public override Schedule Generate(Scenario scenario, FilledBaseline baseline = null)
{
var opportunities = scenario.Projects.Where(p => p is Opportunity).ToArray();
var batches = scenario.Projects.SelectMany(p => p.Batches).ToArray();
var batchesBothLines = batches.Where(b => b.Compatibility == Batch.LineCompatibility.Both).ToArray();
var batchesLine1 = batches.Where(b => b.Compatibility == Batch.LineCompatibility.Line1).ToArray();
var batchesLine2 = batches.Where(b => b.Compatibility == Batch.LineCompatibility.Line2).ToArray();
int bBc = batchesBothLines.Count();
var earliestDate = scenario.Projects.Min(p => p.DeliveryDate);
var lastDate = scenario.Projects.Max(p => p.DeliveryDate.AddDays(7 * p.Batches.Count())).AddDays(7 * 3); // add an additional buffer of 3 weeks.
double maxDays = (lastDate - earliestDate).Days;
var maxWeek = maxDays / 7 + 2;
const int weeksBuffer = 3;
const double numericScale = 100d;
const double delayPenaltyMultiplier = 0.01; // 1% of revenue per week
const double interestPenaltyMultiplier = (0.045 / 52.14); // 4.5% / 52.14 * (revenue – margin)
var env = new GRBEnv();
env.Set(GRB.IntParam.UpdateMode, 1);
env.Set(GRB.IntParam.LogToConsole, 1);
//env.Set(GRB.IntParam.ScaleFlag, 2);
//env.Set(GRB.IntParam.Presolve, 0);
//env.Set(GRB.DoubleParam.TimeLimit, _config.TimeLimit.Value);
//env.Set(GRB.DoubleParam.MIPGap, 0.02);
var m = new GRBModel(env);
// decide: which batch is when, on which line
// [batch, time]
var varBatchTimeLine1 = m.AddVars(bBc + batchesLine1.Count(), bBc + batchesLine1.Count(), 0, 1, GRB.BINARY, "varBatchTimeLine1");
var varBatchTimeLine2 = m.AddVars(bBc + batchesLine2.Count(), bBc + batchesLine2.Count(), 0, 1, GRB.BINARY, "varBatchTimeLine2");
// what are the time differences between times
var varBatchTimeDiffsLine1 = m.AddVars(bBc + batchesLine1.Count() - 1, 0, maxDays, GRB.CONTINUOUS, "varBatchTimeDiffsLine1");
var varBatchTimeDiffsLine2 = m.AddVars(bBc + batchesLine2.Count() - 1, 0, maxDays, GRB.CONTINUOUS, "varBatchTimeDiffsLine2");
var varLineDecision = m.AddVars(bBc, 0, 1, GRB.BINARY, "varLineDecision"); // 0 = Line1, 1 = Line2
// make stupid solution:
// assign fixed projects, set the rest as unused
m.Update();
for (int l = 0; l < 2; l++)
{
var line = l == 0 ? varBatchTimeLine1 : varBatchTimeLine2;
var diffs = l == 0 ? varBatchTimeDiffsLine1 : varBatchTimeDiffsLine2;
for (int i = 0; i < diffs.GetLength(0); i++)
{
diffs[i].Set(GRB.DoubleAttr.Start, 0);
}
//m.AddConstr(diffs[i] == 0, "initial solution diffs");
int lineT = 0;
for (int bi = bBc; bi < line.GetLength(0); bi++)
{
var batch = (l == 0 ? batchesLine1 : batchesLine2)[bi - bBc];
bool isFixedProject = scenario.Projects.First(p => p.Batches.Contains(batch)) is FixedProject;
if (isFixedProject)
{
line[bi, lineT].Set(GRB.DoubleAttr.Start, 1);
//m.AddConstr(line[bi, lineT] == 1, "assign batches of project in succession");
for (int j = 0; j < line.GetLength(1); j++)
{
if (j != lineT)
{
line[bi, j].Set(GRB.DoubleAttr.Start, 0);
}
}
//m.AddConstr(line[bi, j] == 0, "initial solution");
lineT++;
}
else
{
for (int j = 0; j < line.GetLength(1); j++)
{
line[bi, j].Set(GRB.DoubleAttr.Start, 0);
}
//m.AddConstr(line[bi, j] == 0, "initial solution");
}
}
// make zeros also for both line batches
for (int i = 0; i < bBc; i++)
{
for (int j = 0; j < line.GetLength(1); j++)
{
line[i, j].Set(GRB.DoubleAttr.Start, 0);
}
}
//m.AddConstr(line[i, j] == 0, "initial solution");
}
// line constraints:
// assign batch only once (constraint for single lines then both lines)
// if it's a fixed project though, then it must be allocated
for (int l = 0; l < 2; l++)
{
var line = l == 0 ? varBatchTimeLine1 : varBatchTimeLine2;
for (int bi = bBc; bi < line.GetLength(0); bi++)
{
var batchTotal = new GRBLinExpr();
for (int t = 0; t < line.GetLength(1); t++)
{
batchTotal += line[bi, t];
}
var batch = (l == 0 ? batchesLine1 : batchesLine2)[bi - bBc];
bool isFixedProject = scenario.Projects.First(p => p.Batches.Contains(batch)) is FixedProject;
if (!isFixedProject)
{
m.AddConstr(batchTotal <= 1, "assign batch only once");
}
else
{
m.AddConstr(batchTotal == 1, "assign batch exactly once");
}
}
}
for (int bi = 0; bi < bBc; bi++)
{
var batchTotal = new GRBLinExpr();
for (int t = 0; t < varBatchTimeLine1.GetLength(1); t++)
{
batchTotal += varBatchTimeLine1[bi, t];
}
for (int t = 0; t < varBatchTimeLine2.GetLength(1); t++)
{
batchTotal += varBatchTimeLine2[bi, t];
}
var batch = batchesBothLines[bi];
bool isFixedProject = scenario.Projects.First(p => p.Batches.Contains(batch)) is FixedProject;
if (!isFixedProject)
{
m.AddConstr(batchTotal <= 1, "assign batch only once");
}
else
{
m.AddConstr(batchTotal == 1, "assign batch exactly once");
}
}
// a time slot can only be used once on each line
for (int l = 0; l < 2; l++)
{
var line = l == 0 ? varBatchTimeLine1 : varBatchTimeLine2;
for (int t = 0; t < line.GetLength(1); t++)
{
var timeTotal = new GRBLinExpr();
for (int bi = 0; bi < line.GetLength(0); bi++)
{
timeTotal += line[bi, t];
}
m.AddConstr(timeTotal <= 1, "assign time slot only once on line " + (l + 1).ToString());
}
}
// for all batches which aren't assigned to a line yet, limit the allocation of yet unassigned batches of a project to one line
// TODO: If project has e.g. line1 and both lines, limit both lines to line 1?
for (int pi = 0; pi < scenario.Projects.Count(); pi++)
{
var p = scenario.Projects[pi];
if (!p.Batches.Any(b => b.Compatibility == Batch.LineCompatibility.Both))
{
continue;
}
int lineRestriction = -1;
if (p.Batches.Any(b => b.Compatibility != Batch.LineCompatibility.Both))
{
lineRestriction = p.Batches.First(b => b.Compatibility != Batch.LineCompatibility.Both).Compatibility == Batch.LineCompatibility.Line1 ? 0 : 1;
}
int i_prev = -1;
for (int j = 0; j < p.Batches.Count(); j++)
{
if (p.Batches[j].Compatibility != Batch.LineCompatibility.Both)
{
continue;
}
var i = batchesBothLines.IndexOf(p.Batches[j]);
if (lineRestriction == -1)
{
if (i_prev != -1)
{
m.AddConstr(varLineDecision[i] == varLineDecision[i_prev], "lineDecisionRestrictionAllSame");
}
}
else
{
// if there are other batches on this project which are already on a specific line, limit to the same line
m.AddConstr(varLineDecision[i] == lineRestriction, "lineDecisionRestrictionSpecific");
}
i_prev = i;
}
}
// for each project, either all or no batches must be assigned
var totalBatchesOfProject = new Dictionary <Project, List <GRBLinExpr> >();
foreach (var p in scenario.Projects)
{
var allBatches = new List <GRBLinExpr>();
// gather the total of all batches
GRBLinExpr previousBatchTotal = null;
for (int bi = 0; bi < p.Batches.Count(); bi++)
{
var b = p.Batches[bi];
var batchTotal = new GRBLinExpr();
if (b.Compatibility == Batch.LineCompatibility.Line1)
{
var bIndex = bBc + batchesLine1.IndexOf(b);
for (int ti = 0; ti < varBatchTimeLine1.GetLength(1); ti++)
{
batchTotal += varBatchTimeLine1[bIndex, ti];
}
}
else if (b.Compatibility == Batch.LineCompatibility.Line2)
{
var bIndex = bBc + batchesLine2.IndexOf(b);
for (int ti = 0; ti < varBatchTimeLine2.GetLength(1); ti++)
{
batchTotal += varBatchTimeLine2[bIndex, ti];
}
}
else
{
var bIndex = batchesBothLines.IndexOf(b);
for (int t = 0; t < varBatchTimeLine1.GetLength(1); t++)
{
batchTotal += varBatchTimeLine1[bIndex, t];
}
for (int t = 0; t < varBatchTimeLine2.GetLength(1); t++)
{
batchTotal += varBatchTimeLine2[bIndex, t];
}
}
// the sum of this batch over all times (0 or 1) has to be the same as the sum of the previous one
if (bi > 0)
{
//m.AddConstr(previousBatchTotal == batchTotal, "allBatchesAllocatedOrNot");
}
previousBatchTotal = batchTotal;
allBatches.Add(batchTotal);
}
totalBatchesOfProject.Add(p, allBatches);
}
// Tbd: Only half of the batch slots of line 1 may be occupied. Sometimes existst as internal projects.
// fill gap between 50% and internal projects, monthly resolution
// gather the time of time slots
GRBLinExpr[] startTimesLine1 = new GRBLinExpr[varBatchTimeLine1.GetLength(1)];
GRBLinExpr[] startTimesLine2 = new GRBLinExpr[varBatchTimeLine2.GetLength(1)];
var varStartTimesLine1 = m.AddVars(startTimesLine1.Count(), 0, maxDays, GRB.CONTINUOUS, "varStartTimesLine1");
var varStartTimesLine2 = m.AddVars(startTimesLine2.Count(), 0, maxDays, GRB.CONTINUOUS, "varStartTimesLine2");
for (int l = 0; l < 2; l++)
{
var batchLine = l == 0 ? varBatchTimeLine1 : varBatchTimeLine2;
var startTimes = l == 0 ? startTimesLine1 : startTimesLine2;
var batchesLine = l == 0 ? batchesLine1 : batchesLine2;
var batchTimeDiffs = l == 0 ? varBatchTimeDiffsLine1 : varBatchTimeDiffsLine2;
for (int t = 0; t < batchLine.GetLength(1); t++)
{
startTimes[t] = new GRBLinExpr();
// sum up all durations and buffer times before this time instance
for (int previous_t = 0; previous_t < t; previous_t++)
{
var duration_prev_t = new GRBLinExpr();
for (int bi = 0; bi < batchLine.GetLength(0); bi++)
{
var batch = bi < bBc ? batchesBothLines[bi] : batchesLine[bi];
var duration = batch.UsedWorkHours / 24d;
duration_prev_t += batchLine[bi, previous_t] * duration;
}
duration_prev_t += batchTimeDiffs[previous_t];
startTimes[t] += duration_prev_t;
}
}
var varStartTime = l == 0 ? varStartTimesLine1 : varStartTimesLine2;
for (int i = 0; i < varStartTime.Count(); i++)
{
m.AddConstr(varStartTime[i] == startTimes[i], "varStartTimeAssignment");
}
}
// gather the start time of the batches
var varStartTimesBatches1 = m.AddVars(varBatchTimeLine1.GetLength(0), 0, maxDays, GRB.CONTINUOUS, "varBatchStartTimesLine1");
var varStartTimesBatches2 = m.AddVars(varBatchTimeLine2.GetLength(0), 0, maxDays, GRB.CONTINUOUS, "varBatchStartTimesLine2");
for (int l = 0; l < 2; l++)
{
var batchLine = l == 0 ? varBatchTimeLine1 : varBatchTimeLine2;
var batchStartTimes = l == 0 ? varStartTimesBatches1 : varStartTimesBatches2;
var batchesLine = l == 0 ? batchesLine1 : batchesLine2;
var varStartTimes = l == 0 ? varStartTimesLine1 : varStartTimesLine2;
for (int bi = 0; bi < batchLine.GetLength(0); bi++)
{
// make the batch take the value of its time slot
for (int ti = 0; ti < batchLine.GetLength(1); ti++)
{
m.AddConstr(batchStartTimes[bi] <= varStartTimes[ti] + maxDays * (1 - batchLine[bi, ti]), "batchTimeAssignment");
m.AddConstr(batchStartTimes[bi] >= varStartTimes[ti] - maxDays * (1 - batchLine[bi, ti]), "batchTimeAssignment");
}
}
}
// scheduling formulation
for (int l = 0; l < 2; l++)
{
var varBatchStartTimes = l == 0 ? varStartTimesBatches1 : varStartTimesBatches2;
var line = batchesBothLines.ToList();
line.AddRange(l == 0 ? batchesLine1 : batchesLine2);
for (int bi1 = 0; bi1 < line.Count() - 1; bi1++)
{
var batch1 = line[bi1];
var o1_exists = opportunities.FirstOrDefault(o => o.Batches.Contains(batch1));
var oi1 = o1_exists != null ? (1 - totalBatchesOfProject[o1_exists][0]) : new GRBLinExpr();
var s1 = varBatchStartTimes[bi1];
var bothLineSlack1 = (bi1 < bBc) ? (l == 0 ? varLineDecision[bi1] - 0 : 1 - varLineDecision[bi1]) : new GRBLinExpr();
for (int bi2 = bi1 + 1; bi2 < line.Count(); bi2++)
{
var batch2 = line[bi2];
var o2_exists = opportunities.FirstOrDefault(o => o.Batches.Contains(batch2));
var oi2 = o2_exists != null ? (1 - totalBatchesOfProject[o1_exists][0]) : new GRBLinExpr();
var s2 = varBatchStartTimes[bi2];
var bothLineSlack2 = (bi2 < bBc) ? (l == 0 ? varLineDecision[bi2] - l : l - varLineDecision[bi2]) : new GRBLinExpr();
// S1 - E2 >= 0 OR S2 - E1 >= 0
// IF both batches are used
var decisionVar = m.AddVar(0, 1, GRB.BINARY, "schedulingORvar");
var opportunityNotUsedSlack = oi1 + oi2;
var varBothLinesLineDecisionSlack = bothLineSlack1 + bothLineSlack2; // LineDecisionSlack for both lines batches, i.e. if a bothline batch is used, don't restrict unused line.
m.AddConstr(s1 - (s2 + batch2.UsedWorkHours / 24d) >= -maxDays * (decisionVar + opportunityNotUsedSlack + varBothLinesLineDecisionSlack), "batchesScheduling");
m.AddConstr(s2 - (s1 + batch1.UsedWorkHours / 24d) >= -maxDays * (1 - decisionVar + opportunityNotUsedSlack + varBothLinesLineDecisionSlack), "batchesScheduling");
}
}
}
// Maximize the margin (including delay and interest penalties) and the workload
// Only the delivery of the first batch is really important. The rest is less important.
var margin = new GRBLinExpr();
var delays = new List <GRBLinExpr>();
var interests = new List <GRBLinExpr>();
var weekValues = new List <GRBLinExpr>();
var weekDiffs = new List <GRBLinExpr>();
foreach (var p in scenario.Projects)
{
// if the project is used add the margin
if (p is Opportunity)
{
margin += totalBatchesOfProject[p][0] * p.Margin * (1d / numericScale);
}
else
{
margin += p.Margin / numericScale;
}
// deduct the delay penalty for each batch.
var startDayOfProject = (p.DeliveryDate - earliestDate).TotalDays;
var varMaxedValue = m.AddVars(p.Batches.Count(), 0, maxWeek, GRB.CONTINUOUS, "penaltyIndicator" + p.Description);
//var varDecisionVar = m.AddVars(p.Batches.Count(), 0, 1, GRB.BINARY, "penaltyIndicator" + p.Description);
//m.Update();
GRBLinExpr previousWeekValue = new GRBLinExpr();
for (int pbi = 0; pbi < p.Batches.Count(); pbi++)
{
var b = p.Batches[pbi];
// compare the minimal batch time (3 + 1 weeks) to the actual delivery time
GRBLinExpr weekValue;
if (batchesLine1.Contains(b))
{
var bi = batchesLine1.IndexOf(b) + bBc;
weekValue = varStartTimesBatches1[bi] / 7d;
}
else if (batchesLine2.Contains(b))
{
var bi = batchesLine2.IndexOf(b) + bBc;
weekValue = varStartTimesBatches2[bi] / 7d;
}
else
{
var bi = batchesBothLines.IndexOf(b);
// create a new var
var bothLineWeekVar = m.AddVar(0, maxWeek, GRB.CONTINUOUS, "weekValueBothLines");
//m.Update();
m.AddConstr(bothLineWeekVar >= varStartTimesBatches1[bi] / 7d - (varLineDecision[bi]) * maxWeek, "weekValueBothLinesDefinitionByConstraints");
m.AddConstr(bothLineWeekVar <= varStartTimesBatches1[bi] / 7d + (varLineDecision[bi]) * maxWeek, "weekValueBothLinesDefinitionByConstraints");
m.AddConstr(bothLineWeekVar >= varStartTimesBatches2[bi] / 7d - (1 - varLineDecision[bi]) * maxWeek, "weekValueBothLinesDefinitionByConstraints");
m.AddConstr(bothLineWeekVar <= varStartTimesBatches2[bi] / 7d + (1 - varLineDecision[bi]) * maxWeek, "weekValueBothLinesDefinitionByConstraints");
weekValue = bothLineWeekVar;
}
if (true || pbi < p.Batches.Count() - 1)
{
// for positive difference add delay penalty, for negative difference add interest penalty
// x = opportunity used ? x : 0
// var = max(0, x)
// margin += var * delay
// margin += (x - var) * interest
var plannedWeek = startDayOfProject / 7d + pbi * (weeksBuffer + 1);
GRBLinExpr weekDiff;
if (p is Opportunity)
{
var weekDiffIfUsed = m.AddVar(-maxWeek, maxWeek, GRB.CONTINUOUS, "weekDiffIfUsed");
//m.Update();
var wD = weekValue - plannedWeek;
m.AddConstr(weekDiffIfUsed >= wD - (1 - totalBatchesOfProject[p][0]) * maxWeek, "weekDiffConstraintDefinition1");
m.AddConstr(weekDiffIfUsed <= wD + (1 - totalBatchesOfProject[p][0]) * maxWeek, "weekDiffConstraintDefinition2");
m.AddConstr(weekDiffIfUsed <= (totalBatchesOfProject[p][0]) * maxWeek, "weekDiffConstraintDefinition3");
m.AddConstr(weekDiffIfUsed >= -(totalBatchesOfProject[p][0]) * maxWeek, "weekDiffConstraintDefinition4");
weekDiff = weekDiffIfUsed;
}
else
{
weekDiff = weekValue - plannedWeek;
}
m.AddConstr(varMaxedValue[pbi] >= weekDiff, "maxedWeekDiffValueConstraintDefinition");
//m.AddConstr(varMaxedValue[pbi] >= 0, "maxedWeekDiffValueConstraintDefinition");
//m.AddConstr(varMaxedValue[pbi] <= weekDiff + maxWeek * (varDecisionVar[pbi]), "maxedWeekDiffValueConstraintDefinition");
//m.AddConstr(varMaxedValue[pbi] <= 0 + maxWeek * (1 - varDecisionVar[pbi]), "maxedWeekDiffValueConstraintDefinition");
double firstBatchImportance = pbi == 0 ? 1 : 0.2; // mainly the first batch is important, the rest is meh
weekValues.Add(weekValue);
weekDiffs.Add(weekDiff);
double revenueBase = p.Revenue == 0 ? 1E+8 : p.Revenue; // if it's an internal project it must not be shifted, therefore we make the penalty high
revenueBase /= numericScale;
delays.Add(varMaxedValue[pbi] * delayPenaltyMultiplier * revenueBase * firstBatchImportance);
interests.Add(-(weekDiff - varMaxedValue[pbi]) * interestPenaltyMultiplier * revenueBase * firstBatchImportance);
margin -= delays.Last() + interests.Last();
}
// constraint: batches of a project have to be in succession, i.e. batch2 can't come after batch3 chronologically
if (pbi > 0)
{
m.AddConstr(weekValue - previousWeekValue >= 0, "batchesOfProjectHaveToBeInSuccession");
}
previousWeekValue = weekValue;
}
}
//m.SetObjective(margin, GRB.MAXIMIZE);
m.Update();
m.Write("ilproman3.mps");
m.Write("ilproman3.mst");
//m.Tune();
//m.GetTuneResult(0);
m.Optimize();
//env.Set(GRB.IntParam.IISMethod, 0); // makes IIS computation fast but potentially inaccurate
m.ComputeIIS();
m.Write("ilp.ilp");
// TODO: Max 5 weeks delay per project
// build the solution from the optimization
var sol = new Schedule();
int batchCount = 0;
double cumulatedDelays = 0;
double cumulatedInterests = 0;
foreach (var p in scenario.Projects)
{
List <Schedule.BatchAllocation> allocatedBatches = new List <Schedule.BatchAllocation>();
var data = new List <double[]>();
for (int bi = 0; bi < p.Batches.Count(); bi++)
{
var b = p.Batches[bi];
var delay = delays[batchCount].Value;
var interest = interests[batchCount].Value;
cumulatedDelays += delay;
cumulatedInterests += interest;
var weekValue = weekValues[batchCount].Value;
var weekDiff = weekDiffs[batchCount].Value;
// figure out on which week and which line the batch is allocated
double dayLine1 = 0;
double dayLine2 = 0;
if (b.Compatibility == Batch.LineCompatibility.Line1)
{
dayLine1 = varStartTimesBatches1[bBc + batchesLine1.IndexOf(b)].Get(GRB.DoubleAttr.X);
}
else if (b.Compatibility == Batch.LineCompatibility.Line2)
{
dayLine2 = varStartTimesBatches2[bBc + batchesLine2.IndexOf(b)].Get(GRB.DoubleAttr.X);
}
else
{
var bbi = batchesBothLines.IndexOf(b);
var lineDecision = varLineDecision[bbi].Get(GRB.DoubleAttr.X);
dayLine1 = varStartTimesBatches1[bbi].Get(GRB.DoubleAttr.X) * (1 - lineDecision);
dayLine2 = varStartTimesBatches2[bbi].Get(GRB.DoubleAttr.X) * lineDecision;
}
data.Add(new double[] { delay, interest, weekValue, weekDiff, dayLine1 + dayLine2 });
if (dayLine1 > 0 && dayLine2 > 0)
{
throw new InvalidOperationException();
}
var alloc = Schedule.LineAllocation.None;
if (p is FixedProject || (p is Opportunity && totalBatchesOfProject[p][0].Value > 0.5))
{
if (b.Compatibility == Batch.LineCompatibility.Both)
{
alloc = varLineDecision[batchesBothLines.IndexOf(b)].Get(GRB.DoubleAttr.X) > 0.5 ? Schedule.LineAllocation.Line2 : Schedule.LineAllocation.Line1;
}
else
{
alloc = b.Compatibility == Batch.LineCompatibility.Line1 ? Schedule.LineAllocation.Line1 : Schedule.LineAllocation.Line2;
}
}
//if (dayLine1 > 0) alloc = Solution.LineAllocation.Line1;
//if (dayLine2 > 0) alloc = Solution.LineAllocation.Line2;
allocatedBatches.Add(new Schedule.BatchAllocation(b, alloc, earliestDate.AddDays(dayLine1 + dayLine2)));
batchCount++;
}
sol.Add(new Schedule.ProjectAllocation(p, allocatedBatches));
}
/*var maxMustWinDate = mustWinOpportunitites.Max(p => p.DeliveryDate.AddDays(7 * p.Batches.Count())).AddDays(7 * 3);
* var minMustWinDate = mustWinOpportunitites.Min(p2 => p2.DeliveryDate);
* var sevenmonthsrange = sol.Where(p => p.Project.DeliveryDate >= minMustWinDate && p.Project.DeliveryDate <= maxMustWinDate).ToArray();
* var ops = sevenmonthsrange.Where(p => mustWinOpportunitites.Contains(p.Project) || p.Project is FixedProject);
* var s = ops.Sum(p => p.Project.Revenue);*/
return(sol);
}