//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);
}
//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);
}