//Affine Funciton Approximation
public static Cplex Build_CD1_Model(IALPFTMDP aff)
{
Cplex model = new Cplex();
IObjective cost = model.AddMaximize();
IRange[][] constraint1 = new IRange[aff.TimeHorizon][];
IRange[] constraint2 = new IRange[aff.TimeHorizon];
#region //////////////生成约束//////////////
for (int i = 0; i < aff.TimeHorizon; i++)
{
constraint1[i] = new IRange[aff.RS.Count];
foreach (IALPResource re in aff.RS)
{
if (i == 0)
{
constraint1[i][aff.RS.IndexOf(re)] = model.AddRange((aff.InitialState as IALPState)[re], (aff.InitialState as IALPState)[re]);
}
else
{
constraint1[i][aff.RS.IndexOf(re)] = model.AddRange(0, 0);
}
}
constraint2[i] = model.AddRange(1, 1);
}
#endregion
#region //////////////生成变量//////////////
for (int t = 0; t < aff.TimeHorizon; t++)
{
foreach (IALPState s in aff.SS)
{
foreach (IMDPDecision a in aff.GenDecisionSpace(s))
{
Column col = model.Column(cost, aff.Rt(t, a));
foreach (IALPResource re in aff.RS)
{
col = col.And(model.Column(constraint1[t][aff.RS.IndexOf(re)], (s as IALPState)[re]));
if (t < aff.TimeHorizon - 1)
{
col = col.And(model.Column(constraint1[t + 1][aff.RS.IndexOf(re)], (aff.Qti(t, re, a)) - (s as IALPState)[re]));
}
}
col = col.And(model.Column(constraint2[t], 1));
model.NumVar(col, 0, double.MaxValue, NumVarType.Float);
}
}
}
#endregion
return(model);
}
public static Cplex Build_CD3_Model(IALPFTMDP aff)
{
Cplex model = new Cplex();
IObjective cost = model.AddMaximize();
INumVar[][] var = new INumVar[aff.TimeHorizon][];
#region //////////////生成约束//////////////
IRange[][] constraint1 = new IRange[aff.TimeHorizon][];
IRange[] constraint2 = new IRange[aff.TimeHorizon];
for (int i = 0; i < aff.TimeHorizon; i++)
{
var[i] = new INumVar[aff.DS.Count];
constraint1[i] = new IRange[aff.RS.Count];
foreach (IALPResource re in aff.RS)
{
constraint1[i][aff.RS.IndexOf(re)] = model.AddRange(double.MinValue, (aff.InitialState as IALPState)[re]);
}
constraint2[i] = model.AddRange(1, 1);
}
#endregion
#region //////////////生成变量//////////////
for (int t = 0; t < aff.TimeHorizon; t++)
{
foreach (IALPDecision a in aff.DS)
{
//目标函数
Column col = model.Column(cost, aff.Rt(t, a));
//第一类约束
foreach (IALPResource re in aff.RS)
{
for (int k = t + 1; k < aff.TimeHorizon; k++)
{
col = col.And(model.Column(constraint1[k][aff.RS.IndexOf(re)], aff.Qti(t, re, a)));
}
if (a.UseResource(re))
{
col = col.And(model.Column(constraint1[t][aff.RS.IndexOf(re)], 1));
}
}
//第二类约束
col = col.And(model.Column(constraint2[t], 1));
var[t][aff.DS.IndexOf(a)] = model.NumVar(col, 0, double.MaxValue, NumVarType.Float);
}
}
#endregion
return(model);
}
public void SetData(IALPFTMDP _aff)
{
aff = _aff;
}
public S_StarSolver(IALPFTMDP _aff)
{
aff = _aff;
}
public static Cplex Build_CLP1_Model(IALPFTMDP aff)
{
Cplex model = new Cplex();
INumVar[][] Var1 = new INumVar[aff.TimeHorizon][];
INumVar[] Var2 = model.NumVarArray(aff.TimeHorizon, 0, double.MaxValue);
#region //////////////生成变量//////////////
for (int i = 0; i < aff.TimeHorizon; i++)
{
Var1[i] = model.NumVarArray(aff.RS.Count, 0, double.MaxValue);// new INumVar[aff.DS.Count];
}
#endregion
#region //////////////生成约束//////////////
for (int t = 0; t < aff.TimeHorizon; t++)
{
foreach (IALPDecision a in aff.DS)
{
INumExpr exp1 = model.NumExpr();
if (t < aff.TimeHorizon - 1)
{
exp1 = model.Sum(Var2[t], model.Prod(-1, Var2[t + 1]));
foreach (IALPResource re in aff.RS)
{
if (a.UseResource(re))
{
exp1 = model.Sum(exp1, Var1[t][aff.RS.IndexOf(re)], model.Prod(aff.Qti(t, re, a) - 1, Var1[t + 1][aff.RS.IndexOf(re)]));
}
}
}
else
{
exp1 = model.Sum(exp1, Var2[t]);
foreach (IALPResource re in aff.RS)
{
if (a.UseResource(re))
{
exp1 = model.Sum(exp1, Var1[t][aff.RS.IndexOf(re)]);
}
}
}
model.AddGe(exp1, aff.Rt(t, a));
}
if (t < aff.TimeHorizon - 1)
{
foreach (IALPResource re in aff.RS)
{
INumExpr exp2 = model.NumExpr();
exp2 = model.Sum(Var1[t][aff.RS.IndexOf(re)], model.Prod(-1, Var1[t + 1][aff.RS.IndexOf(re)]));
model.AddGe(exp2, 0);
}
INumExpr exp3 = model.NumExpr();
exp3 = model.Sum(exp3, Var2[t], model.Prod(-1, Var2[t + 1]));
model.AddGe(exp3, 0);
}
}
#endregion
#region //////////////生成目标//////////////
INumExpr exp5 = model.NumExpr();
exp5 = model.Sum(exp5, Var2[0]);
foreach (IALPResource re in aff.RS)
{
exp5 = model.Sum(exp5, model.Prod((aff.InitialState as IALPState)[re], Var1[0][aff.RS.IndexOf(re)]));
}
IObjective cost = model.AddMinimize(exp5);
#endregion
return(model);
}
public static Cplex Build_CD2_Model(IALPFTMDP aff)
{
Cplex model = new Cplex();
IObjective cost = model.AddMaximize();
#region //////////////生成约束//////////////
IRange[][] constraint1 = new IRange[aff.TimeHorizon][];
IRange[][] constraint2 = new IRange[aff.TimeHorizon][];
IRange[] constraint3 = new IRange[aff.TimeHorizon];
for (int i = 0; i < aff.TimeHorizon; i++)
{
constraint1[i] = new IRange[aff.RS.Count];
constraint2[i] = new IRange[aff.RS.Count];
foreach (IALPResource re in aff.RS)
{
if (i == 0)
{
constraint1[i][aff.RS.IndexOf(re)] = model.AddRange((aff.InitialState as IALPState)[re], (aff.InitialState as IALPState)[re]);
constraint2[i][aff.RS.IndexOf(re)] = model.AddRange(double.MinValue, 0);
}
else
{
constraint1[i][aff.RS.IndexOf(re)] = model.AddRange(0, 0);
constraint2[i][aff.RS.IndexOf(re)] = model.AddRange(double.MinValue, 0);
}
}
constraint3[i] = model.AddRange(1, 1);
}
#endregion
#region //////////////生成变量//////////////
//生成h
for (int t = 0; t < aff.TimeHorizon; t++)
{
foreach (IALPDecision a in aff.DS)
{
//目标函数
Column col = model.Column(cost, aff.Rt(t, a));
foreach (IALPResource re in aff.RS)
{
//第一类约束
if (t < aff.TimeHorizon - 1)
{
col = col.And(model.Column(constraint1[t + 1][aff.RS.IndexOf(re)], aff.Qti(t + 1, re, a)));
}
//第二类约束
if (a.UseResource(re))
{
col = col.And(model.Column(constraint2[t][aff.RS.IndexOf(re)], 1));
}
}
//第三类约束
col = col.And(model.Column(constraint3[t], 1));
model.NumVar(col, 0, double.MaxValue, NumVarType.Float);
}
foreach (IALPResource r in aff.RS)
{
Column col = model.Column(cost, 0);// cost, aff.Rt(t, a));
if (t < aff.TimeHorizon - 1)
{
col = col.And(model.Column(constraint1[t + 1][aff.RS.IndexOf(r)], -1));
}
col = col.And(model.Column(constraint1[t][aff.RS.IndexOf(r)], 1));
col = col.And(model.Column(constraint2[t][aff.RS.IndexOf(r)], -1));
model.NumVar(col, 0, double.MaxValue, NumVarType.Float);
}
}
///);
#endregion
return(model);
}
//Piece-Wise Function Approximation
public static Cplex Build_Dual_PW_Model(IALPFTMDP aff)
{
Cplex model = new Cplex();
IObjective cost = model.AddMaximize();
#region //////////////生成约束//////////////
IRange[][][] constraint1 = new IRange[aff.TimeHorizon][][];
IRange[] constraint2 = new IRange[aff.TimeHorizon];
for (int i = 0; i < aff.TimeHorizon; i++)
{
constraint1[i] = new IRange[aff.RS.Count][];
foreach (IALPResource re in aff.RS)
{
constraint1[i][aff.RS.IndexOf(re)] = new IRange[(aff.InitialState as IALPState)[re]];
for (int k = 1; k < (aff.InitialState as IALPState)[re]; k++)
{
if (i == 0)
{
constraint1[i][aff.RS.IndexOf(re)][k - 1] = model.AddRange(1, 1);
}
else
{
constraint1[i][aff.RS.IndexOf(re)][k - 1] = model.AddRange(0, 0);
}
}
}
constraint2[i] = model.AddRange(1, 1);
}
#endregion
#region //////////////生成变量//////////////
//System.Threading.Tasks.Parallel.For(0, aff.TimeHorizon, (t) =>
for (int t = 0; t < aff.TimeHorizon; t++)
{
foreach (IALPState s in aff.SS)
{
foreach (IMDPDecision a in aff.GenDecisionSpace(s))
{
//目标函数
Column col = model.Column(cost, aff.Reward(t, s, a));
// System.Console.WriteLine(aff.Reward(t, s, a));
//第一类约束
foreach (IALPResource re in aff.RS)
{
for (int k = 1; k < (aff.InitialState as IALPState)[re]; k++)
{
if (s[re] >= k)
{
col = col.And(model.Column(constraint1[t][aff.RS.IndexOf(re)][k - 1], 1));
if (t < aff.TimeHorizon - 1)
{
col = col.And(model.Column(constraint1[t + 1][aff.RS.IndexOf(re)][k - 1], -1));
if (s[re] == k)
{
col = col.And(model.Column(constraint1[t + 1][aff.RS.IndexOf(re)][k - 1], (aff.Qti(t, re, a))));
}
}
}
}
}
//第二类约束
col = col.And(model.Column(constraint2[t], 1));
model.NumVar(col, 0, double.MaxValue, NumVarType.Float);
}
}
}
///);
#endregion
model.SetOut(null);
return(model);
}
public CD1_DW_Solver(IALPFTMDP _aff)
{
Data = _aff;
}
public CD1_DW_Parallel_Solver(IALPFTMDP _aff)
{
Data = _aff;
}