public void GenerateBaseModel(string datFilePath)
{
_constraintModel = DatFileParser.ParseDatFile(datFilePath);
ExampleName = new FileInfo(datFilePath).Name;
try
{
var path = @"C:\IJCAI\Output\TestRuns\Logs\";
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
env = new GRBEnv(path + ExampleName + ".log")
{
LogToConsole = 0,
NodefileStart = 0.5
};
_model = new GRBModel(env);
_k = _constraintModel.K;
_b = _constraintModel.B;
// Optimization values
S = _model.AddVar(0.0, _k - 1, 0.0, GRB.CONTINUOUS, "S"); // Number of interrupted job pairs
L = _model.AddVar(0.0, _k - 1, 0.0, GRB.CONTINUOUS, "L"); // Longest time a cable resides in storage
M = _model.AddVar(0.0, _k - 1, 0.0, GRB.CONTINUOUS, "M"); // Maximum number of cables stored simultaneously
N = _model.AddVar(0.0, _k - 1, 0.0, GRB.CONTINUOUS, "N"); // Number of violated soft atomic constraints
pfc = CreatePermutationVariable();
// objective
var objExpr = new GRBQuadExpr();
objExpr.AddTerm(Math.Pow(_k, 3), S);
objExpr.AddTerm(Math.Pow(_k, 2), M);
objExpr.AddTerm(Math.Pow(_k, 1), L);
objExpr.AddTerm(Math.Pow(_k, 0), N);
_model.SetObjective(objExpr);
_model.Parameters.TimeLimit = 300; // 300 seconds
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
}
static void Main()
{
try {
// Sample data
// Sets of days and workers
string[] Shifts =
new string[] { "Mon1", "Tue2", "Wed3", "Thu4", "Fri5", "Sat6",
"Sun7", "Mon8", "Tue9", "Wed10", "Thu11", "Fri12", "Sat13",
"Sun14" };
string[] Workers =
new string[] { "Amy", "Bob", "Cathy", "Dan", "Ed", "Fred", "Gu" };
int nShifts = Shifts.Length;
int nWorkers = Workers.Length;
// Number of workers required for each shift
double[] shiftRequirements =
new double[] { 3, 2, 4, 4, 5, 6, 5, 2, 2, 3, 4, 6, 7, 5 };
// Worker availability: 0 if the worker is unavailable for a shift
double[,] availability =
new double[, ] {
{ 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0 },
{ 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1 },
{ 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1 },
{ 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1 },
{ 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 }
};
// Model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
model.ModelName = "assignment";
// Assignment variables: x[w][s] == 1 if worker w is assigned
// to shift s. This is no longer a pure assignment model, so we must
// use binary variables.
GRBVar[,] x = new GRBVar[nWorkers, nShifts];
for (int w = 0; w < nWorkers; ++w)
{
for (int s = 0; s < nShifts; ++s)
{
x[w, s] =
model.AddVar(0, availability[w, s], 0, GRB.BINARY,
Workers[w] + "." + Shifts[s]);
}
}
// Slack variables for each shift constraint so that the shifts can
// be satisfied
GRBVar[] slacks = new GRBVar[nShifts];
for (int s = 0; s < nShifts; ++s)
{
slacks[s] =
model.AddVar(0, GRB.INFINITY, 0, GRB.CONTINUOUS,
Shifts[s] + "Slack");
}
// Variable to represent the total slack
GRBVar totSlack = model.AddVar(0, GRB.INFINITY, 0, GRB.CONTINUOUS,
"totSlack");
// Variables to count the total shifts worked by each worker
GRBVar[] totShifts = new GRBVar[nWorkers];
for (int w = 0; w < nWorkers; ++w)
{
totShifts[w] = model.AddVar(0, GRB.INFINITY, 0, GRB.CONTINUOUS,
Workers[w] + "TotShifts");
}
GRBLinExpr lhs;
// Constraint: assign exactly shiftRequirements[s] workers
// to each shift s, plus the slack
for (int s = 0; s < nShifts; ++s)
{
lhs = new GRBLinExpr();
lhs.AddTerm(1.0, slacks[s]);
for (int w = 0; w < nWorkers; ++w)
{
lhs.AddTerm(1.0, x[w, s]);
}
model.AddConstr(lhs == shiftRequirements[s], Shifts[s]);
}
// Constraint: set totSlack equal to the total slack
lhs = new GRBLinExpr();
for (int s = 0; s < nShifts; ++s)
{
lhs.AddTerm(1.0, slacks[s]);
}
model.AddConstr(lhs == totSlack, "totSlack");
// Constraint: compute the total number of shifts for each worker
for (int w = 0; w < nWorkers; ++w)
{
lhs = new GRBLinExpr();
for (int s = 0; s < nShifts; ++s)
{
lhs.AddTerm(1.0, x[w, s]);
}
model.AddConstr(lhs == totShifts[w], "totShifts" + Workers[w]);
}
// Objective: minimize the total slack
model.SetObjective(1.0 * totSlack);
// Optimize
int status = solveAndPrint(model, totSlack, nWorkers, Workers, totShifts);
if (status != GRB.Status.OPTIMAL)
{
return;
}
// Constrain the slack by setting its upper and lower bounds
totSlack.UB = totSlack.X;
totSlack.LB = totSlack.X;
// Variable to count the average number of shifts worked
GRBVar avgShifts =
model.AddVar(0, GRB.INFINITY, 0, GRB.CONTINUOUS, "avgShifts");
// Variables to count the difference from average for each worker;
// note that these variables can take negative values.
GRBVar[] diffShifts = new GRBVar[nWorkers];
for (int w = 0; w < nWorkers; ++w)
{
diffShifts[w] = model.AddVar(-GRB.INFINITY, GRB.INFINITY, 0,
GRB.CONTINUOUS, Workers[w] + "Diff");
}
// Constraint: compute the average number of shifts worked
lhs = new GRBLinExpr();
for (int w = 0; w < nWorkers; ++w)
{
lhs.AddTerm(1.0, totShifts[w]);
}
model.AddConstr(lhs == nWorkers * avgShifts, "avgShifts");
// Constraint: compute the difference from the average number of shifts
for (int w = 0; w < nWorkers; ++w)
{
model.AddConstr(totShifts[w] - avgShifts == diffShifts[w],
Workers[w] + "Diff");
}
// Objective: minimize the sum of the square of the difference from the
// average number of shifts worked
GRBQuadExpr qobj = new GRBQuadExpr();
for (int w = 0; w < nWorkers; ++w)
{
qobj.AddTerm(1.0, diffShifts[w], diffShifts[w]);
}
model.SetObjective(qobj);
// Optimize
status = solveAndPrint(model, totSlack, nWorkers, Workers, totShifts);
if (status != GRB.Status.OPTIMAL)
{
return;
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
protected static bool dense_optimize(GRBEnv env,
int rows,
int cols,
double[] c, // linear portion of objective function
double[,] Q, // quadratic portion of objective function
double[,] A, // constraint matrix
char[] sense, // constraint senses
double[] rhs, // RHS vector
double[] lb, // variable lower bounds
double[] ub, // variable upper bounds
char[] vtype, // variable types (continuous, binary, etc.)
double[] solution)
{
bool success = false;
try {
GRBModel model = new GRBModel(env);
// Add variables to the model
GRBVar[] vars = model.AddVars(lb, ub, null, vtype, null);
model.Update();
// Populate A matrix
for (int i = 0; i < rows; i++) {
GRBLinExpr expr = new GRBLinExpr();
for (int j = 0; j < cols; j++)
if (A[i,j] != 0)
expr.AddTerm(A[i,j], vars[j]); // Note: '+=' would be much slower
model.AddConstr(expr, sense[i], rhs[i], "");
}
// Populate objective
GRBQuadExpr obj = new GRBQuadExpr();
if (Q != null) {
for (int i = 0; i < cols; i++)
for (int j = 0; j < cols; j++)
if (Q[i,j] != 0)
obj.AddTerm(Q[i,j], vars[i], vars[j]); // Note: '+=' would be much slower
for (int j = 0; j < cols; j++)
if (c[j] != 0)
obj.AddTerm(c[j], vars[j]); // Note: '+=' would be much slower
model.SetObjective(obj);
}
// Solve model
model.Optimize();
// Extract solution
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL) {
success = true;
for (int j = 0; j < cols; j++)
solution[j] = vars[j].Get(GRB.DoubleAttr.X);
}
model.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
return success;
}
public BalanceOutput BalanceGurobiForGLR(double[] x0, double[,] a, double[,] h, double[] d, double[] technologicLowerBound, double[] technologicUpperBound, double[] metrologicLowerBound, double[] metrologicUpperBound)
{
try
{
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
double[] results = new double[x0.Length];
if (inputData.balanceSettings.balanceSettingsConstraints == BalanceSettings.BalanceSettingsConstraints.TECHNOLOGIC)
{
//Create variables
GRBVar[] varsTechnologic = new GRBVar[a.Columns()];
for (int i = 0; i < varsTechnologic.Length; i++)
{
varsTechnologic[i] = model.AddVar(technologicLowerBound[i], technologicUpperBound[i], 0.0, GRB.CONTINUOUS, "x" + i);
}
//Set objective
GRBQuadExpr objTechnologic = new GRBQuadExpr();
for (int i = 0; i < varsTechnologic.Length; i++)
{
objTechnologic.AddTerm(h[i, i] / 2.0, varsTechnologic[i], varsTechnologic[i]);
}
for (int i = 0; i < varsTechnologic.Length; i++)
{
objTechnologic.AddTerm(d[i], varsTechnologic[i]);
}
model.SetObjective(objTechnologic);
//Add constraints
GRBLinExpr expr;
for (int i = 0; i < a.Rows(); i++)
{
expr = new GRBLinExpr();
for (int j = 0; j < a.Columns(); j++)
{
expr.AddTerm(a[i, j], varsTechnologic[j]);
}
model.AddConstr(expr, GRB.EQUAL, 0.0, "c" + i);
}
// Optimize model
model.Optimize();
//results = new double[varsTechnologic.Length];
for (int i = 0; i < results.Length; i++)
{
results[i] = varsTechnologic[i].Get(GRB.DoubleAttr.X);
}
}
else
{
//Create variables
GRBVar[] varsMetrologic = new GRBVar[a.Columns()];
for (int i = 0; i < varsMetrologic.Length; i++)
{
varsMetrologic[i] = model.AddVar(metrologicLowerBound[i], metrologicUpperBound[i], 0.0, GRB.CONTINUOUS, "x" + i);
}
//Set objective
GRBQuadExpr objMetrologic = new GRBQuadExpr();
for (int i = 0; i < varsMetrologic.Length; i++)
{
objMetrologic.AddTerm(h[i, i] / 2.0, varsMetrologic[i], varsMetrologic[i]);
}
for (int i = 0; i < varsMetrologic.Length; i++)
{
objMetrologic.AddTerm(d[i], varsMetrologic[i]);
}
model.SetObjective(objMetrologic);
//Add constraints
GRBLinExpr expr;
for (int i = 0; i < a.Rows(); i++)
{
expr = new GRBLinExpr();
for (int j = 0; j < a.Columns(); j++)
{
expr.AddTerm(a[i, j], varsMetrologic[j]);
}
model.AddConstr(expr, GRB.EQUAL, 0.0, "c" + i);
}
// Optimize model
model.Optimize();
//results = new double[varsMetrologic.Length];
for (int i = 0; i < results.Length; i++)
{
results[i] = varsMetrologic[i].Get(GRB.DoubleAttr.X);
}
}
model.Dispose();
env.Dispose();
BalanceOutput outb = new BalanceOutput();
var balanceOutputVars = new List <OutputVariables>();
for (int i = 0; i < measuredValues.Count; i++)
{
InputVariables outputVariable = inputData.BalanceInputVariables[i];
balanceOutputVars.Add(new OutputVariables()
{
id = outputVariable.id,
name = outputVariable.name,
value = results[i],
source = outputVariable.sourceId,
target = outputVariable.destinationId
});
}
outb.balanceOutputVariables = balanceOutputVars;
outb.GlobaltestValue = GTR;
outb.Status = "Success";
return(outb);
}
catch (Exception e)
{
return(new BalanceOutput
{
Status = e.Message,
});
}
}
public void BalanceGurobi()
{
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
DateTime CalculationTimeStart;
DateTime CalculationTimeFinish;
double[] results = new double[measuredValues.ToArray().Length];
if (inputData.balanceSettings.balanceSettingsConstraints == BalanceSettings.BalanceSettingsConstraints.TECHNOLOGIC)
{
//Create variables
GRBVar[] varsTechnologic = new GRBVar[measuredValues.ToArray().Length];
for (int i = 0; i < varsTechnologic.Length; i++)
{
varsTechnologic[i] = model.AddVar(technologicRangeLowerBound[i], technologicRangeUpperBound[i], 0.0, GRB.CONTINUOUS, "x" + i);
}
//Set objective
GRBQuadExpr objTechnologic = new GRBQuadExpr();
for (int i = 0; i < varsTechnologic.Length; i++)
{
objTechnologic.AddTerm(H[i, i] / 2.0, varsTechnologic[i], varsTechnologic[i]);
}
for (int i = 0; i < varsTechnologic.Length; i++)
{
objTechnologic.AddTerm(dVector[i], varsTechnologic[i]);
}
model.SetObjective(objTechnologic);
//Add constraints
GRBLinExpr expr;
for (int i = 0; i < incidenceMatrix.RowCount; i++)
{
expr = new GRBLinExpr();
for (int j = 0; j < incidenceMatrix.ColumnCount; j++)
{
expr.AddTerm(incidenceMatrix[i, j], varsTechnologic[j]);
}
model.AddConstr(expr, GRB.EQUAL, 0.0, "c" + i);
}
// Optimize model
CalculationTimeStart = DateTime.Now;
model.Optimize();
CalculationTimeFinish = DateTime.Now;
results = new double[varsTechnologic.Length];
for (int i = 0; i < results.Length; i++)
{
results[i] = varsTechnologic[i].Get(GRB.DoubleAttr.X);
}
}
else
{
//Create variables
GRBVar[] varsMetrologic = new GRBVar[measuredValues.ToArray().Length];
for (int i = 0; i < varsMetrologic.Length; i++)
{
if (measureIndicator[i, i] == 0)
{
varsMetrologic[i] = model.AddVar(technologicRangeLowerBound[i], technologicRangeUpperBound[i], 0.0, GRB.CONTINUOUS, "x" + i);
}
else
{
varsMetrologic[i] = model.AddVar(metrologicRangeLowerBound[i], metrologicRangeUpperBound[i], 0.0, GRB.CONTINUOUS, "x" + i);
}
}
//Set objective
GRBQuadExpr objMetroologic = new GRBQuadExpr();
for (int i = 0; i < varsMetrologic.Length; i++)
{
objMetroologic.AddTerm(H[i, i] / 2.0, varsMetrologic[i], varsMetrologic[i]);
}
for (int i = 0; i < varsMetrologic.Length; i++)
{
objMetroologic.AddTerm(dVector[i], varsMetrologic[i]);
}
model.SetObjective(objMetroologic);
//Add constraints
GRBLinExpr expr;
for (int i = 0; i < incidenceMatrix.RowCount; i++)
{
expr = new GRBLinExpr();
for (int j = 0; j < incidenceMatrix.ColumnCount; j++)
{
expr.AddTerm(incidenceMatrix[i, j], varsMetrologic[j]);
}
model.AddConstr(expr, GRB.EQUAL, 0.0, "c" + i);
}
// Optimize model
CalculationTimeStart = DateTime.Now;
model.Optimize();
CalculationTimeFinish = DateTime.Now;
results = new double[varsMetrologic.Length];
for (int i = 0; i < results.Length; i++)
{
results[i] = varsMetrologic[i].Get(GRB.DoubleAttr.X);
}
}
model.Dispose();
env.Dispose();
double disbalanceOriginal = incidenceMatrix.Multiply(measuredValues).Subtract(reconciledValues).ToArray().Euclidean();
double disbalance = incidenceMatrix.Multiply(SparseVector.OfVector(new DenseVector(results))).Subtract(reconciledValues).ToArray().Euclidean();
balanceOutput = new BalanceOutput();
balanceOutputVariables = new List <OutputVariables>();
for (int i = 0; i < results.Length; i++)
{
InputVariables outputVariable = inputData.BalanceInputVariables[i];
balanceOutputVariables.Add(new OutputVariables()
{
id = outputVariable.id,
name = outputVariable.name,
value = results[i],
source = outputVariable.sourceId,
target = outputVariable.destinationId,
upperBound = (inputData.balanceSettings.balanceSettingsConstraints == 0 || measureIndicator[i, i] == 0.0) ? technologicRangeUpperBound[i] : metrologicRangeUpperBound[i],
lowerBound = (inputData.balanceSettings.balanceSettingsConstraints == 0 || measureIndicator[i, i] == 0.0) ? technologicRangeLowerBound[i] : metrologicRangeLowerBound[i]
});
}
balanceOutput.CalculationTime = (CalculationTimeFinish - CalculationTimeStart).TotalSeconds;
balanceOutput.balanceOutputVariables = balanceOutputVariables;
balanceOutput.DisbalanceOriginal = disbalanceOriginal;
balanceOutput.Disbalance = disbalance;
balanceOutput.GlobaltestValue = 0.0;
balanceOutput.Status = "Success";
}
dense_optimize(GRBEnv env,
int rows,
int cols,
double[] c, // linear portion of objective function
double[,] Q, // quadratic portion of objective function
double[,] A, // constraint matrix
char[] sense, // constraint senses
double[] rhs, // RHS vector
double[] lb, // variable lower bounds
double[] ub, // variable upper bounds
char[] vtype, // variable types (continuous, binary, etc.)
double[] solution)
{
bool success = false;
try {
GRBModel model = new GRBModel(env);
// Add variables to the model
GRBVar[] vars = model.AddVars(lb, ub, null, vtype, null);
// Populate A matrix
for (int i = 0; i < rows; i++)
{
GRBLinExpr expr = new GRBLinExpr();
for (int j = 0; j < cols; j++)
{
if (A[i, j] != 0)
{
expr.AddTerm(A[i, j], vars[j]); // Note: '+=' would be much slower
}
}
model.AddConstr(expr, sense[i], rhs[i], "");
}
// Populate objective
GRBQuadExpr obj = new GRBQuadExpr();
if (Q != null)
{
for (int i = 0; i < cols; i++)
{
for (int j = 0; j < cols; j++)
{
if (Q[i, j] != 0)
{
obj.AddTerm(Q[i, j], vars[i], vars[j]); // Note: '+=' would be much slower
}
}
}
for (int j = 0; j < cols; j++)
{
if (c[j] != 0)
{
obj.AddTerm(c[j], vars[j]); // Note: '+=' would be much slower
}
}
model.SetObjective(obj);
}
// Solve model
model.Optimize();
// Extract solution
if (model.Status == GRB.Status.OPTIMAL)
{
success = true;
for (int j = 0; j < cols; j++)
{
solution[j] = vars[j].X;
}
}
model.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
return(success);
}
private static bool GurobiSolve(GRBEnv env, int rows, int cols,
double[] c, // linear portion of objective function
double[,] Q, // quadratic portion of objective function
double[,] A, // constraint matrix
double[] rhs, // RHS vector
double[] lb, // variable lower bounds
double[] ub, // variable upper bounds
char[] vtype, // variable types (continuous, binary, etc.)
double[] solution,
ref double val)
{
bool success = false;
try {
GRBModel model = new GRBModel(env);
// Add variables to the model
GRBVar[] vars = model.AddVars(lb, ub, null, null, null);
model.Update();
// Populate A matrix
for (int i = 0; i < rows; i++)
{
GRBLinExpr expr = new GRBLinExpr();
for (int j = 0; j < cols; j++)
{
if (A[i, j] != 0)
{
expr.AddTerm(A[i, j], vars[j]); // Note: '+=' would be much slower
}
}
model.AddConstr(expr, '>', rhs[i], "");
}
// Populate objective
GRBQuadExpr obj = new GRBQuadExpr();
if (Q != null)
{
for (int i = 0; i < cols; i++)
{
for (int j = 0; j < cols; j++)
{
if (Q[i, j] != 0)
{
obj.AddTerm(Q[i, j], vars[i], vars[j]); // Note: '+=' would be much slower
}
}
}
for (int j = 0; j < cols; j++)
{
if (c[j] != 0)
{
obj.AddTerm(c[j], vars[j]); // Note: '+=' would be much slower
}
}
model.SetObjective(obj, GRB.MAXIMIZE);
}
// Solve model
model.Optimize();
// Extract solution
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
success = true;
for (int j = 0; j < cols; j++)
{
solution[j] = vars[j].Get(GRB.DoubleAttr.X);
}
}
else
{
success = false;
}
val = obj.Value;
model.Dispose();
} catch (GRBException e) {
return(false);
}
return(success);
}