitJob = ws.AddJobFromString(GetMasterModel());
masterInitJob.Run(opt, masterCP, cutstockData);
GAMSJob masterJob = ws.AddJobFromString("execute_load 'csdata', aip, pp; solve master min z using %solveMasterAs%;", masterCP);
GAMSSet pattern = cutstockData.AddSet("pp", 1, "pattern index");
GAMSParameter patternData = cutstockData.AddParameter("aip", 2, "pattern data");
// Initial pattern: pattern i hold width i
int patternCount = 0;
foreach (KeyValuePair <string, double> t in w)
{
patternData.AddRecord(t.Key, pattern.AddRecord((++patternCount).ToString()).Keys[0]).Value = (int)(r / t.Value);
}
// create model instance for sub job
GAMSCheckpoint subCP = ws.AddCheckpoint();
ws.AddJobFromString(GetSubModel()).Run(opt, subCP, cutstockData);
GAMSModelInstance subMI = subCP.AddModelInstance();
// define modifier demdual
GAMSParameter demandDual = subMI.SyncDB.AddParameter("demdual", 1, "dual of demand from master");
subMI.Instantiate("pricing min z using mip", opt, new GAMSModifier(demandDual));
// find new pattern
bool patternAdded = true;
do
{
masterJob.Run(opt, masterCP, cutstockData);
// Copy duals into gmssubMI.SyncDB DB
demandDual.Clear();
foreach (GAMSEquationRecord dem in masterJob.OutDB.GetEquation("demand"))
{
demandDual.AddRecord(dem.Keys[0]).Value = dem.Marginal;
}
subMI.Solve();
if (subMI.SyncDB.GetVariable("z").FindRecord().Level < -0.00001)
{
if (patternCount == maxpattern)
{
Console.Out.WriteLine("Out of pattern. Increase maxpattern (currently {0}).", maxpattern);
patternAdded = false;
}
else
{
Console.WriteLine("New patter! Value: " + subMI.SyncDB.GetVariable("z").FindRecord().Level);
GAMSSetRecord s = pattern.AddRecord((++patternCount).ToString());
foreach (GAMSVariableRecord y in subMI.SyncDB.GetVariable("y"))
{
if (y.Level > 0.5)
{
patternData.AddRecord(y.Keys[0], s.Keys[0]).Value = Math.Round(y.Level);
}
}
}
}
else
{
patternAdded = false;
}
} while (patternAdded);
// solve final MIP
opt.Defines["solveMasterAs"] = "MIP";
masterJob.Run(opt, cutstockData);
Console.WriteLine("Optimal Solution: {0}", masterJob.OutDB.GetVariable("z").FindRecord().Level);
foreach (GAMSVariableRecord xp in masterJob.OutDB.GetVariable("xp"))
{
if (xp.Level > 0.5)
{
Console.Out.Write(" pattern {0} {1} times: ", xp.Keys[0], xp.Level);
GAMSParameterRecord aip = masterJob.OutDB.GetParameter("aip").FirstRecord(" ", xp.Keys[0]);
do
{
Console.Out.Write(" {0}: {1}", aip.Keys[0], aip.Value);
} while (aip.MoveNext());
Console.Out.WriteLine();
}
}
// clean up of unmanaged ressources
cutstockData.Dispose();
subMI.Dispose();
opt.Dispose();
}
public void ProcessTask(TaskManager.TaskDetails oTask, out List <string> lsLogs, out string sOutput, out string sStatus)
{
// cast input values
CutStockInput oInput = new CutStockInput();
oInput = (CutStockInput)oDF.XmlStringToObject(oTask.InputValues, oInput);
CutStockOutput oOutput = new CutStockOutput();
// call processing algorithm
GAMSWorkspace ws = new GAMSWorkspace();
lsLog.Add("working directory : " + ws.WorkingDirectory);
// instantiate GAMSOptions and define parameters
GAMSOptions opt = ws.AddOptions();
GAMSDatabase cutstockData = ws.AddDatabase("csdata");
opt.AllModelTypes = "Cplex";
opt.OptCR = 0.0; // Solve to optimality
opt.Defines.Add("pmax", oInput.MaxPattern.ToString());
opt.Defines.Add("solveMasterAs", "RMIP");
GAMSSet widths = cutstockData.AddSet("i", 1, "widths");
GAMSParameter rawWidth = cutstockData.AddParameter("r", 0, "raw width");
GAMSParameter demand = cutstockData.AddParameter("d", 1, "demand");
GAMSParameter width = cutstockData.AddParameter("w", 1, "width");
rawWidth.AddRecord().Value = oInput.RawWidth;
foreach (CutItem oI in oInput.Items)
{
widths.AddRecord(oI.Name);
demand.AddRecord(oI.Name).Value = oI.Demand;
width.AddRecord(oI.Name).Value = oI.Width;
}
// create initial checkpoint
GAMSCheckpoint masterCP = ws.AddCheckpoint();
GAMSJob masterInitJob = ws.AddJobFromString(GetMasterModel());
masterInitJob.Run(opt, masterCP, cutstockData);
GAMSJob masterJob = ws.AddJobFromString("execute_load 'csdata', aip, pp; solve master min z using %solveMasterAs%;", masterCP);
GAMSSet pattern = cutstockData.AddSet("pp", 1, "pattern index");
GAMSParameter patternData = cutstockData.AddParameter("aip", 2, "pattern data");
// Initial pattern: pattern i hold width i
int patternCount = 0;
foreach (GAMSParameterRecord rec in width)
{
patternData.AddRecord(rec.Keys[0], pattern.AddRecord((++patternCount).ToString()).Keys[0]).Value = (int)(oInput.RawWidth / rec.Value);
}
// create model instance for sub job
GAMSCheckpoint subCP = ws.AddCheckpoint();
ws.AddJobFromString(GetSubModel()).Run(opt, subCP, cutstockData);
GAMSModelInstance subMI = subCP.AddModelInstance();
// define modifier demdual
GAMSParameter demandDual = subMI.SyncDB.AddParameter("demdual", 1, "dual of demand from master");
subMI.Instantiate("pricing min z using mip", opt, new GAMSModifier(demandDual));
// find new pattern
bool patternAdded = true;
do
{
masterJob.Run(opt, masterCP, cutstockData);
// Copy duals into gmssubMI.SyncDB DB
demandDual.Clear();
foreach (GAMSEquationRecord dem in masterJob.OutDB.GetEquation("demand"))
{
demandDual.AddRecord(dem.Keys[0]).Value = dem.Marginal;
}
subMI.Solve();
if (subMI.SyncDB.GetVariable("z").FindRecord().Level < -0.00001)
{
if (patternCount == oInput.MaxPattern)
{
lsLog.Add("Out of pattern. Increase maxpattern (currently " + oInput.MaxPattern + ")." + Environment.NewLine);
patternAdded = false;
}
else
{
lsLog.Add("New pattern! Value: " + subMI.SyncDB.GetVariable("z").FindRecord().Level + Environment.NewLine);
GAMSSetRecord s = pattern.AddRecord((++patternCount).ToString());
foreach (GAMSVariableRecord y in subMI.SyncDB.GetVariable("y"))
{
if (y.Level > 0.5)
{
patternData.AddRecord(y.Keys[0], s.Keys[0]).Value = Math.Round(y.Level);
}
}
}
}
else
{
patternAdded = false;
}
} while (patternAdded);
// solve final MIP
opt.Defines["solveMasterAs"] = "MIP";
masterJob.Run(opt, cutstockData);
var dlevel = masterJob.OutDB.GetVariable("z").FindRecord().Level;
oOutput.OptimalSolution = (int)dlevel;
lsLog.Add("Optimal Solution: " + dlevel + Environment.NewLine);
List <Pattern> lP = new List <Pattern>();
foreach (GAMSVariableRecord xp in masterJob.OutDB.GetVariable("xp"))
{
string sPatternLog = "";
if (xp.Level > 0.5)
{
sPatternLog = string.Format(" pattern {0,2} {1,4} times: ", xp.Keys[0], Math.Round(xp.Level));
GAMSParameterRecord aip = masterJob.OutDB.GetParameter("aip").FirstRecord(" ", xp.Keys[0]);
Pattern oP = new Pattern()
{
Name = "pattern " + xp.Keys[0].ToString(), Count = (int)Math.Round(xp.Level)
};
List <PatternPiece> lPP = new List <PatternPiece>();
int x = 0;
double scale = 100 / masterJob.OutDB.GetParameter("r").FirstRecord().Value;
do
{
sPatternLog += " " + aip.Keys[0] + ": " + aip.Value.ToString();
// draw cuts
for (int i = 0; i < aip.Value; i++)
{
PatternPiece oPP = new PatternPiece()
{
Name = aip.Keys[0],
Width = (int)(width.FindRecord(aip.Keys[0]).Value *scale),
Left = x,
Color = oInput.Items.Where(xi => xi.Name == aip.Keys[0]).FirstOrDefault().Color
};
lPP.Add(oPP);
// x += oPP.Width - 1;
x += oPP.Width;
}
} while (aip.MoveNext());
if (x < 100)
{
PatternPiece oPExcess = new PatternPiece()
{
Name = "E",
Width = (int)(rawWidth.FirstRecord().Value *scale - x),
Left = x,
Color = "CCCCCC"
};
lPP.Add(oPExcess);
}
lsLog.Add(sPatternLog);
oP.Pieces = lPP.ToArray();
lP.Add(oP);
}
}
oOutput.Patterns = lP.ToArray();
// clean up of unmanaged resources
cutstockData.Dispose();
subMI.Dispose();
opt.Dispose();
sOutput = oDF.ObjectToXmlString(oOutput);
sStatus = "completed";
lsLogs = lsLog;
}