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();
}
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();
}
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;
}