private void GetPreviewColumnsData(out string[,] returnTable, GAMSVariable variable, int NumberOfRows = int.MaxValue)
{
returnTable = new string[Math.Min(variable.NumberRecords, NumberOfRows), variable.Dim + 5 * 2];
int j;
int i = 0;
foreach (GAMSVariableRecord record in variable)
{
j = 0;
foreach (var key in record.Keys)
{
returnTable[i, j++] = key;
}
double[] gms_values = { record.Level, record.Marginal, record.Lower, record.Upper, record.Scale };
foreach (double value in gms_values)
{
returnTable[i, j++] = NumericValueToStr(value, true, false); // Value
returnTable[i, j++] = NumericValueToStr(value, false, true); // Special value
}
i++;
if (i >= NumberOfRows)
{
break;
}
}
}
public static string GetLevelsStr(GAMSVariable v)
{
string[] levels = new string[v.NumberRecords];
int ctr = 0;
foreach (var symRec in v)
{
var varRec = (GAMSVariableRecord)symRec;
levels[ctr++] = varRec.Level.ToString();
}
return(String.Join(";", levels));
}
private static int GetRepairStart(GAMSVariable z, int i, int k)
{
foreach (var symRec in z)
{
var keys = symRec.Keys;
if (keys[0] == $"i{i + 1}" && keys[1] == $"k{k + 1}")
{
return(int.Parse(keys[3].Replace("t", "")));
}
}
return(-1);
}
private static bool InternallyProvided(GAMSVariable xint, int i, int k)
{
foreach (var symRec in xint)
{
var keys = symRec.Keys;
var vrec = (GAMSVariableRecord)symRec;
if (SymIx(keys[0]) == i && SymIx(keys[1]) == k && Math.Abs(vrec.Level - 1.0) < 0.001)
{
return(true);
}
}
return(false);
}
private static int WhenProvided(GAMSVariable x, int i, int k)
{
foreach (var symRec in x)
{
var keys = symRec.Keys;
var vrec = (GAMSVariableRecord)symRec;
if (SymIx(keys[0]) == i && SymIx(keys[1]) == k && Math.Abs(vrec.Level - 1.0) < 0.001)
{
return(SymIx(keys[2]));
}
}
return(-1);
}
private static List <Order> GetOrders(GAMSVariable w)
{
List <Order> orders = new List <Order>();
foreach (var symRec in w)
{
var keys = symRec.Keys;
var vrec = (GAMSVariableRecord)symRec;
if (Math.Abs(vrec.Level - 1.0) < 0.001)
{
orders.Add(new Order(SymIx(keys[0]), SymIx(keys[1]), SymIx(keys[2])));
}
}
return(orders);
}
void WriteVariable(string sInstanceID, OleDbConnection connect, GAMSDatabase db, string varName, params string[] Domains)
{
try
{
GAMSVariable var = db.GetVariable(varName);
if (Domains.Length != var.Dim)
{
lsLog.Add("Number of column names does not match the dimension of the variable.");
}
connect.Open();
// delete table varName if it exists already
OleDbCommand cmd = new OleDbCommand("", connect);
string query = "delete from Results where InstanceID = '" + sInstanceID + "';";
cmd.CommandText = query;
cmd.ExecuteNonQuery();
List <string> lsQueries = new List <string>();
foreach (GAMSVariableRecord rec in var)
{
query = "insert into Results(InstanceID,";
foreach (string dom in Domains)
{
query += dom + ", ";
}
query += "ShipmentValue) values ('" + sInstanceID + "',";
foreach (string key in rec.Keys)
{
query += "'" + key + "', ";
}
query += rec.Level + ")";
lsQueries.Add(query);
}
cmd.CommandText = string.Join(";", lsQueries);
cmd.ExecuteNonQuery();
}
catch (Exception ex)
{
lsLog.Add("Error: Failed to write variable to the database." + ex.Message);
}
finally
{
connect.Close();
}
}
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();
}
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)
{
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);
}
}
}
