protected virtual bool CG1(out IALPDecision deci_a)
{
deci_a = null;
double temp = 0;
foreach (IALPDecision d in Data.DS)
{
double temp1 = 0;
temp1 += AggSita - Sita[alpha + 1];
foreach (IALPResource re in Data.RS)
{
if (d.UseResource(re))
{
temp1 += AggV[Data.RS.IndexOf(re)] * (1 + alpha) * Data.Qti(alpha, re, d);
}
}
temp1 = (1 + alpha) * Data.Rt(alpha, d) - temp1;
if (temp1 > temp)
{
deci_a = d;
temp = temp1;
}
}
if (temp <= Tolerance || Aggconstraints.ContainsKey(deci_a))
{
return(true);
}
else
{
return(false);
}
}
protected void AddConstraint(int t, IALPDecision a)//Add a column into RMP model
{
if (constraints[t].ContainsKey(a))
{
return;
}
INumExpr exp1 = RMPModel.NumExpr();
if (t < Data.TimeHorizon - 1)
{
exp1 = RMPModel.Sum(Var2[t], RMPModel.Prod(-1, Var2[t + 1]));
foreach (IALPResource re in Data.RS)
{
if (a.UseResource(re))
{
exp1 = RMPModel.Sum(exp1, Var1[t][Data.RS.IndexOf(re)], RMPModel.Prod(Data.Qti(t, re, a) - 1, Var1[t + 1][Data.RS.IndexOf(re)]));
}
}
}
else
{
exp1 = RMPModel.Sum(exp1, Var2[t]);
foreach (IALPResource re in Data.RS)
{
if (a.UseResource(re))
{
exp1 = RMPModel.Sum(exp1, Var1[t][Data.RS.IndexOf(re)]);
}
}
}
constraints[t].Add(a, RMPModel.AddGe(exp1, Data.Rt(t, a)));
}
protected void AddCol(int t, IALPDecision a)//Add a column into RMP model
{
if (var[t].ContainsKey(a))
{
return;
}
//目标函数
Column col = RMPModel.Column(cost, Data.Rt(t, a));
//第一类约束
foreach (IALPResource re in Data.RS)
{
for (int k = t + 1; k < Data.TimeHorizon; k++)
{
col = col.And(RMPModel.Column(constraint1[k][Data.RS.IndexOf(re)], Data.Qti(t, re, a)));
}
if (a.UseResource(re))
{
col = col.And(RMPModel.Column(constraint1[t][Data.RS.IndexOf(re)], 1));
}
}
//第二类约束
col = col.And(RMPModel.Column(constraint2[t], 1));
INumVar v = RMPModel.NumVar(col, 0, 1, NumVarType.Float);
var[t].Add(a, v);
}
public virtual void StepFoward()
{
alpha -= step;
//TODO:Delete Agg constraint(s)
foreach (var a in Aggconstraints)
{
RMPModel.Remove(a.Value);
}
List <IALPDecision> list = Aggconstraints.Keys.ToList();
Aggconstraints.Clear();
//TODO:Add DisAgg variables and constraint(s)
for (int i = alpha + 1; i <= alpha + step; i++)
{
constraints.Add(i, new Dictionary <IALPDecision, IRange>());
Var1.Add(i, RMPModel.NumVarArray(Data.RS.Count, 0, double.MaxValue));
Var2.Add(i, RMPModel.NumVar(0, double.MaxValue));
V.Add(i, new double[Data.RS.Count]);
Sita.Add(i, 0);
}
for (int t = alpha + 1; t <= alpha + step; t++)
{
if (t < Data.TimeHorizon - 1)
{
foreach (IALPResource re in Data.RS)
{
INumExpr exp2 = RMPModel.Sum(Var1[t][Data.RS.IndexOf(re)], RMPModel.Prod(-1, Var1[t + 1][Data.RS.IndexOf(re)]));
RMPModel.AddGe(exp2, 0);
}
INumExpr exp3 = RMPModel.Sum(Var2[t], RMPModel.Prod(-1, Var2[t + 1]));
RMPModel.AddGe(exp3, 0);
}
}
foreach (IALPResource re in Data.RS)
{
INumExpr exp6 = RMPModel.NumExpr();
exp6 = RMPModel.Sum(AggVar1[Data.RS.IndexOf(re)], RMPModel.Prod(-1, Var1[alpha + 1][Data.RS.IndexOf(re)]));
RMPModel.AddGe(exp6, 0);
}
INumExpr exp4 = RMPModel.NumExpr();
exp4 = RMPModel.Sum(exp4, AggVar2, RMPModel.Prod(-1, Var2[alpha + 1]));
RMPModel.AddGe(exp4, 0);
IALPDecision d = (Data.DS as IALPDecisionSpace).CloseAllDecision() as IALPDecision;
AddConstraint1(d);
foreach (IALPDecision de in list)
{
AddConstraint1(de);
}
for (int t = alpha + 1; t <= alpha + step; t++)
{
AddConstraint2(t, d);
}
}
protected virtual void CreateFeasibleSolution()
{
IALPDecision d = (Data.DS as IALPDecisionSpace).CloseAllDecision() as IALPDecision;
for (int t = CurrentTime; t < Data.TimeHorizon; t++)
{
AddCol(t, d);
}
}
protected virtual void CreateFeasibleSolution()
{
IALPDecision d = (Data.DS as IALPDecisionSpace).CloseAllDecision() as IALPDecision;
AddConstraint1(d);
for (int t = alpha + 1; t < Data.TimeHorizon; t++)
{
AddConstraint2(t, d);
}
}
public virtual void DoCalculate()//Calculate the Bid-Price of current time
{
bool IsOptimal = true;
double tempObj = 0;
int tol = ObeyTime;
for (int iter = 1; ; iter++)
{
IsOptimal = true;
if (RMPModel.Solve())
{
#region 判断是否终止
if (RMPModel.GetObjValue() - tempObj < threshold)
{
tol--;
}
else
{
tol = ObeyTime;
}
tempObj = RMPModel.GetObjValue();
#endregion
}
UpdateValues();
#region 判断是否终止
if (tol < 0)
{
print("--------{0}算法达到终止条件而退出--------", System.DateTime.Now.ToLongTimeString());
UpdateBidPrice();
break;
}
#endregion
for (int t = CurrentTime; t < Data.TimeHorizon; t++)
{
IALPDecision deci_a = null;
bool IsSubOpt = CG(t, out deci_a);
if (!IsSubOpt)
{
AddConstraint(t, deci_a);
}
IsOptimal = IsSubOpt && IsOptimal;
}
if (IsOptimal)
{
print("--------已经达到最优！", System.DateTime.Now.ToLongTimeString());
UpdateValues();
UpdateBidPrice();
break;
}
}
}
private bool SolveSubProblem()
{
bool IsOpt = true;
//IALPDecision deci_a1 = null;
//bool IsSubOpt1 = CG1(out deci_a1);
//if (!IsSubOpt1)
//{
// AddConstraint1(deci_a1);
//}
//IsOpt = IsSubOpt1 && IsOpt;
//for (int t = alpha + 1; t < Data.TimeHorizon; t++)
//{
// IALPDecision deci_a = null;
// bool IsSubOpt = CG2(t, out deci_a);
// if (!IsSubOpt)
// {
// AddConstraint2(t, deci_a);
// }
// IsOpt = IsSubOpt && IsOpt;
//}
Task aggta = factory.StartNew(() =>
{
IALPDecision deci_a1 = null;
bool IsSubOpt1 = CG1(out deci_a1);
if (!IsSubOpt1)
{
AddConstraint1(deci_a1);
}
IsOpt = IsSubOpt1 && IsOpt;
}, cts.Token);
tasks.Add(aggta);
for (int iteration = alpha + 1; iteration < Data.TimeHorizon; iteration++)
{
int t = iteration;
Task ta = factory.StartNew(() =>
{
IALPDecision deci_a = null;
bool IsSubOpt = CG2(t, out deci_a);
if (!IsSubOpt)
{
AddConstraint2(t, deci_a);
}
IsOpt = IsSubOpt && IsOpt;
}, cts.Token);
tasks.Add(ta);
}
Task.WaitAll(tasks.ToArray());
tasks.Clear();
return(IsOpt);
}
protected virtual bool CG(int t, out IALPDecision deci_a)
{
deci_a = null;
double temp = 0;
foreach (IALPDecision d in Data.DS)
{
double temp1 = 0;
if (t < Data.TimeHorizon - 1)
{
temp1 += Sita[t] - Sita[t + 1];
foreach (IALPResource re in Data.RS)
{
if (d.UseResource(re))
{
temp1 += V[t][Data.RS.IndexOf(re)] +
V[t + 1][Data.RS.IndexOf(re)] * (Data.Qti(t, re, d) - 1);
}
}
}
else
{
temp1 += Sita[t];
foreach (IALPResource re in Data.RS)
{
if (d.UseResource(re))
{
temp1 += V[t][Data.RS.IndexOf(re)];
}
}
}
temp1 = Data.Rt(t, d) - temp1;
if (temp1 > temp)
{
deci_a = d;
temp = temp1;
}
}
if (temp <= Tolerance || constraints[t].ContainsKey(deci_a))
{
return(true);
}
else
{
return(false);
}
}
protected void AddConstraint1(IALPDecision a)
{
if (Aggconstraints.ContainsKey(a))
{
return;
}
lock (RMPModel)
{
INumExpr exp1 = RMPModel.NumExpr();
exp1 = RMPModel.Sum(AggVar2, RMPModel.Prod(-1, Var2[alpha + 1]));
foreach (IALPResource re in Data.RS)
{
if (a.UseResource(re))
{
exp1 = RMPModel.Sum(exp1,
RMPModel.Prod((alpha + 1) * Data.Qti(alpha, re, a), AggVar1[Data.RS.IndexOf(re)]));
}
}
Aggconstraints.Add(a, RMPModel.AddGe(exp1, (alpha + 1) * Data.Rt(alpha, a)));
}
}
protected virtual bool CG(int t, out IALPDecision deci_a)
{
deci_a = null;
double temp = 0;
foreach (IALPDecision d in Data.DS)
{
double temp1 = 0;
temp1 += DualValue2[t];
foreach (IALPResource r in Data.RS)
{
if (d.UseResource(r))
{
temp1 += DualValue1[t][Data.RS.IndexOf(r)];
}
double temp2 = 0;
for (int k = t + 1; k < Data.TimeHorizon; k++)
{
temp2 += DualValue1[k][Data.RS.IndexOf(r)];
}
temp1 += temp2 * Data.Qti(t, r, d);
}
temp1 = Data.Rt(t, d) - temp1;
if (temp1 > temp)
{
deci_a = d;
temp = temp1;
}
}
if (temp <= Tolerance || var[t].ContainsKey(deci_a))
{
return(true);
}
else
{
return(false);
}
}
protected override bool CG1(out IALPDecision deci_a)
{
return(CG(alpha, out deci_a));
}
public abstract bool TestValidation(); //最优条件判断
protected abstract void Add_Agg_Constraint(int i, IALPDecision a);
private bool CG(int t, out IALPDecision deci_a)
{
deci_a = null;
#region
List <Product> list = (Data.ProSpace as List <Product>).Where(i =>
{
double w = bidprice(t, i);
if (i.Fare < w)
{
return(false);
}
else
{
return(true);
}
}).ToList();
List <Product> tempDecision = new List <Product>();
//加入第一个元素
Product tempProduct = null;
double temp = computeValue(t, tempDecision, tempProduct);
foreach (Product p in list)
{
if (temp < computeValue(t, tempDecision, p))
{
temp = computeValue(t, tempDecision, p);
tempProduct = p;
}
}
if (tempProduct != null)
{
tempDecision.Add(tempProduct);
list.Remove(tempProduct);
}
//贪婪方法加入其他元素
for (int length = 0; length < tempDecision.Count();)
{
length = tempDecision.Count();
foreach (Product p in list)
{
double temp1 = computeValue(t, tempDecision, p);
if (temp < temp1)
{
temp = temp1;
tempDecision.Add(p);
}
}
}
#endregion
#region
#region 得到 Route List
//List<Route> list = Data.pathList.Where(i =>
//{
// double w = bidprice(t, i);
// if (i.TicketPrice < w)
// {
// return false;
// }
// else
// {
// return true;
// }
//}).ToList();
//List<Route> tempRoutelist = new List<Route>();
//Route tempRoute = null;
//double temp = computeValue(t, tempRoutelist, tempRoute);
//foreach (Route r in list)
//{
// if (temp < computeValue(t, tempRoutelist, r))
// {
// temp = computeValue(t, tempRoutelist, r);
// tempRoute = r;
// }
//}
//if (tempRoute != null)
//{
// tempRoutelist.Add(tempRoute);
// list.Remove(tempRoute);
//}
////贪婪方法加入其他元素
//for (int length = 0; length < tempRoutelist.Count();)
//{
// length = tempRoutelist.Count();
// foreach (Route r in list)
// {
// double temp1 = computeValue(t, tempRoutelist, r);
// if (temp < temp1)
// {
// temp = temp1;
// tempRoutelist.Add(r);
// }
// }
//}
//#endregion
//List<Product> tempDecision = new List<Product>();
//#region 找到一个u
//foreach (Route r in tempRoutelist)
//{
// foreach (Product p in r)
// {
// if (!tempDecision.Contains(p)) { tempDecision.Add(p); }
// }
//}
#endregion
#endregion
//从u生成decision
Decision d = new Decision();
d.OpenProductSet.UnionWith(tempDecision);
lock (_ds)
{
deci_a = _ds.FirstOrDefault(k => (k as Decision).Equals(d)) as IALPDecision;
if (deci_a == null)
{
_ds.Add(d); deci_a = d;
}
}
if (computeValue(t, tempDecision, null) < Tolerance ||
(t > alpha ? constraints[t].ContainsKey(deci_a) :
Aggconstraints.ContainsKey(deci_a)))
{
return(true);
}
else
{
return(false);
}
}
protected override bool CG(int t, out IALPDecision deci_a)
{
deci_a = null;
//foreach (OD i in Data.MarketInfo.ODList)
//{
// List<MarketSegment> li = Data.MarketInfo.getMSbyOD(i);
// List<Route> Routeli = Data.pathList.Where(x => x.StartStation == i.OriSta && x.EndStation == i.DesSta).ToList();
//}
#region 得到 Route List
List <Route> list = Data.RouteList.Where(i =>
{
double w = bidprice(t, i);
if (i.TicketPrice < w)
{
return(false);
}
else
{
return(true);
}
}).ToList();
List <Route> tempRoutelist = new List <Route>();
double temp = 0;
Route tempRoute = null;
foreach (Route r in list)
{
if (temp < computeValue(t, tempRoutelist, r))
{
temp = computeValue(t, tempRoutelist, r);
tempRoute = r;
}
}
if (tempRoute != null)
{
tempRoutelist.Add(tempRoute);
}
list.Remove(tempRoute);
foreach (Route r in list)
{
if (temp < computeValue(t, tempRoutelist, r))
{
tempRoutelist.Add(r);
}
}
#endregion
List <Product> templist = new List <Product>();
#region 找到一组u
foreach (Route r in tempRoutelist)
{
foreach (Product p in r)
{
if (!templist.Contains(p))
{
templist.Add(p);
}
}
}
#endregion
/*
#region 找到一个u
* List<Product> list = Data.ProSpace.Where(i =>
* {
* double w = bidprice(t, i);
* if (i.Fare < w)
* {
* return false;
* }
* else
* {
* return true;
* }
* }).ToList();
* List<Product> templist = new List<Product>();
* double temp = 0;
* Product tempProduct = null;
* foreach (Product p in list)
* {
* if (temp < computeValue(t, templist, p))
* {
* temp = computeValue(t, templist, p);
* tempProduct = p;
* }
* }
* if (tempProduct != null)
* {
* templist.Add(tempProduct);
* }
* list.Remove(tempProduct);
* foreach (Product p in list)
* {
* if (temp < computeValue(t, templist, p))
* {
* templist.Add(p);
* }
* }
*
#endregion
*/
//从u生成decision
Decision d = new Decision();
d.OpenProductSet.UnionWith(templist);
deci_a = constraints[t].Keys.FirstOrDefault(k => (k as Decision).Equals(d)) as IALPDecision;
if (deci_a == null)
{
_ds.Add(d); deci_a = d;
}
if (computeValue(t, templist, null) < Tolerance || constraints[t].ContainsKey(deci_a))
{
return(true);
}
else
{
return(false);
}
}
public override void DoCalculate()//Calculate the Bid-Price of current time
{
CreateFeasibleSolution();
bool IsOptimal = true;
double tempObj = 0;
int tol = ObeyTime;
for (int iter = 1; ; iter++)
{
IsOptimal = true;
if (RMPModel.Solve())
{
#region 判断是否终止
if (RMPModel.GetObjValue() - tempObj < threshold)
{
tol--;
}
else
{
tol = ObeyTime;
}
tempObj = RMPModel.GetObjValue();
#endregion
}
UpdateValues();
#region 判断是否终止
if (tol < 0)
{
print("--------{0}算法达到终止条件而退出--------", System.DateTime.Now.ToLongTimeString());
UpdateBidPrice();
break;
}
#endregion
//for (int t = CurrentTime; t < Data.TimeHorizon; t++)
//{
// IALPDecision deci_a = null;
// bool IsSubOpt = CG(t, out deci_a);
// if (!IsSubOpt)
// {
// AddConstraint(t, deci_a);
// }
// IsOptimal = IsSubOpt && IsOptimal;
//}
for (int iteration = CurrentTime; iteration < Data.TimeHorizon; iteration++)
{
int t = iteration;
Task ta = factory.StartNew(() =>
{
IALPDecision deci_a = null;
bool IsSubOpt = CG(t, out deci_a);
if (!IsSubOpt)
{
lock (RMPModel)
{
AddConstraint(t, deci_a);
}
}
IsOptimal = IsSubOpt && 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！", System.DateTime.Now.ToLongTimeString());
UpdateValues();
UpdateBidPrice();
SA();
break;
}
}
}
protected override bool CG2(int t, out IALPDecision deci_a)
{
return(CG(t, out deci_a));
}
protected abstract void Add_Dis_Constraint(int t, IALPDecision a);
protected override bool CG(int t, out IALPDecision deci_a)
{
deci_a = null;
#region 贪婪算法求解组合优化问题
List <Product> list = (Data.ProSpace as List <Product>).Where(i =>
{
double w = bidprice(t, i);
if (i.Fare < w)
{
return(false);
}
else
{
return(true);
}
}).ToList(); //优先关闭机会成本低的产品
List <Product> tempDecision = new List <Product>(); //开放产品集合
//加入第一个元素
Product tempProduct = null;
double temp = computeValue(t, tempDecision, tempProduct);
foreach (Product p in list)
{
if (temp < computeValue(t, tempDecision, p))
{
temp = computeValue(t, tempDecision, p);
tempProduct = p;
}
}
if (tempProduct != null)
{
tempDecision.Add(tempProduct);
list.Remove(tempProduct);
}
for (; list.Count > 0;)
{
temp = computeValue(t, tempDecision, null);
double temp2 = temp;
Product tempPro = null;
foreach (Product p in list)
{
double temp1 = computeValue(t, tempDecision, p);
if (temp2 < temp1)
{
temp2 = temp1;
tempPro = p;
}
}
if (temp2 > temp)
{
tempDecision.Add(tempPro);
list.Remove(tempPro);
}
else
{
break;
}
}
#endregion
//从u生成decision
Decision d = new Decision();
d.OpenProductSet.UnionWith(tempDecision);
lock (_ds)
{
deci_a = _ds.FirstOrDefault(k => (k as Decision).Equals(d)) as IALPDecision;
if (deci_a == null)
{
_ds.Add(d); deci_a = d;
}
}
if (computeValue(t, tempDecision, null) < Tolerance || constraints[t].ContainsKey(deci_a))
{
return(true);
}
else
{
return(false);
}
}
public virtual void DoCalculate()//Calculate the Bid-Price of current time
{
CreateFeasibleSolution();
for (; alpha - step >= 0;)
{
print("------{0} Attemping with [Alpha = {1}]", System.DateTime.Now.ToLongTimeString(), alpha);
bool IsOptimal = true;
double tempObj = 0;
int tol = ObeyTime;
for (int iter = 1; ; iter++)
{
IsOptimal = true;
if (RMPModel.Solve())
{
#region 判断是否终止
if (RMPModel.GetObjValue() - tempObj < Threshold)
{
tol--;
}
else
{
tol = ObeyTime;
}
tempObj = RMPModel.GetObjValue();
#endregion
}
UpdateValues();
#region 判断是否终止
if (tol < 0)
{
print("--------{0} Attemping Completed！iter:{1}", System.DateTime.Now.ToLongTimeString(), iter);
print("--------{0}算法达到终止条件而退出--------", System.DateTime.Now.ToLongTimeString());
UpdateBidPrice();
break;
}
#endregion
IALPDecision deci_a1 = null;
bool IsSubOpt1 = CG1(out deci_a1);
if (!IsSubOpt1)
{
AddConstraint1(deci_a1);
}
IsOptimal = IsSubOpt1 && IsOptimal;
for (int t = alpha + 1; t < Data.TimeHorizon; t++)
{
IALPDecision deci_a = null;
bool IsSubOpt = CG2(t, out deci_a);
if (!IsSubOpt)
{
AddConstraint2(t, deci_a);
}
IsOptimal = IsSubOpt && IsOptimal;
}
if (IsOptimal)
{
print("--------{0} Attemping Completed！iter:{1}", System.DateTime.Now.ToLongTimeString(), iter);
UpdateValues();
UpdateBidPrice();
break;
}
}
if (TestValidation())
{
print("--------已经达到最优！", System.DateTime.Now.ToLongTimeString());
break;
}
else
{
StepFoward();
}
}
}
