public override void StepFoward()
{
alpha -= step;
//Delete Agg constraint(s)
foreach (var a in Aggconstraints)
{
RMPModel.Remove(a.Value);
}
List <IALPDecision> list = Aggconstraints.Keys.ToList();
Aggconstraints.Clear();
//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);
foreach (IALPDecision de in list)
{
AddConstraint1(de);
}
Decision d = _ds[0] as Decision;
for (int t = alpha + 1; t <= alpha + step; t++)
{
AddConstraint2(t, d);
}
}
public override void DoCalculate()//Calculate the Bid-Price of current time
{
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++)
{
//print("------{0} Starting iteration:{1}", System.DateTime.Now.ToLongTimeString(), iter);
if (RMPModel.Solve())
{
#region 判断是否终止
if (RMPModel.GetObjValue() - tempObj < Threshold)
{
tol--;
}
else
{
tol = ObeyTime;
}
tempObj = RMPModel.GetObjValue();
#endregion
}
print("------{0} Starting iteration:{1},Current Obj Value:{2}", System.DateTime.Now.ToLongTimeString(), iter, tempObj);
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
IsOptimal = SolveSubProblem();
if (IsOptimal)
{
print("--------{0} Attemping Completed！iter:{1}", System.DateTime.Now.ToLongTimeString(), iter);
UpdateValues();
UpdateBidPrice();
break;
}
}
SendEvent(new IterationCompletedEventArgs()
{
Alpha = alpha,
BidPrice = this.BidPrice,
ObjValue = tempObj,
TurnningPoint = findturnningpoint()
});
}
//protected override bool CG(int t, out IALPDecision deci_a)
//{
// deci_a = null;
// CP cp = new CP();
// INumExpr cost = cp.NumExpr();
// IIntVar[] u = cp.IntVarArray(Data.ProSpace.Count, 0, 1);
// IIntVar[] y = cp.IntVarArray(Data.pathList.Count, 0, 1);
// IIntVar[] z = cp.IntVarArray(Data.RS.Count, 0, 1);
// #region 生成目标函数
// foreach (MarketSegment ms in Data.MarketInfo)
// {
// INumExpr a = cp.NumExpr();
// INumExpr b = cp.NumExpr();
// foreach (Route h in ms.ConsiderationDic.Keys)
// {
// #region 计算wh
// double w = 0;
// w += h.TicketPrice;
// foreach (Resource r in Data.RS)
// {
// if (h.Find(i => i.Contains(r)) != null)
// {
// for (int k = t + 1; k < Data.TimeHorizon; k++)
// {
// w -= V[k][Data.RS.IndexOf(r)];
// }
// }
// }
// #endregion
// a = cp.Sum(a, cp.Prod(w * ms.ConsiderationDic[h], y[Data.pathList.IndexOf(h)]));
// b = cp.Sum(b, cp.Prod(ms.ConsiderationDic[h], y[Data.pathList.IndexOf(h)]));
// }
// cost = cp.Sum(cost, cp.Prod(cp.Quot(a, cp.Sum(b, ms.Retreat)), Data.MarketInfo.Ro(t) * ms.Lamada(t)));
// }
// foreach (Resource r in Data.RS)
// {
// cost = cp.Sum(cost, cp.Prod(-V[t][Data.RS.IndexOf(r)], z[Data.RS.IndexOf(r)]));
// }
// cost = cp.Sum(cost, -Sita[t]);
// #endregion
// cp.Add(cp.Maximize(cost));
// #region y-u约束
// foreach (Route r in Data.pathList)
// {
// INumExpr con1 = cp.NumExpr();
// foreach (Product p in r)
// {
// con1 = cp.Sum(con1, u[Data.ProSpace.IndexOf(p)]);
// INumExpr con2 = cp.NumExpr();
// con2 = cp.Sum(cp.Prod(-1, u[Data.ProSpace.IndexOf(p)]), y[Data.pathList.IndexOf(r)]);
// cp.AddLe(con2, 0);
// }
// con1 = cp.Sum(con1, cp.Prod(-1, y[Data.pathList.IndexOf(r)]));
// con1 = cp.Sum(con1, 1 - r.Count);
// cp.AddLe(con1, 0);
// }
// #endregion
// #region z-u约束
// foreach (Resource r in Data.RS)
// {
// INumExpr con3 = cp.NumExpr();
// foreach (Product p in Data.ProSpace)
// {
// if (p.Contains(r))
// {
// con3 = cp.Sum(con3, u[Data.ProSpace.IndexOf(p)]);
// INumExpr con4 = cp.NumExpr();
// con4 = cp.Sum(z[Data.RS.IndexOf(r)], cp.Prod(-1, u[Data.ProSpace.IndexOf(p)]));
// cp.AddGe(con4, 0);
// }
// }
// con3 = cp.Sum(con3, cp.Prod(-1, z[Data.RS.IndexOf(r)]));
// cp.AddGe(con3, 0);
// }
// #endregion
// cp.SetOut(null);
// cp.Solve();
// if (cp.ObjValue < Tolerance)
// {
// cp.End();
// return true;
// }
// else
// {
// double[] temp = new double[Data.ProSpace.Count];
// cp.GetValues(u, temp);
// //从u生成decision
// Decision d = new Decision();
// for (int i = 0; i < Data.ProSpace.Count; i++)
// {
// if (temp[i] == 1)
// {
// d.OpenProductSet.Add(Data.ProSpace[i]);
// }
// }
// deci_a = _ds.FirstOrDefault(k => (k as Decision).Equals(d)) as IALPDecision;
// if (deci_a == null) { _ds.Add(d); deci_a = d; }
// cp.End();
// return false;
// }
//}
protected override void SA()
{
for (int t = CurrentTime; t < Data.TimeHorizon; t++)
{
int i = 0;
var b = RMPModel.GetSlacks(constraints[t].Values.ToArray());
string s = "";
foreach (var c in constraints[t])
{
if (RMPModel.GetSlack(c.Value) == 0)
{
s += _ds.IndexOf(c.Key) + ",";
}
}
foreach (var a in b)
{
if (a == 0)
{
i++;
}
}
#region w小于0的路径
string ss = "";
foreach (Route h in Data.RouteList)
{
double temp = h.TicketPrice;
foreach (Resource r in Data.RS)
{
if (h.Exists(k => k.Contains(r)))
{
temp -= V[t][Data.RS.IndexOf(r)];
}
}
if (temp > 0)
{
ss += Data.RouteList.IndexOf(h) + ",";
}
}
#endregion
print("Time:{0},Number of Bounded Constraints:{1}/{2} | {3} | {4}", t, i, b.Length, s, ss);
}
}
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;
}
}
}
