private bool CG(int t, out IALPState temp_s, out IMDPDecision deci_a)
{
temp_s = null;
deci_a = null;
double reduced_cost = 0;
foreach (IALPState s in Data.SS)
{
foreach (IMDPDecision a in Data.GenDecisionSpace(s))
{
double temp = Data.Rt(t, a) - Data.RS.Sum(i => DualValue1[t][Data.RS.IndexOf(i)] * s[i]) - DualValue2[t];
if (t < Data.TimeHorizon - 1)
{
temp -= Data.RS.Sum(i => DualValue1[t + 1][Data.RS.IndexOf(i)] * (Data.Qti(t, i, a) - s[i]));
}
if (temp >= Tolerance && reduced_cost < temp)
{
reduced_cost = temp;
temp_s = s;
deci_a = a;
}
}
}
System.Console.WriteLine("CG({0})求解结束\t目标值为:{1}", t, reduced_cost);
if (reduced_cost > 0)
{
return(false);
}
else
{
return(true);
}
}
protected virtual void CreateFeasibleSolution()
{
print("--------{0}开始生成可行解--------", System.DateTime.Now.ToLongTimeString());
IMDPDecision d = (Data.DS as IALPDecisionSpace).CloseAllDecision();
for (int t = CurrentTime; t < Data.TimeHorizon; t++)
{
int iteration = t;
IALPState tempstate = (Data.InitialState as IALPState);
Task ta = factory.StartNew(() =>
{
StateActive temp = new StateActive()
{
T = iteration, S = tempstate, D = d
};
if (curSAS.FirstOrDefault(i => i.Equals(temp)) == null)
{
tempSA.Push(temp);
lock (RMPModel)
{
temp.Var = AddCol(temp.T, temp.S, temp.D);
}
}
}, cts.Token);
tasks.Add(ta);
}
;
Task.WaitAll(tasks.ToArray());
tasks.Clear();
curSAS.UnionWith(tempSA);
tempSA.Clear();
print("--------{0}生成可行解完毕--------", System.DateTime.Now.ToLongTimeString());
}
public List <StateActive> RemoveState(IALPState other)
{
List <StateActive> list = this.Where(i => !i.S.Within(other)).ToList();
foreach (StateActive sa in list)
{
Remove(sa);
}
return(list);
}
private bool RCG(int t, out IALPState temp_s, out IMDPDecision deci_a)
{
temp_s = null;
deci_a = null;
//System.Console.WriteLine("--------开始生成问题:{0}-----", System.DateTime.Now.Millisecond);
#region 创建目标函数
SubModel.Remove(SubModel.GetObjective());
SubModel.AddMaximize(subObject[1][t]);
#endregion
foreach (IALPResource re in Data.RS)
{
constraint_sub2[Data.RS.IndexOf(re)].SetBounds(0, (Data.InitialState as IALPState)[re]);
}
//System.Console.WriteLine("--------生成问题结束:{0}-----", System.DateTime.Now.Millisecond);
if (SubModel.Solve())
{
//System.Console.WriteLine("--------求解问题结束:{0}-----", System.DateTime.Now.Millisecond);
//System.Console.WriteLine("RCG({0})求解结束\t目标值为:{1}", t, SubModel.ObjValue<0.001?0: SubModel.ObjValue);
if (SubModel.ObjValue <= Tolerance)
{
return(true);
}
else
{
//print("{0}问题违反程度{1}", t, (SubModel.ObjValue - Tolerance).ToString());
#region 用h,r生成一个State
for (int _h = 0; _h < h.Count(); _h++)
{
double temp_h = SubModel.GetValue(h[_h]);
if (temp_h == 1)
{
deci_a = Data.DS[_h];
break;
}
}
Dictionary <IALPResource, int> dic = new Dictionary <IALPResource, int>();
for (int _r = 0; _r < r.Count(); _r++)
{
dic.Add(Data.RS[_r], (int)SubModel.GetValue(r[_r]));
}
temp_s = Data.CreateOrFind(dic);
#endregion
return(false);
}
}
else
{
throw new System.Exception("子问题无解");
}
}
protected virtual INumVar AddCol(int t, IALPState s, IMDPDecision a)//Add a column into RMP model
{
Column col = RMPModel.Column(cost, Data.Rt(t, a));
foreach (IALPResource re in Data.RS)
{
col = col.And(RMPModel.Column(constraint1[t][Data.RS.IndexOf(re)], (s as IALPState)[re]));
if (t < Data.TimeHorizon - 1)
{
col = col.And(RMPModel.Column(constraint1[t + 1][Data.RS.IndexOf(re)], (Data.Qti(t, re, a)) - (s as IALPState)[re]));
}
}
col = col.And(RMPModel.Column(constraint2[t], 1));
return(RMPModel.NumVar(col, 0, double.MaxValue, NumVarType.Float));
}
public bool Within(IALPState other)
{
State temp = other as State;
if (temp == null)
{
return(false);
}
foreach (IALPResource r in this.Keys)
{
if (!(temp.Keys.Contains(r) && temp[r] >= this[r]))
{
return(false);
}
}
return(true);
}
private void SolveSubProblem()
{
for (int t = CurrentTime; t < Data.TimeHorizon; t++)
{
IALPState temp_s = null;
IMDPDecision deci_a = null;
bool IsSubOpt = RCG(t, out temp_s, out deci_a);
if (!IsSubOpt)
{
int iteration = t;
IALPState tempstate = temp_s;
IMDPDecision tempdeci = deci_a;
Task ta = factory.StartNew(() =>
{
StateActive temp = new StateActive()
{
T = iteration, S = tempstate, D = tempdeci
};
if (curSAS.FirstOrDefault(i => i.Equals(temp)) == null)
{
tempSA.Push(temp);
lock (RMPModel)
{
temp.Var = AddCol(temp.T, temp.S, temp.D);
}
}
}, cts.Token);
tasks.Add(ta);
//StateActive tempSA = new StateActive() { T = t, S = temp_s, D = deci_a };
//if (curSAS.Add(tempSA))
//{
// tempSA.Var = AddCol(t, temp_s, deci_a);
//}
}
IsOptimal = IsSubOpt && IsOptimal;
//System.Console.WriteLine("#{0}第{1}个子问题已经解决！", System.DateTime.Now.ToLongTimeString(), t);
}
Task.WaitAll(tasks.ToArray());
tasks.Clear();
curSAS.UnionWith(tempSA);
tempSA.Clear();
}
private bool AddCol(int t, IALPState s, IMDPDecision a)//Add a column into RMP model
{
Column col = RMPModel.Column(cost, Data.Rt(t, a));
foreach (IALPResource re in Data.RS)
{
col = col.And(RMPModel.Column(constraint1[t][Data.RS.IndexOf(re)], (s as IALPState)[re]));
if (t < Data.TimeHorizon - 1)
{
col = col.And(RMPModel.Column(constraint1[t + 1][Data.RS.IndexOf(re)], (Data.Qti(t, re, a)) - (s as IALPState)[re]));
}
}
col = col.And(RMPModel.Column(constraint2[t], 1));
INumVar var = RMPModel.NumVar(col, 0, double.MaxValue, NumVarType.Float);
sas.Add(new StateActive()
{
S = s, D = a, Var = var
});
return(true);
}
public void DoCalculate()//Calculate the Bid-Price of current time
{
print("--------{0}开始求解--------", System.DateTime.Now.ToLongTimeString());
IsOptimal = false;
CreateFeasibleSolution();
//检验是否有违背State的变量
foreach (StateActive sa in sas.RemoveState(Data.InitialState as IALPState))
{
RMPModel.Delete(sa.Var);
}
double tempObj = 0;
int tol = ObeyTime;
for (int iter = 1; ; iter++)
{
print("--------{1}开始进行第{0}次循环--------", iter, System.DateTime.Now.ToLongTimeString());
if (RMPModel.Solve())
{
if (RMPModel.GetObjValue() - tempObj < threshold)
{
tol--;
}
else
{
tol = ObeyTime;
}
tempObj = RMPModel.GetObjValue();
}
IsOptimal = true;
print("--------{1}目标值:{0}--------", RMPModel.ObjValue, System.DateTime.Now.ToLongTimeString());
print("--------{0}更新参数开始--------", System.DateTime.Now.ToLongTimeString());
UpdateDualValues();
print("--------{0}更新参数结束--------", System.DateTime.Now.ToLongTimeString());
if (tol < 0)
{
print("--------{0}算法达到终止条件而退出--------", System.DateTime.Now.ToLongTimeString());
break;
}
for (int t = CurrentTime; t < Data.TimeHorizon; t++)
{
int iteration = t;
Task ta = factory.StartNew(() =>
{
//print("Problem {0} on thread {1} ", iteration, Thread.CurrentThread.ManagedThreadId);
bool temp;
IALPState temp_s = null;
IMDPDecision deci_a = null;
lock (SubModel)
{
GenSubModelObj(iteration);
temp = RCG(iteration, out temp_s, out deci_a);
}
lock (RMPModel)
{
lock (sas)
{
if (!temp)
{
AddCol(iteration, temp_s, deci_a);
}
}
}
IsOptimal = temp && IsOptimal;
//print("#{0}第{1}个子问题已经解决！", System.DateTime.Now.ToLongTimeString(), iteration);
}, cts.Token);
tasks.Add(ta);
}
Task.WaitAll(tasks.ToArray());
tasks.Clear();
if (IsOptimal)
{
print("#已经达到最优！");
UpdateDualValues();
break;
}
}
}
