HydroSourceValues CreateModel(List <Source> sources,
List <MarkerInfo> markerInfos,
HydroMixModelConfig config,
Target t, SourceConfiguration sourcesConfiguration)
{
var ret = new HydroSourceValues(sources, markerInfos, config.NaValuesHandling, t);
ret.StandardizeValues();
foreach (var configMarkerWeigth in config.MarkerWeigths)
{
var mi = markerInfos.Single(x => x.MarkerName == configMarkerWeigth.Key);
if (configMarkerWeigth.Value < 0)
{
throw new InvalidOperationException("Marker weight cannot be negative!");
}
mi.Weight = configMarkerWeigth.Value;
}
foreach (var src in sources)
{
var val = sourcesConfiguration.MaxSourceContribution[src.Code];
if (val > 1 || val < 0)
{
throw new InvalidOperationException("Source max contribution must be between 0 and 1!");
}
src.MaxSourceContribution = val;
}
return(ret);
}
public HydroMixProblem(HydroSourceValues values,
HydroMixModelConfig config,
Target target,
SourceConfiguration sourceConfiguration)
{
Model = new Model();
//var sources = values.GetSources();
var sources = values.Sources().Where(s => sourceConfiguration.SourcesUsage[s.Code]).ToList();
Sources = sources;
SourceContribution = new VariableCollection <Source>(
Model,
sources,
"SourceContributions",
s => $"Source {s.Code} contribution",
s => 0,
s => s.MaxSourceContribution, // weights should be >= 0 <= 1
s => OPTANO.Modeling.Optimization.Enums.VariableType.Continuous);
SourceUsed = new VariableCollection <Source>(
Model,
sources,
"SourceIsUsed",
s => $"Indicator whether source {s.Code} is used.",
s => 0,
s => 1,
s => OPTANO.Modeling.Optimization.Enums.VariableType.Binary);
PositiveErrors = new VariableCollection <MarkerInfo>(Model,
values.MarkerInfos(),
"Epsilon (+) error for each marker", mi => $"Error for marker: {mi.MarkerName}.",
mi => 0,
mi => double.MaxValue,
mi => VariableType.Continuous
);
NegativeErrors = new VariableCollection <MarkerInfo>(Model,
values.MarkerInfos(),
"Epsilon (-) error for each marker", mi => $"Error for marker: {mi.MarkerName}.",
mi => 0,
mi => double.MaxValue,
mi => VariableType.Continuous
);
// https://math.stackexchange.com/questions/2571788/indicator-variable-if-x-is-in-specific-range
// constraints
foreach (var source in sources)
{
// force not-used when contribution = 0
var indicator = SourceContribution[source] + SourceUsed[source] <= 1000 * SourceUsed[source];
Model.AddConstraint(indicator, $"Indicator for {source.Code}");
// force used when contribution > 0
var indicator2 = SourceUsed[source] - SourceContribution[source] >= 0;
Model.AddConstraint(indicator2, $"Indicator for {source.Code}");
if (config.MinimalSourceContribution > 0)
{
Model.AddConstraint(SourceContribution[source] >= config.MinimalSourceContribution * SourceUsed[source],
$"Minimal source {source.Code} contribution.");
}
}
// weights sum should be 1
var contributionsSum = Expression.Sum(sources.Select(s => SourceContribution[s]));
Model.AddConstraint(contributionsSum == 1, "Contributions sum equals 1");
// max sources contributing
var usedSourcesCount = Expression.Sum(sources.Select(s => SourceUsed[s]));
if (config.MaxSourcesUsed.HasValue)
{
Model.AddConstraint(usedSourcesCount <= config.MaxSourcesUsed.Value);
}
// min sources contributing
if (config.MinSourcesUsed.HasValue)
{
Model.AddConstraint(usedSourcesCount >= config.MinSourcesUsed.Value);
}
// equation for each marker
foreach (var markerInfo in values.MarkerInfos()
//.Where(mi => mi.Weight > 0)
)
{
var positiveEpsilon = PositiveErrors[markerInfo];
var negativeEpsilon = NegativeErrors[markerInfo];
// get all values for current marker
var markerValues = sources.Where(x => x.MaxSourceContribution > 0).Select(s => s.MarkerValues.Single(mv => mv.MarkerInfo == markerInfo));
var sourcesContributedToMarker = Expression.Sum(
markerValues.Select(x => SourceContribution[x.Source] * x.Value));
Model.AddConstraint(sourcesContributedToMarker == positiveEpsilon + target[markerInfo] - negativeEpsilon);
}
// min: diff between target and resulting mix
Model.AddObjective(new Objective(Expression.Sum(
values.MarkerInfos().Where(mi => mi.Weight > 0).Select(mi => PositiveErrors[mi] * mi.Weight)
.Concat(values.MarkerInfos().Where(mi => mi.Weight > 0).Select(mi => NegativeErrors[mi] * mi.Weight))
),
"Difference between mix and target.",
ObjectiveSense.Minimize));
}
GeoHydroSolutionOutput SolveTheModel(HydroSourceValues inputValues,
HydroMixModelConfig config,
SourceConfiguration sourceConfiguration)
{
var text = new StringBuilder(
$"\n"
+ $" ===================================\n"
+ $"Result for target: '{inputValues.Target.Source.Name}' and configuration: '{config.ConfigAlias}' and source conf: '{sourceConfiguration.Alias}' :"
+ $"\n\n");
var optanoConfig = new Configuration();
optanoConfig.NameHandling = NameHandlingStyle.UniqueLongNames;
optanoConfig.ComputeRemovedVariables = true;
GeoHydroSolutionOutput geoHydroSolutionOutput;
using (var scope = new ModelScope(optanoConfig))
{
var problem = new HydroMixProblem(inputValues, config, inputValues.Target, sourceConfiguration);
using (var solver = new GLPKSolver())
{
// solve the model
var solution = solver.Solve(problem.Model);
// import the results back into the model
foreach (var vc in problem.Model.VariableCollections)
{
vc.SetVariableValues(solution.VariableValues);
}
var TOLERANCE = 0.001;
var sourcesContributions = problem.Sources.Select(s => (Source: s, Contribution: problem.SourceContribution[s].Value)).ToList();
var resultingMix = inputValues.MarkerInfos().Select(x => x.MarkerName).ToDictionary(x => x, x => 0.0);
foreach (var source in sourcesContributions.Where(x => x.Contribution > 0.01).OrderByDescending(x => x.Contribution))
{
var array = source.Source.Name.Take(25).ToArray();
var sourceContribution = problem.SourceUsed[source.Source].Value;
var formattableString = $"Source({sourceContribution:F0}): {new string(array),25} | Contribution: {source.Contribution * 100:F1} ";
text.AppendLine(formattableString);
foreach (var markerVal in source.Source.MarkerValues)
{
resultingMix[markerVal.MarkerInfo.MarkerName] += markerVal.Value * markerVal.MarkerInfo.NormalizationCoefficient * source.Contribution;
}
}
text.AppendLine();
var totalError = 0.0;
var optimizedError = 0.0;
foreach (var markerInfo in inputValues.MarkerInfos()
//.Where(x => x.Weight > 0)
)
{
var epsilonMarkerErrorPos = problem.PositiveErrors[markerInfo].Value;
var epsilonMarkerErrorNeg = problem.NegativeErrors[markerInfo].Value;
totalError += Math.Abs(epsilonMarkerErrorNeg) + Math.Abs(epsilonMarkerErrorPos);
if (markerInfo.Weight > 0)
{
optimizedError += Math.Abs(epsilonMarkerErrorNeg) + Math.Abs(epsilonMarkerErrorPos);
}
var originalTargetValue = inputValues.Target.Source[markerInfo].OriginalValue.Value;
var computedValue = resultingMix[markerInfo.MarkerName] - (epsilonMarkerErrorPos * markerInfo.NormalizationCoefficient) + (epsilonMarkerErrorNeg * markerInfo.NormalizationCoefficient);
string diffInfo = null;
if (Math.Abs(computedValue - originalTargetValue) > TOLERANCE)
{
diffInfo = $"| diffComputed/Target: ({computedValue,6:F3}/{originalTargetValue,6:F3})";
}
var realDiff = resultingMix[markerInfo.MarkerName] - originalTargetValue;
var formattableString = $"Marker({markerInfo.Weight:F0}) {markerInfo.MarkerName,10} | targetVal: {originalTargetValue,6:F2} | diff: ({realDiff,6:F2}) | mixValue: {resultingMix[markerInfo.MarkerName],6:F2} {diffInfo}";
text.AppendLine(formattableString);
}
geoHydroSolutionOutput = new GeoHydroSolutionOutput()
{
TextOutput = text + $" ===================================\n" + '\n',
ConfigALias = config.ConfigAlias,
Target = inputValues.Target,
SourcesConfigAlias = sourceConfiguration.Alias,
UsedSources = sourcesContributions.Where(x => x.Contribution > 0.01).OrderByDescending(x => x.Contribution),
NormalizedError = totalError,
ResultingMix = resultingMix,
OptimalizedError = optimizedError
};
}
}
return(geoHydroSolutionOutput);
}