static void Main(string[] args)
{
Console.WriteLine("READING DATA....");
//FOLDER FILES
string inputFolder = "..//..//..//InputFiles//"; //Relative path
string outputFolder = "..//..//..//OutputFiles//"; //Relative path
ReadData readData = new ReadData();
InputData inputData = readData.readData(inputFolder);
//GLOBAL VARS
int nCUT = 0;
double Min_Stage2_Profit = double.MaxValue;
double GAP = double.MaxValue;
//let { p in PROD}
//inv1[p] := 0;
List <Inv0_param> inv1List = new List <Inv0_param>();
inputData.ProdList.ForEach(pl =>
{
Inv0_param invProd = new Inv0_param()
{
PROD = pl.PROD,
INV0 = 0
};
inv1List.Add(invProd);
});
SubModelParameters subModelParams = new SubModelParameters()
{
inv1 = inv1List
};
SubModelOutputs subModelOutputs = new SubModelOutputs();
MasterModelParameters masterModelParameters = new MasterModelParameters();
MasterModelOutputs masterModelOutputs = new MasterModelOutputs();
//FOR 50
for (int x = 0; x <= 50; x++)
{
SubModel sb = new SubModel(subModelParams);
subModelOutputs = sb.Build_Model(inputData, outputFolder);
//if Stage2_Profit < Min_Stage2_Profit - 0.00001
if (subModelOutputs.stage2Profit < Min_Stage2_Profit - 0.00001)
{
//let GAP := min(GAP, Min_Stage2_Profit - Stage2_Profit);
GAP = Math.Min(GAP, Min_Stage2_Profit - subModelOutputs.stage2Profit);
//option display_1col 0;
//display GAP, Make, Sell, Inv;
//let nCUT := nCUT + 1;
nCUT++;
//let { t in 2..T, s in SCEN} time_price[t, s, nCUT] := Time[t, s].dual;
List <TimePrice_param> timePriceList = new List <TimePrice_param>();
List <T_param> tlist2 = inputData.TList.FindAll(tl => tl.T >= 2);
tlist2.ForEach(tl =>
{
inputData.ScenList.ForEach(sl =>
{
string cn = "TIME_" + tl.T + "_" + sl.SCEN;
double dl = subModelOutputs.gModel.GetConstrByName(cn).Get(GRB.DoubleAttr.Pi);
TimePrice_param tpp = new TimePrice_param()
{
nCUT = nCUT,
T = tl,
SCEN = sl,
DUAL = dl
};
timePriceList.Add(tpp);
});
});
//let { p in PROD, s in SCEN} bal2_price[p, s, nCUT] := Balance2[p, s].dual;
List <Balance2Price_param> balance2PriceList = new List <Balance2Price_param>();
inputData.ProdList.ForEach(pl =>
{
inputData.ScenList.ForEach(sl =>
{
string cn = "BALANCE2_" + pl.PROD + "_" + sl.SCEN;
var dl = subModelOutputs.gModel.GetConstrByName(cn).Get(GRB.DoubleAttr.Pi);
Balance2Price_param b2p = new Balance2Price_param()
{
nCUT = nCUT,
PROD = pl,
SCEN = sl,
DUAL = dl
};
balance2PriceList.Add(b2p);
});
});
//let { p in PROD, t in 2..T, s in SCEN} sell_lim_price[p, t, s, nCUT] := Sell[p, t, s].urc;
List <SellLimPrice_param> sellLimPriceList = new List <SellLimPrice_param>();
IndexesVar ixVar = new IndexesVar();
inputData.ProdList.ForEach(pl =>
{
tlist2.ForEach(tl =>
{
inputData.ScenList.ForEach(sl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int ix = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, tlist2.Count, inputData.ScenList.Count);
SellLimPrice_param slp = new SellLimPrice_param()
{
nCUT = nCUT,
PROD = pl,
SCEN = sl,
T = tl,
URC = subModelOutputs.sell[ix].RC
};
sellLimPriceList.Add(slp);
});
});
});
}
else
{
break;
}
//printf "\nRE-SOLVING MASTER PROBLEM\n\n";
//solve Master;
//printf "\n";
//option display_1col 20;
//display Make1, Inv1, Sell1;
MasterModel masterModel = new MasterModel();
masterModelOutputs = masterModel.buildModel(inputData, nCUT, masterModelParameters, outputFolder);
//let { p in PROD}
//inv1[p] := Inv1[p];
inputData.ProdList.ForEach(pl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
//inv1List.Find(il => il.PROD.Equals(pl.PROD)).INV0 = masterModelOutputs.inv1[ixP].X;
Inv0_param invProdNew = new Inv0_param()
{
PROD = pl.PROD,
INV0 = masterModelOutputs.inv1[ixP].X
};
int ixPInv = inv1List.IndexOf(inv1List.Find(il => il.PROD.Equals(pl.PROD)));
inv1List[ixPInv] = invProdNew;
});
}
}
public SubModelOutputs Build_Model(
InputData inputData,
string outputFolder
)
{
try
{
// Create an empty environment, set options and start
GRBEnv env = new GRBEnv(true);
env.Set("LogFile", "LogFileGurobiModel.log");
env.Start();
int T = 4;
List <T_param> Tlist2 = inputData.TList.FindAll(tl => tl.T >= 2);
List <T_param> Tlist3 = inputData.TList.FindAll(tl => tl.T >= 3);
// Create empty Gurobi model
GRBModel gModel = new GRBModel(env);
// Create an empty linear expression object.
//Parameters and variables will be added and then used to add model components
//(Objective Function and Constraints).
GRBLinExpr expr1 = 0.0;
GRBLinExpr expr2 = 0.0;
// Crear la variables
GRBVar[] Make = gModel.AddVars(inputData.ProdList.Count * Tlist2.Count * inputData.ScenList.Count, GRB.CONTINUOUS);
GRBVar[] Inv = gModel.AddVars(inputData.ProdList.Count * Tlist2.Count * inputData.ScenList.Count, GRB.CONTINUOUS);
GRBVar[] Sell = gModel.AddVars(inputData.ProdList.Count * Tlist2.Count * inputData.ScenList.Count, GRB.CONTINUOUS);
//MAKE VARNAME
inputData.ProdList.ForEach(pl => {
Tlist2.ForEach(tl => {
inputData.ScenList.ForEach(sl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int ix = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
Make[ix].VarName = "MAKE_PROD: " + pl.PROD + " T: " + tl.T + " SCEN: " + sl.SCEN;
});
});
});
//INV VARNAME
inputData.ProdList.ForEach(pl => {
Tlist2.ForEach(tl => {
inputData.ScenList.ForEach(sl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int ix = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
Inv[ix].VarName = "INV_PROD: " + pl.PROD + " T: " + tl.T + " SCEN: " + sl.SCEN;
});
});
});
//SELL VARNAME
inputData.ProdList.ForEach(pl => {
Tlist2.ForEach(tl => {
inputData.ScenList.ForEach(sl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int ix = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
Sell[ix].VarName = "SELL_PROD: " + pl.PROD + " T: " + tl.T + " SCEN: " + sl.SCEN;
});
});
});
//MAKE => 0 (constrain)
//GRB.CONTINUOUS
for (int a = 0; a < Make.Length; a++)
{
expr1.Clear();
expr1.AddTerm(1, Make[a]);
gModel.AddConstr(expr1, GRB.GREATER_EQUAL, 0, ">=0");
}
//INV => 0 (constrain)
for (int a = 0; a < Inv.Length; a++)
{
expr1.Clear();
expr1.AddTerm(1, Inv[a]);
gModel.AddConstr(expr1, GRB.GREATER_EQUAL, 0, ">=0");
}
//SELL => 0 (constrain)
for (int a = 0; a < Sell.Length; a++)
{
expr1.Clear();
expr1.AddTerm(1, Sell[a]);
gModel.AddConstr(expr1, GRB.GREATER_EQUAL, 0, ">=0");
}
//SELL <= market[p,t]
expr1.Clear();
inputData.ProdList.ForEach(pl => {
Tlist2.ForEach(tl => {
inputData.ScenList.ForEach(sl => {
double market = inputData
.MarketList
.Find(ml =>
ml.PROD.Equals(pl.PROD) &&
ml.T.Equals(tl.T)).MARKET;
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int index = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
expr1.Clear();
expr1.AddTerm(1, Sell[index]);
gModel.AddConstr(expr1, GRB.LESS_EQUAL, market, "<=Market");
});
});
});
//Construir funcion objetivo
//maximize Stage2_Profit:
// sum {s in SCEN} prob[s] *
// sum {p in PROD, t in 2..T} (revenue[p,t,s]*Sell[p,t,s] -
// prodcost[p]*Make[p,t,s] - invcost[p]*Inv[p,t,s]);
expr1.Clear();
inputData.ScenList.ForEach(s =>
{
double prob = inputData.ProbList.Find(x => x.SCEN.Equals(s.SCEN)).PROB;
inputData.ProdList.ForEach(p =>
{
Tlist2.ForEach(tl =>
{
//SELL
double revenue = inputData
.RevenueList
.Find(r =>
r.PROD.Equals(p.PROD) &&
r.T.Equals(tl.T) &&
r.SCEN.Equals(s.SCEN)
).REVENUE;
double prodCost = inputData
.ProdCostList
.Find(pc =>
pc.PROD.Equals(p.PROD)
).PRODCOST;
double invCost = inputData
.InvCostList
.Find(ic =>
ic.PROD.Equals(p.PROD)
).INVCOST;
int ixP = inputData.ProdList.IndexOf(p);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(s);
int indexVar = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
expr1.AddTerm(prob * revenue, Sell[indexVar]);
expr1.AddTerm(-1 * prob * prodCost, Make[indexVar]);
expr1.AddTerm(-1 * prob * invCost, Inv[indexVar]);
});
});
});
//Insertar funcion objetivo
gModel.SetObjective(expr1, GRB.MAXIMIZE);
//Insertar Restricciones
//subject to Time {t in 2..T, s in SCEN}:
//sum {p in PROD} (1/rate[p]) * Make[p,t,s] <= avail[t];
expr1.Clear();
Tlist2.ForEach(tl => {
inputData.ScenList.ForEach(sl =>
{
inputData.ProdList.ForEach(pl =>
{
double rate = 1 / inputData.RateList.Find(rl => rl.PROD.Equals(pl.PROD)).RATE;
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int ixMake = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
expr1.AddTerm(rate, Make[ixMake]);
});
double avail = inputData.AvailList.Find(al => al.T.Equals(tl.T)).AVAIL;
gModel.AddConstr(expr1, GRB.LESS_EQUAL, avail, "TIME_" + tl.T + "_" + sl.SCEN);
});
});
//subject to Balance2 { p in PROD, s in SCEN}:
//Make[p, 2, s] + inv1[p] = Sell[p, 2, s] + Inv[p, 2, s];
//2 => index T => 0
expr1.Clear();
inputData.ProdList.ForEach(pl =>
{
inputData.ScenList.ForEach(sl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = 0;
int ixS = inputData.ScenList.IndexOf(sl);
int ix = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
double inv1 = subModelParams.inv1.Find(il => il.PROD.Equals(pl.PROD)).INV0;
expr1.Clear();
expr2.Clear();
//como sumar un param ????
expr1.AddTerm(1, Make[ix]);
//expr1.AddTerm(inv1, null); ???? como??? // Se despeja vars & params
expr1.AddTerm(-1, Sell[ix]);
expr1.AddTerm(-1, Inv[ix]);
gModel.AddConstr(expr1, GRB.EQUAL, inv1, "BALANCE2_" + pl.PROD + "_" + sl.SCEN);
});
});
//subject to Balance { p in PROD, t in 3..T, s in SCEN}:
//Make[p, t, s] + Inv[p, t - 1, s] = Sell[p, t, s] + Inv[p, t, s];
inputData.ProdList.ForEach(pl =>
{
Tlist3.ForEach(tl =>
{
inputData.ScenList.ForEach(sl =>
{
int ixP = inputData.ProdList.IndexOf(pl);
int ixT = Tlist2.IndexOf(tl);
int ixS = inputData.ScenList.IndexOf(sl);
int ix = ixVar.getIx3(ixP, ixT, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
int ix2 = ixVar.getIx3(ixP, ixT - 1, ixS, inputData.ProdList.Count, Tlist2.Count, inputData.ScenList.Count);
expr1.Clear();
expr2.Clear();
expr1.AddTerm(1, Make[ix]);
expr1.AddTerm(1, Inv[ix2]);
expr2.AddTerm(1, Sell[ix]);
expr2.AddTerm(1, Inv[ix]);
gModel.AddConstr(expr1, GRB.EQUAL, expr2, "SUBJECT TO BALANCE");
});
});
});
//carpeta donde se expande el modelo
gModel.Write(outputFolder + "Submodel_Model.lp");
// RESOLVER EL MODELO
try
{
Console.WriteLine("Solving the sub model with gurobi..");
gModel.Optimize();
if (gModel.Status == 2)
{
for (int m = 0; m < Make.Length; m++)
{
Console.WriteLine("Make Var: " + Make[m].VarName + " = " + Make[m].X);
}
for (int m = 0; m < Inv.Length; m++)
{
Console.WriteLine("Inv Var: " + Inv[m].VarName + " = " + Inv[m].X);
}
for (int m = 0; m < Sell.Length; m++)
{
Console.WriteLine("Sell Var: " + Sell[m].VarName + " = " + Sell[m].X);
}
}
SubModelOutputs smo = new SubModelOutputs()
{
make = Make,
sell = Sell,
inv = Inv,
stage2Profit = gModel.ObjVal,
gModel = gModel
};
//gModel.Dispose();
//env.Dispose();
return(smo);
}
catch { Console.WriteLine("ERROR SOLVING THE MODEL"); }
gModel.Dispose();
env.Dispose();
}
catch (GRBException ex)
{
Console.WriteLine("Error code: " + ex.ErrorCode + ". " + ex.Message);
}
return(new SubModelOutputs());
}
