//===========================================================================//
void GAP_DecompApp::initializeApp(UtilParameters& utilParam)
{
UtilPrintFuncBegin(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
//---
//--- get application parameters
//---
m_appParam.getSettings(utilParam);
if (m_appParam.LogLevel >= 1) {
m_appParam.dumpSettings(m_osLog);
}
//---
//--- read instance
//
string instanceFile = m_appParam.DataDir
+ UtilDirSlash() + m_appParam.Instance;
m_instance.readInstance(instanceFile);
//---
//--- read best known lb/ub (for debugging)
//---
string bestKnownFile = m_appParam.DataDir + UtilDirSlash() + "gap.opt";
m_instance.readBestKnown(bestKnownFile, m_appParam.Instance);
setBestKnownLB(m_instance.getBestKnownLB());
setBestKnownUB(m_instance.getBestKnownUB());
//---
//--- create models
//---
createModels();
UtilPrintFuncEnd(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void ATM_DecompApp::initializeApp() {
UtilPrintFuncBegin(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
//---
//--- read instance
//
string fileNameA, fileNameD, fileNameAD;
if (m_appParam.DataDir != "") {
fileNameA = m_appParam.DataDir + UtilDirSlash() + m_appParam.DataAtm;
fileNameD = m_appParam.DataDir + UtilDirSlash() + m_appParam.DataDate;
fileNameAD = m_appParam.DataDir + UtilDirSlash() + m_appParam.DataAtmDate;
} else {
fileNameA = m_appParam.DataAtm;
fileNameD = m_appParam.DataDate;
fileNameAD = m_appParam.DataAtmDate;
}
m_instance.readInstance(fileNameA,
fileNameD,
fileNameAD);
//---
//--- create models
//---
createModels();
UtilPrintFuncEnd(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelCoreCount(){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCoreCount()", m_appParam.LogLevel, 2);
int a, nRows;
const int nAtms = m_instance.getNAtms();
const int nAtmsSteps = getNAtmsSteps();
const int nCols = numCoreCols();
if(m_appParam.UseTightModel)
nRows = 3*nAtms + nAtmsSteps;
else
nRows = 2*nAtms + 3*nAtmsSteps;
int rowCnt = 0;
//---
//--- A'' (core):
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
//---
//--- create new matrix
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRows, nCols);
//---
//--- create model constraints
//---
for(a = 0; a < nAtms; a++){
rowCnt += createConCount (model, a);
rowCnt += createConZtoX (model, a);//OPT
rowCnt += createConPickOne(model, a);//OPT
}
//THINK - add conZtoX to core and remove from relax?
printf("nRows = %d, rowCnt = %d\n", nRows, rowCnt);
assert(rowCnt == nRows);
//---
//--- create model variables/columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCoreCount()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelCore2(){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCore2()", m_appParam.LogLevel, 2);
int a;
const int nAtms = m_instance.getNAtms();
const int nCols = numCoreCols();
const int nRows = (2*nAtms);
int rowCnt = 0;
//---
//--- A'' (core):
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- sum{d in D} v[a,d] <= K[a]
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
//---
//--- create new matrix
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRows, nCols);
//---
//--- create model constraints
//---
for(a = 0; a < nAtms; a++){
rowCnt += createConPickOne(model, a);
rowCnt += createConCount (model, a);
}
printf("nRows = %d, rowCnt = %d\n", nRows, rowCnt);
assert(rowCnt == nRows);
//---
//--- create model variables/columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCore2()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
void MILPBlock_DecompApp::initializeApp() {
UtilPrintFuncBegin(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
//---
//--- read MILPBlock instance (mps format)
//---
string fileName;
if (m_appParam.DataDir != "") {
fileName = m_appParam.DataDir + UtilDirSlash() + m_param.Instance;
} else {
fileName = m_appParam.Instance;
}
m_mpsIO.messageHandler()->setLogLevel(m_param.LogLpLevel);
int rstatus = m_mpsIO.readMps(fileName.c_str());
if(rstatus < 0){
cerr << "Error: Filename = " << fileName << " failed to open." << endl;
throw UtilException("I/O Error.", "initalizeApp", "MILPBlock_DecompApp");
}
if(m_appParam.LogLevel >= 2)
(*m_osLog) << "Objective Offset = "
<< UtilDblToStr(m_mpsIO.objectiveOffset()) << endl;
//---
//--- set best known lb/ub
//---
double offset = m_mpsIO.objectiveOffset();
setBestKnownLB(m_appParam.BestKnownLB + offset);
setBestKnownUB(m_appParam.BestKnownUB + offset);
//---
//--- read block file
//---
readBlockFile();
//---
//--- create models
//---
createModels();
UtilPrintFuncEnd(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void SDPUC_DecompApp::initializeApp() {
UtilPrintFuncBegin(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
//---
//--- read problem instance
//---
string instanceFile = m_appParam.DataDir
+ UtilDirSlash() + m_appParam.Instance;
int rc = m_instance.readInstance(instanceFile, false);
if(rc)
throw UtilException("Error in readInstance",
"initializeApp", "MCF_DecompApp");
//---
//--- create models
//---
createModels();
UtilPrintFuncEnd(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void ATM_DecompApp::initializeApp(UtilParameters & utilParam) {
UtilPrintFuncBegin(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
//---
//--- get application parameters
//---
m_appParam.getSettings(utilParam);
if(m_appParam.LogLevel >= 1)
m_appParam.dumpSettings(m_osLog);
//---
//--- read instance
//
string fileNameA, fileNameD, fileNameAD;
if (m_appParam.DataDir != "") {
fileNameA = m_appParam.DataDir + UtilDirSlash() + m_appParam.DataAtm;
fileNameD = m_appParam.DataDir + UtilDirSlash() + m_appParam.DataDate;
fileNameAD = m_appParam.DataDir + UtilDirSlash() + m_appParam.DataAtmDate;
} else {
fileNameA = m_appParam.DataAtm;
fileNameD = m_appParam.DataDate;
fileNameAD = m_appParam.DataAtmDate;
}
m_instance.readInstance(fileNameA,
fileNameD,
fileNameAD);
//---
//--- create models
//---
createModels();
UtilPrintFuncEnd(m_osLog, m_classTag,
"initializeApp()", m_appParam.LogLevel, 2);
}
//===========================================================================//
int GAP_DecompApp::createModelPartKP(DecompConstraintSet* model,
vector<int>& whichKnaps)
{
int i, j, b, colIndex;
int status = GAPStatusOk;
int nTasks = m_instance.getNTasks(); //n
int nMachines = m_instance.getNMachines(); //m
int nKnaps = static_cast<int>(whichKnaps.size());
const int* weight = m_instance.getWeight();
const int* capacity = m_instance.getCapacity();
int nCols = nTasks * nMachines;
int nRows = nKnaps;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelPartKP()", m_appParam.LogLevel, 2);
//---
//--- Build the relax model constraints (KP = assignment problem).
//---
//--- m is number of machines (index i)
//--- n is number of tasks (index j)
//---
//--- sum{j in 1..n} w[i,j] x[i,j] <= b[i], i in 1..m
//--- x[i,j] in {0,1}, i in 1..m, j in 1..n
//---
//--- Example structure: m=3, n=4
//--- xxxx <= b[i=1]
//--- xxxx <= b[i=2]
//--- xxxx <= b[i=3]
//---
//---
//--- Allocate an empty row-ordered CoinPackedMatrix. Since we plan
//--- to add rows, set the column dimension and let the row dimension
//--- be set dynamically.
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
//---
//--- we know the sizes needed, so reserve space for them (for efficiency)
//---
model->reserve(nRows, nCols);
//---
//--- create one row per knapsack
//--- rowNames are not needed, they are used for debugging
//---
vector<int>::iterator it;
for (it = whichKnaps.begin(); it != whichKnaps.end(); ++it) {
i = *it;
CoinPackedVector row;
string rowName = "k(i_" + UtilIntToStr(i) + ")";
for (j = 0; j < nTasks; j++) {
colIndex = getIndexIJ(i, j);
row.insert(colIndex, weight[colIndex]);
}
model->appendRow(row, -m_infinity, capacity[i], rowName);
}
//---
//--- set the col upper and lower bounds (all in [0,1])
//---
UtilFillN(model->colLB, nCols, 0.0);
UtilFillN(model->colUB, nCols, 1.0);
//---
//--- set the indices of the integer variables of model
//---
UtilIotaN(model->integerVars, nCols, 0);
//---
//--- tell the solver which columns are active (in this block)
//---
for (it = whichKnaps.begin(); it != whichKnaps.end(); ++it) {
b = *it;
for (i = 0; i < nMachines; i++) {
for (j = 0; j < nTasks; j++) {
colIndex = getIndexIJ(i, j);
if (i == b) {
model->activeColumns.push_back(colIndex);
}
}
}
}
//---
//--- set column names for debugging
//---
colIndex = 0;
for (i = 0; i < nMachines; i++) {
for (j = 0; j < nTasks; j++) {
string colName = "x("
+ UtilIntToStr(colIndex) + "_"
+ UtilIntToStr(i) + "," + UtilIntToStr(j) + ")";
model->colNames.push_back(colName);
colIndex++;
}
}
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelPartKP()", m_appParam.LogLevel, 2);
return status;
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelCore1(bool includeCount){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCore1()", m_appParam.LogLevel, 2);
int a, d, pairIndex;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nAtms = m_instance.getNAtms();
const int nDates = m_instance.getNDates();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * B_d = m_instance.get_B_d();
const int nCols = numCoreCols();
int nRows = nDates;
if(includeCount)
nRows += nAtms;
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRows, nCols);
//---
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
CoinPackedVector * rowsD = new CoinPackedVector[nDates];
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
d = adP.second;
rowsD[d].insert(getColOffset_fp() + pairIndex, 1.0);
rowsD[d].insert(getColOffset_fm() + pairIndex, -1.0);
pairIndex++;
}
for(d = 0; d < nDates; d++){
string rowName = "budget(d_"
+ m_instance.getDateName(d) + ")";
model->appendRow(rowsD[d], -DecompInf, B_d[d], rowName);
}
UTIL_DELARR(rowsD);
if(includeCount){
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//---
for(a = 0; a < nAtms; a++){
createConCount(model, a);
}
}
//---
//--- create model columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCore1()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
bool ATM_DecompApp::APPisUserFeasible(const double * x,
const int nCols,
const double tolZero){
//---
//--- sanity check - is this solution feasible?
//--- since we provide a full matrix, DECOMP will also check
//--- that the algebra gives a feasible point
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"APPisUserFeasible()", m_appParam.LogLevel, 2);
double lhs, rhs, coeff;
int a, d, t;
int pairIndex = 0;
bool isFeas = true;
const int nSteps = m_appParam.NumSteps;
const int nAtms = m_instance.getNAtms();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * K_a = m_instance.get_K_a();
const double * a_ad = m_instance.get_a_ad(); //dense storage
const double * b_ad = m_instance.get_b_ad(); //dense storage
const double * c_ad = m_instance.get_c_ad(); //dense storage
const double * d_ad = m_instance.get_d_ad(); //dense storage
const double * e_ad = m_instance.get_e_ad(); //dense storage
double * count = new double[nAtms];
//---
//--- is the flow variable matching x,z variables
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//---
pair<int,int> adP;
vector<int>::const_iterator vi;
double actViol = 0.0;
double relViol = 0.0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
lhs = x[getColOffset_fp() + pairIndex];
lhs -= x[getColOffset_fm() + pairIndex];
rhs = e_ad[*vi]
+ b_ad[*vi] * x[colIndex_x2(a)]
+ d_ad[*vi] * x[colIndex_x3(a)];
if(m_appParam.UseTightModel){
for(t = 0; t <= nSteps; t++){
coeff = (double)(t) / (double)nSteps;
rhs += a_ad[*vi] * coeff * x[colIndex_x1(a,t)];
rhs += c_ad[*vi] * coeff * x[colIndex_z (a,t)];
}
}
else{
for(t = 0; t < nSteps; t++){
coeff = (double)(t+1) / (double)nSteps;
rhs += a_ad[*vi] * coeff * x[colIndex_x1(a,t)];
rhs += c_ad[*vi] * coeff * x[colIndex_z (a,t)];
}
}
actViol = fabs(lhs-rhs);
if(UtilIsZero(lhs,1.0e-3))
relViol = actViol;
else
relViol = actViol / std::fabs(lhs);
if(relViol > 0.05){
printf("NOT FEASIBLE lhs=%12.10f, rhs=%12.10f\n", lhs, rhs);
isFeas = false;
}
pairIndex++;
}
//---
//--- did the indicators work correctly?
//--- f+[a,d] - f-[a,d] < 0 ==> v[a,d] = 1
//---
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
lhs = x[getColOffset_fp() + pairIndex];
lhs -= x[getColOffset_fm() + pairIndex];
//if(lhs < -DecompEpsilon){
if(lhs < -0.01){
if(fabs(x[getColOffset_v() + pairIndex] - 1.0) > tolZero){
printf("NOT FEASIBLE fp=%10.5f fm=%10.5f f=%10.5f < 0, but v=%g not 1\n",
x[getColOffset_fp() + pairIndex],
x[getColOffset_fm() + pairIndex],
lhs, x[getColOffset_v() + pairIndex]);
isFeas = false;
}
}
pairIndex++;
}
//---
//--- did the surrogate z work correctly?
//--- z[a,t] = sum{t in T} x1[a,t] * x2[a]
//---
//---
//--- is budget satisfied?
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
//---
//--- is the count constraint satisifed
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//---
pairIndex = 0;
UtilFillN(count, nAtms, 0.0);
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
d = adP.second;
count[a] += x[getColOffset_v() + pairIndex];
pairIndex++;
}
for(a = 0; a < nAtms; a++){
#if 0
printf("COUNT[a=%3d->%10s]: %5g <= K=%5g\n",
a,
m_instance.getAtmName(a).c_str(),
count[a],
K_a[a]);
#endif
if(count[a] > (K_a[a] + 0.01)){
#if 0
printf("NOT FEASIBLE a:%d count=%g K=%g\n", a, count[a], K_a[a]);
#endif
isFeas = false;
}
}
#if 0
printf("IsUserFeas = %d\n", isFeas);
#endif
//---
//--- free local memory
//---
UTIL_DELARR(count);
UtilPrintFuncEnd(m_osLog, m_classTag,
"APPisUserFeasible()", m_appParam.LogLevel, 2);
return isFeas;
}
//===========================================================================//
void SDPUC_DecompApp::createModels(){
//---
//--- This function does the work to create the different models
//--- that will be used. This memory is owned by the user. It will
//--- be passed to the application interface and used by the algorithms.
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModels()", m_appParam.LogLevel, 2);
//---
//--- Switched Dispatch Problem with Unit Commitment (SDPUC).
//---
//--- We are given:
//--- (1) a directed graph G=(N,A),
//--- (2) a set of time periods T,
//---
//--- min sum{(i,j) in A} f1[i,j] y1[i,j]
//--- + sum{t in T} sum{(i,j) in A} f2[i,j] y2[i,j,t] + c[i,j,t] x[i,j,t]
//--- s.t. sum{(j,i) in A} x[i,j,t] -
//--- sum{(i,j) in A} x[i,j,t] = d[i,t], for all i in N, t in T
//--- x[i,j,t] >= l[i,j,t] z[i,j,t], for all (i,j) in A, t in T
//--- x[i,j,t] <= u[i,j,t] z[i,j,t], for all (i,j) in A, t in T
//--- r[i,j] x[i,j,t] - theta[j] + theta[i] <= M (1 - z[i,j,t]) for all i,j,t
//--- r[i,j] x[i,j,t] - theta[j] + theta[i] >= -M (1 - z[i,j,t]) for all i,j,t
//--- z[i,j,t] <= y1[i,j] for all (i,j) in A, t in T //arc-investment
//--- z[i,j,t] - z[i,j,t-1] <= y2[i,j,t] for all (i,j) in A, t in T //arc(unit) commitment
//--- y[i,j] binary for all (i,j) in A
//---
//--- NOTE: to make sure the problem is always feasible,
//---- demand may have to be modelled as arcs with large negative costs
//---
//---
//--- The decomposition is formed as:
//---
//--- MASTER (A''):
//--- z[i,j,t] <= y1[i,j] for all (i,j) in A, t in T //arc-investment
//--- z[i,j,t] - z[i,j,t-1] <= y2[i,j,t] for all (i,j) in A, t in T //arc(unit) commitment
//--- y[i,j] binary for all (i,j) in A
//---
//--- SUBPROBLEM (A'): (one block for each t in T)
//--- sum{(j,i) in A} x[i,j,t] -
//--- sum{(i,j) in A} x[i,j,t] = d[i,t], for all i in N
//--- x[i,j,t] >= l[i,j,t] z[i,j,t], for all (i,j) in A
//--- x[i,j,t] <= u[i,j,t] z[i,j,t], for all (i,j) in A
//--- r[i,j] x[i,j,t] - theta[j] + theta[i] <= M (1 - z[i,j,t]) for all i,j
//--- r[i,j] x[i,j,t] - theta[j] + theta[i] >= -M (1 - z[i,j,t]) for all i,j
//---
//---
//--- Get information about this problem instance.
//---
int i, t, a, colIndex;
int numTimeperiods = m_instance.m_numTimeperiods;
int numArcs = m_instance.m_numArcs;
int numNodes = m_instance.m_numNodes;
int numCols = numArcs //y1-vars
+ 3 * numTimeperiods * numArcs //y2-, z-, and x-vars
+ numTimeperiods * numNodes; //theta-vars
SDPUC_Instance::arc * arcs = m_instance.m_arcs;
SDPUC_Instance::timeseries * ts = m_instance.m_timeseries;
cout << "\nnumCols=" << numCols << " numTimePeriods=" << numTimeperiods;
cout << "numNodes=" << numNodes << " numArcs=" << numArcs << endl;
//---
//--- Construct the objective function and set it
//--- y1-var columns indexed as [a] = a in [0 ; numArcs-1]
//--- y2-var columns indexed as [a,t] = a + numArcs in [numArcs ; numArcs * (1 + numTimeperiods) - 1]
//--- z-var columns indexed as [a,t] = t*numArcs + a + numArcs * (1 + numTimeperiods)
//--- in [numArcs*(1+numTimeperiods); numArcs*(1 + 2*numTimeperiods) - 1]
//--- x-var columns indexed as [a,t] = t*numArcs + a + numArcs*(1 + 2*numTimeperiods) ,
//--- in [numArcs*(1 + 2*numTimeperiods) ; numArcs*(1 + 3*numTimeperiods) - 1]
//--- theta-var columns indexed as [i,t] = t*numNodes + i + numArcs*(1 + 3*numTimeperiods) ,
//--- in [numArcs*(1 + 3*numTimeperiods) ; numArcs*(1 + 3*numTimeperiods) + numNodes*numTimeperiods - 1]
//--
m_objective = new double[numCols];
//initialise to 0
for(i = 0; i < numCols; i++){
m_objective[i] = 0;
}
if(!m_objective)
throw UtilExceptionMemory("createModels", "MCF_DecompApp");
colIndex = 0;
for(a = 0; a < numArcs; a++) {
m_objective[colIndex++] = arcs[a].fcost1; //fixed arc investment cost
}
for(t = 0; t < numTimeperiods; t++) {
for(a = 0; a < numArcs; a++) {
m_objective[colIndex++] = arcs[a].fcost2; //fixed arc "start-up" cost
}
}
colIndex = numArcs*(1 + 2*numTimeperiods); //start-index for x-vars
for(t = 0; t < numTimeperiods; t++) {
for(a = 0; a < numArcs; a++) {
m_objective[colIndex++] = arcs[a].mcost * ts[0].values[t] ; //arc cost * probability (assume ts[0] indicate timeperiod probabilities)
}
}
//---
//--- set the objective
//---
setModelObjective(m_objective, numCols);
/*cout << "obj = " ;
for(i = 0; i < numCols; i++){
cout << m_objective[i] << " ";
}
cout << endl;*/
//---
//--- create the core/master model and set it
//---
DecompConstraintSet * modelCore = new DecompConstraintSet();
createModelCore(modelCore);
setModelCore(modelCore, "core");
//---
//--- create the relaxed/subproblem models and set them
//---
for(t = 0; t < numTimeperiods; t++){
DecompConstraintSet * modelRelax = new DecompConstraintSet();
string modelName = "relax" + UtilIntToStr(t);
if(m_appParam.UseSparse)
createModelRelaxSparse(modelRelax, t);
else
createModelRelax(modelRelax, t);
setModelRelax(modelRelax, modelName, t);
}
//---
//--- create an extra "empty" block for the master-only vars
//--- since I don't know what OSI will do with empty problem
//--- we will make column bounds explicity rows
//---
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModels()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void ATM_DecompApp::createModels(){
//---
//--- This function does the work to create the different models
//--- that will be used. This memory is owned by the user. It will
//--- be passed to the application interface and used by the algorithms.
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"APPcreateModel()", m_appParam.LogLevel, 2);
//---
//--- The original problem is in the form of a MINLP:
//--- min sum{a in A, d in D} | f[a,d] |
//--- s.t.
//--- for a in A, d in D:
//--- f[a,d] =
//--- a[a,d] x1[a] +
//--- b[a,d] x2[a] +
//--- c[a,d] x1[a] x2[a] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- for d in D:
//--- sum{a in A} f[a,d] <= B[d]
//--- for a in A:
//--- |{d in D : f[a,d] < 0} | <= K[a] (notice strict ineq)
//--- for a in A, d in D:
//--- f[a,d] free
//--- for a in A:
//--- x1[a], x2[a] in [0,1], x3[a] >= 0
//---
//---
//--- Discretization of continuous variable.
//--- n = number of steps
//--- T = {1, ..., n}
//--- sum{t in T} (t/n) * x1[a,t] = x1[a], for a in A
//--- sum{t in T} x1[a,t] <= 1 , for a in A
//--- so, if n=10, x1[a] in {0,0.1,0.2,...,1.0}.
//---
//---
//--- Linearization of product of a binary and a continuous.
//--- For a in A, t in T:
//--- z[a,t] = x1[a,t] * x2[a]
//--- <==>
//--- z[a,t] >= 0 <= 1,
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
//---
//--- Linearization of the absolute value.
//--- For a in A, d in D:
//--- f+[a,d], f-[a,d] >= 0
//--- f[a,d] = f+[a,d] - f-[a,d]
//--- |f[a,d]|= f+[a,d] + f-[a,d]
//---
//---
//--- To model the count constraints.
//--- For a in A:
//--- |{d in D : f[a,d] < 0}| <= K[a]
//--- <==>
//--- |{d in D : f+[a,d] - f-[a,d] < 0}| <= K[a]
//---
//--- At optimality, if f[a,d] != 0, then either
//--- f+[a,d] > 0 and f-[a,d] = 0, or
//--- f+[a,d] = 0 and f-[a,d] > 0.
//--- So, to count the cases when f[a,d] < 0, we can restrict
//--- attention to the cases where f-[a,d] > 0.
//---
//--- With some application specific stuff,
//--- we know that f-[a,d] <= w[a,d].
//---
//--- So, to count the number of cases we can use the following:
//--- f-[a,d] > 0 ==> v[a,d] = 1
//--- f-[a,d] <= 0 <== v[a,d] = 0
//--- <==>
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
//--- and, then
//--- |{d in D : f+[a,d] - f-[a,d] < 0}| <= K[a]
//--- <==>
//--- sum{d in D} v[a,d] <= K[a]
//---
//---
//--- (Approximate) MILP Reformulation
//---
//--- min sum{a in A, d in D} f+[a,d] + f-[a,d]
//--- s.t.
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//--- for a in A, d in D:
//--- f+[a,d], f-[a,d] >= 0
//--- f-[a,d] <= w[a,d]
//--- v[a,d] in {0,1}
//--- for a in A:
//--- x2[a], x3[a] in [0,1]
//--- for a in A, t in T
//--- x1[a,t] in {0,1}, z[a,t] in [0,1]
//---
//---
//--- UPDATE (April 2010).
//---
//--- A tighter formulation of the
//--- linearization of product of a binary and a continuous
//--- is possible due to the constraint: sum{t in T} x1[a,t] <= 1
//---
//--- For a in A, t in T:
//--- z[a,t] = x1[a,t] * x2[a]
//--- <==>
//--- OLD:
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1 (where, T = 1..n)
//--- for a in A, t in T:
//--- z[a,t] >= 0 <= 1,
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//--- NEW:
//--- for a in A:
//--- sum{t in T} x1[a,t] = 1 (where, T = 0..n)
//--- sum{t in T} z[a,t] = x2[a]
//--- for a in A, t in T:
//--- z[a,t] >= 0 <= 1,
//--- z[a,t] <= x1[a,t].
//---
//---
//--- Columns
//--- x1[a,t] (binary)
//--- z [a,t]
//--- f+[a,d]
//--- f-[a,d]
//--- x2[a]
//--- x3[a]
//---- v[a,d] (binary)
//---
int i, a;
int nAtms = m_instance.getNAtms();
int numCols = numCoreCols();
//---
//--- Construct the objective function.
//--- Coefficients of f+ and f- are 1.0, the rest are 0.
//---
m_objective = new double[numCols];
if(!m_objective)
throw UtilExceptionMemory("createModels", "MMKP_DecompApp");
UtilFillN(m_objective, numCols, 0.0);
for(i = getColOffset_fp(); i < getColOffset_x2(); i++)
m_objective[i] = 1.0;
setModelObjective(m_objective, numCols);
//---
//--- A'' (core):
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//--- for a in A: <--- option ( core or relax )
//--- sum{d in D} v[a,d] <= K[a]
//---
//--- A'[a] for a in A (independent blocks)
//--- for d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//--- sum{t in T} x1[a,t] <= 1
//--- for t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//--- sum{d in D} v[a,d] <= K[a] <--- option ( core or relax )
//---
if(m_appParam.ModelNameCore == "BUDGET"){
DecompConstraintSet * modelCore = createModelCore1(false);
m_models.push_back(modelCore);
setModelCore(modelCore, "BUDGET");
}
if(m_appParam.ModelNameCore == "BUDGET_COUNT"){
DecompConstraintSet * modelCore = createModelCore1();
m_models.push_back(modelCore);
setModelCore(modelCore, "BUDGET_COUNT");
}
if(m_appParam.ModelNameRelax == "CASH"){
for(a = 0; a < nAtms; a++){
DecompConstraintSet * modelRelax = createModelRelax1(a, false);
m_models.push_back(modelRelax);
setModelRelax(modelRelax, "CASH" + UtilIntToStr(a), a);
}
}
if(m_appParam.ModelNameRelax == "CASH_COUNT"){
for(a = 0; a < nAtms; a++){
DecompConstraintSet * modelRelax = createModelRelax1(a);
m_models.push_back(modelRelax);
setModelRelax(modelRelax, "CASH_COUNT" + UtilIntToStr(a), a);
}
}
if(m_appParam.ModelNameRelaxNest == "CASH_COUNT"){
for(a = 0; a < nAtms; a++){
DecompConstraintSet * modelRelax = createModelRelax1(a);
m_models.push_back(modelRelax);
setModelRelaxNest(modelRelax, "CASH_COUNT" + UtilIntToStr(a), a);
}
}
//TODO: solve this A' with gap as relaxNest - but
// we are doing blocks - so find a column then break it out
// tell framework to do that? or do as user? show how we can
// get stuff back from framework to setup and solve...
/*{
//---
//--- Version MODEL_MASTER_COUNT
//--- is relaxation too hard?
//---
//--- A'' (core):
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//---
//--- A' (relax):
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
vector< DecompConstraintSet* > modelRelaxV;
DecompConstraintSet * modelCoreCount = createModelCoreCount();
DecompConstraintSet * modelRelaxCount = createModelRelaxCount();
modelRelaxV.push_back(modelRelaxCount);
modelCore.insert (make_pair(MODEL_COUNT, modelCoreCount));
modelRelax.insert(make_pair(MODEL_COUNT, modelRelaxV));
}*/
UtilPrintFuncEnd(m_osLog, m_classTag,
"APPcreateModel()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void SDPUC_DecompApp::createModelRelax(DecompConstraintSet * model,
int tpId){
//---
//--- SUBPROBLEM (A'): (one block for each k in K)
//--- sum{(j,i) in A} x[k,i,j] -
//--- sum{(i,j) in A} x[k,i,j] = d[i,k], for all i in N
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//--- For k=(s,t) in K,
//--- d[i,k] = -d[k] if i=s
//--- = d[k] if i=t
//--- = 0, otherwise
//--- SUBPROBLEM (A'): (one block for each t in T)
//--- sum{(j,i) in A} x[i,j,t] -
//--- sum{(i,j) in A} x[i,j,t] = d[i,t], for all i in N\{s}, where s is the super source
//--- x[i,j,t] >= l[i,j,t] z[i,j,t], for all (i,j) in A
//--- x[i,j,t] <= u[i,j,t] z[i,j,t], for all (i,j) in A
//--- r[i,j] x[i,j,t] - theta[j] + theta[i] <= M (1 - z[i,j,t]) for all i,j in A
//--- r[i,j] x[i,j,t] - theta[j] + theta[i] >= -M (1 - z[i,j,t]) for all i,j in A
//---
int a, i, j, head, tail, colIndex, source;
int numTimeperiods = m_instance.m_numTimeperiods;
int numArcs = m_instance.m_numArcs;
int numSwitchings = m_instance.m_numSwitchings;
int numNodes = m_instance.m_numNodes;
int numCols = numArcs //y1-vars
+ 3 * numTimeperiods * numArcs //y2-, z-, and x-vars
+ numTimeperiods * numNodes; //theta-vars
SDPUC_Instance::arc * arcs = m_instance.m_arcs;
SDPUC_Instance::node * nodes = m_instance.m_nodes;
SDPUC_Instance::timeseries * ts = m_instance.m_timeseries;
int numACArcs = 0;
for(a = 0; a < numArcs; a++){
if(arcs[a].acline == 1) { numACArcs++; }
}
int numRows = numNodes - 1 // balance
+ 2 * numArcs // capacity
+ 2 * numACArcs // and kirchoffs constraints
+ 1; // max. allowed no. of switches employed sum{z} <= k
int col_yStartIndex = 0;
int col_zStartIndex = numArcs*(1+numTimeperiods);
int col_xStartIndex = numArcs * (1 + 2*numTimeperiods);
int col_thetaStartIndex = numArcs*(1 + 3*numTimeperiods) ;
double bigM = 100;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelax()", m_appParam.LogLevel, 2);
//---
//--- create space for the model matrix (row-majored)
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
if(!model->M)
throw UtilExceptionMemory("createModelCore", "MCF_DecompApp");
model->M->setDimensions(0, numCols);
model->reserve(numRows, numCols);
//---
//--- set super source node
//---
source = 0;
//---
//--- create the rows
//--- NOTE: this is somewhat inefficient (but simple)
//---
int hej = 0;
cout << "Generating sub-problem " << tpId << endl; hej++;
//cout << "y_index = " << col_yStartIndex << endl;
//cout << "z_index = " << col_zStartIndex << endl;
//cout << "x_index = " << col_xStartIndex << endl;
//cout << "theta_index = " << col_thetaStartIndex << endl;
//--- create balance constraints
for(i = 0; i < numNodes; i++){
CoinPackedVector row;
for(a = 0; a < numArcs; a++){
tail = arcs[a].tail;
head = arcs[a].head;
if(head == i){
colIndex = col_xStartIndex + tpId * numArcs + a;
row.insert(colIndex, 1.0);
}
else if(tail == i){
colIndex = col_xStartIndex + tpId * numArcs + a;
row.insert(colIndex, -1.0);
}
}
//set demand d
double d = nodes[i].demand * ts[nodes[i].tsdemand].values[tpId];
std::string rowName = "balance_" + UtilIntToStr(i) + "_" + UtilIntToStr(tpId);
if(i == source) {
model->appendRow(row, -m_infinity, 0.0, rowName);
}
else {
model->appendRow(row, d, d, rowName);
}
}
//--- create capacity constraints and kirchoffs constraints
for(a = 0; a < numArcs; a++){
CoinPackedVector rowLB, rowUB; //lower-, and upperbound
//for(a = 0; a < numArcs; a++){
tail = arcs[a].tail;
head = arcs[a].head;
double lb = arcs[a].lb * ts[arcs[a].tscap].values[tpId];
double ub = arcs[a].ub * ts[arcs[a].tscap].values[tpId];
double reactance = arcs[a].weight;
colIndex = col_zStartIndex + tpId * numArcs + a;
rowLB.insert(colIndex, -lb);
rowUB.insert(colIndex, -ub);
colIndex = col_xStartIndex + tpId * numArcs + a;
rowLB.insert(colIndex, 1.0);
rowUB.insert(colIndex, 1.0);
//set flow lower and upperbound
std::string rowNameLB = "lb_" + UtilIntToStr(a) + "_" + UtilIntToStr(tpId);
std::string rowNameUB = "ub_" + UtilIntToStr(a) + "_" + UtilIntToStr(tpId);
model->appendRow(rowLB, 0.0, m_infinity, rowNameLB);
model->appendRow(rowUB, -m_infinity, 0.0, rowNameUB);
//set kirchoffs voltage constraints for ac-arcs
if(arcs[a].acline == 1) {
CoinPackedVector rowK1, rowK2; //Kirchoff1, and Kirchoff2
colIndex = col_zStartIndex + tpId * numArcs + a;
rowK1.insert(colIndex, bigM);
rowK2.insert(colIndex, -bigM);
colIndex = col_xStartIndex + tpId * numArcs + a;
rowK1.insert(colIndex, reactance);
rowK2.insert(colIndex, reactance);
for(i = 0; i < numNodes; i++){
if(head == i){
colIndex = col_thetaStartIndex + tpId * numNodes + i;
rowK1.insert(colIndex, -1.0);
rowK2.insert(colIndex, -1.0);
}
else if(tail == i){
colIndex = col_thetaStartIndex + tpId * numNodes + i;
rowK1.insert(colIndex, 1.0);
rowK2.insert(colIndex, 1.0);
}
}
std::string rowNameK1 = "k1_" + UtilIntToStr(a) + "_" + UtilIntToStr(tpId);
std::string rowNameK2 = "k2_" + UtilIntToStr(a) + "_" + UtilIntToStr(tpId);
model->appendRow(rowK1, -m_infinity, bigM, rowNameK1);
model->appendRow(rowK2, -bigM, m_infinity, rowNameK2);
}
}
//--- create max. no. of switchings-constraint
CoinPackedVector row;
for(a = 0; a < numArcs; a++){
colIndex = col_zStartIndex + tpId * numArcs + a;
if(arcs[a].acline == 1) { //only for arcs with voltage constraints
row.insert(colIndex, 1.0);
}
}
//model->appendRow(row, numACArcs-numSwitchings, numACArcs, std::string("sum{1-z}<=k"));
std::string rowNameSumK = "sumk_" + UtilIntToStr(tpId);
model->appendRow(row, numACArcs-numSwitchings, numACArcs, rowNameSumK);
//---
//--- create a list of the "active" columns (those related
//--- to this commmodity) all other columns are fixed to 0
//---
UtilFillN(model->colLB, numCols, 0.0);
UtilFillN(model->colUB, numCols, 0.0);
colIndex = 0;
for(a = 0; a < numArcs; a++){
//set y-columns active
//if(tpId == 0) {
//colIndex = col_yStartIndex + a;
// model->colLB[colIndex] = 0;
// model->colUB[colIndex] = 1;
// model->activeColumns.push_back(colIndex);
//cout << "" << colIndex << ", " ;
//}
//set z-columns active
colIndex = col_zStartIndex + tpId * numArcs + a;
model->colLB[colIndex] = 0; //1 - arcs[a].switchable; //if arc not switchable then fix z=1
model->colUB[colIndex] = 1;
model->activeColumns.push_back(colIndex);
//set x-columns active
colIndex = col_xStartIndex + tpId * numArcs + a;
double arcLB = min(0.0, arcs[a].lb * ts[arcs[a].tscap].values[tpId]); //!!****
double arcUB = arcs[a].ub * ts[arcs[a].tscap].values[tpId];
model->colLB[colIndex] = arcLB;
model->colUB[colIndex] = arcUB;
model->activeColumns.push_back(colIndex);
}
//set theta-columns active
for(i = 0; i < numNodes; i++){
colIndex = col_thetaStartIndex + tpId * numNodes + i;
model->colLB[colIndex] = -m_infinity;
model->colUB[colIndex] = m_infinity;
model->activeColumns.push_back(colIndex);
}
//---
//--- set the indices of the integer variables of model
//---
UtilIotaN(model->integerVars, col_xStartIndex, col_yStartIndex);
////Display problem
//cout << "find: \nActive cols: ";
//std::vector<int>::const_iterator it;
//for(it = model->getActiveColumns().begin(); it < model->getActiveColumns().end(); it++){
//cout << *it << " ";
//}
//cout << "\ns.t.\n";
//for(j = 0; j < model->getNumRows(); j++){
//cout << model->rowNames[j] << " : \t\t";
//cout << model->rowLB[j] << " \t <= \t" ;
//for (i = 0; i < model->getNumCols(); i++){
////cout << "numCols=" << model->getNumCols() << endl;
//if(model->getMatrix()->getCoefficient(j,i) != 0) {
////cout << "i" << i << " ";
//cout << " " << model->M->getCoefficient(j,i) << " (" << i << ") + ";
////cout << model->getColNames()[i] ;
//}
//else {cout << "" ;}
//}
//cout << " \t <= \t " << model->rowUB[j] << endl ;
//
//}
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelax()", m_appParam.LogLevel, 2);
}
// --------------------------------------------------------------------- //
int GAP_DecompApp::createModelPartAP(DecompConstraintSet* model)
{
int i, j, colIndex;
int status = GAPStatusOk;
int nTasks = m_instance.getNTasks(); //n
int nMachines = m_instance.getNMachines(); //m
int nCols = nTasks * nMachines;
int nRows = nTasks;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelPartAP()", m_appParam.LogLevel, 2);
//---
//--- Build the core model constraints (AP = assignment problem).
//---
//--- m is number of machines (index i)
//--- n is number of tasks (index j)
//---
//--- sum{i in 1..m} x[i,j] = 1, j in 1..n
//---
//--- Example structure: m=3, n=4
//--- x x x = 1 [j=1]
//--- x x x = 1 [j=2]
//--- x x x = 1 [j=3]
//--- x x x = 1 [j=4]
//---
//---
//--- Allocate an empty row-ordered CoinPackedMatrix. Since we plan
//--- to add rows, set the column dimension and let the row dimension
//--- be set dynamically.
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
//---
//--- we know the sizes needed, so reserve space for them (for efficiency)
//---
model->reserve(nRows, nCols);
//---
//--- create one row per task
//--- rowNames are not needed, they are used for debugging
//---
for (j = 0; j < nTasks; j++) {
CoinPackedVector row;
string rowName = "a(j_" + UtilIntToStr(j) + ")";
for (i = 0; i < nMachines; i++) {
colIndex = getIndexIJ(i, j);
row.insert(colIndex, 1.0);
}
model->appendRow(row, 1.0, 1.0, rowName);
}
//---
//--- set the col upper and lower bounds (all in [0,1])
//---
UtilFillN(model->colLB, nCols, 0.0);
UtilFillN(model->colUB, nCols, 1.0);
//---
//--- set the indices of the integer variables of model
//--- (all vars are binary)
//---
UtilIotaN(model->integerVars, nCols, 0);
//---
//--- set column names for debugging
//---
colIndex = 0;
for (i = 0; i < nMachines; i++) {
for (j = 0; j < nTasks; j++) {
string colName = "x("
+ UtilIntToStr(colIndex) + "_"
+ UtilIntToStr(i) + "," + UtilIntToStr(j) + ")";
model->colNames.push_back(colName);
colIndex++;
}
}
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelPartAP()", m_appParam.LogLevel, 2);
return status;
}
//===========================================================================//
void MCF_DecompApp::createModelCore(DecompConstraintSet* model)
{
//---
//--- MASTER (A''):
//--- sum{k in K} x[k,i,j] >= l[i,j], for all (i,j) in A
//--- sum{k in K} x[k,i,j] <= u[i,j], for all (i,j) in A
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//---
int k, a, colIndex;
int numCommodities = m_instance.m_numCommodities;
int numArcs = m_instance.m_numArcs;
int numCols = numCommodities * numArcs;
int numRows = 2 * numArcs;
MCF_Instance::arc* arcs = m_instance.m_arcs;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCore()", m_appParam.LogLevel, 2);
//---
//--- create space for the model matrix (row-majored)
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
if (!model->M) {
throw UtilExceptionMemory("createModelCore", "MCF_DecompApp");
}
model->M->setDimensions(0, numCols);
model->reserve(numRows, numCols);
//---
//--- create the rows and set the col/row bounds
//---
UtilFillN(model->colLB, numCols, 0.0);
UtilFillN(model->colUB, numCols, m_infinity);
for (a = 0; a < numArcs; a++) {
CoinPackedVector row;
double arcLB = arcs[a].lb;
double arcUB = arcs[a].ub;
for (k = 0; k < numCommodities; k++) {
colIndex = k * numArcs + a;
model->colLB[colIndex] = arcLB;
model->colUB[colIndex] = arcUB;
row.insert(colIndex, 1.0);
}
//TODO: any issue with range constraints?
model->appendRow(row, -m_infinity, arcUB);
string rowNameUB = "capUB(" +
UtilIntToStr(a) + "_" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + ")";
model->rowNames.push_back(rowNameUB);
model->appendRow(row, arcLB, m_infinity);
string rowNameLB = "capLB(" +
UtilIntToStr(a) + "_" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + ")";
model->rowNames.push_back(rowNameLB);
}
//---
//--- create column names (helps with debugging)
//---
for (k = 0; k < numCommodities; k++) {
for (a = 0; a < numArcs; a++) {
string colName = "x(comm_" + UtilIntToStr(k) + "," +
UtilIntToStr(a) + "_" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + ")";
model->colNames.push_back(colName);
}
}
//---
//--- set the indices of the integer variables of model
//---
UtilIotaN(model->integerVars, numCols, 0);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCore()", m_appParam.LogLevel, 2);
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelRelax2(const int d){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelax2()", m_appParam.LogLevel, 2);
int a, t, nRows, pairIndex, nRowsMax;
double rhs, coefA, coefC;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nSteps = m_appParam.NumSteps;
const int nAtms = m_instance.getNAtms();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * a_ad = m_instance.get_a_ad(); //dense storage
const double * b_ad = m_instance.get_b_ad(); //dense storage
const double * c_ad = m_instance.get_c_ad(); //dense storage
const double * d_ad = m_instance.get_d_ad(); //dense storage
const double * e_ad = m_instance.get_e_ad(); //dense storage
const double * w_ad = m_instance.get_w_ad(); //dense storage
const double * B_d = m_instance.get_B_d();
const int nCols = numCoreCols();
if(m_appParam.UseTightModel)
nRowsMax = 3*nAtms + 1 + getNAtmsSteps();
else
nRowsMax = 2*nAtms + 1 + (3*getNAtmsSteps());
//---
//--- A'[d] for d in D (independent blocks)
//--- for a in A
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRowsMax, nCols);
CoinPackedVector rowBudget;
nRows = 0;
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
if(d != adP.second){
pairIndex++;
continue;
}
a = adP.first;
//---
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
rowBudget.insert(getColOffset_fp() + pairIndex, 1.0);
rowBudget.insert(getColOffset_fm() + pairIndex, -1.0);
//---
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//---
CoinPackedVector row;
string rowName = "demand_def(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
row.insert(colIndex_fp(pairIndex), 1.0);
row.insert(colIndex_fm(pairIndex), -1.0);
coefA = -a_ad[*vi] / nSteps;
coefC = -c_ad[*vi] / nSteps;
if(m_appParam.UseTightModel){
for(t = 0; t <= nSteps; t++){
row.insert(colIndex_x1(a,t), t * coefA);
row.insert(colIndex_z (a,t), t * coefC);
}
}
else{
for(t = 0; t < nSteps; t++){
row.insert(colIndex_x1(a,t), (t+1) * coefA);
row.insert(colIndex_z (a,t), (t+1) * coefC);
}
}
row.insert(colIndex_x2(a), -b_ad[*vi]);
row.insert(colIndex_x3(a), -d_ad[*vi]);
rhs = e_ad[*vi];
model->appendRow(row, rhs, rhs, rowName);
nRows++;
//---
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
CoinPackedVector rowLink;
string rowNameLink = "linkv(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
rowLink.insert(colIndex_fm(pairIndex), 1.0);
rowLink.insert(colIndex_v (pairIndex), -w_ad[*vi]);
model->appendRow(rowLink, -DecompInf, 0.0, rowNameLink);
nRows++;
pairIndex++;
}
string rowNameBudget = "budget(d_" + m_instance.getDateName(d) + ")";
model->appendRow(rowBudget, -DecompInf, B_d[d], rowNameBudget);
nRows++;
for(a = 0; a < nAtms; a++)
nRows += createConZtoX(model, a);
assert(nRows <= nRowsMax);
//---
//--- create model columns
//---
createModelColumns(model, -1, d);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelax2()", m_appParam.LogLevel, 2);
return model;
}
int OSDipApp::generateInitVars(DecompVarList & initVars) {
//---
//--- generateInitVars is a virtual method and can be overriden
//--- if the user has some idea how to initialize the list of
//--- initial variables (columns in the DW master)
//---
std::cout << "GENERATE INIT VARS" << std::endl;
UtilPrintFuncBegin(m_osLog, m_classTag, "generateInitVars()",
m_appParam.LogLevel, 2);
//---
//--- Get the initial solution from the OSOption object
//--- we want the variable other option where name="initialCol"
//---
//std::vector<OtherVariableOption*> getOtherVariableOptions(std::string solver_name);
std::vector<OtherVariableOption*> otherVarOptions;
std::vector<OtherVariableOption*>::iterator vit;
int *index = NULL;
double *value = NULL;
int i;
double objValue;
int whichBlock;
DecompVar *var;
try{
if (m_osInterface.m_osoption != NULL
&& m_osInterface.m_osoption->getNumberOfOtherVariableOptions() > 0) {
std::cout << "Number of other variable options = "
<< m_osInterface.m_osoption->getNumberOfOtherVariableOptions()
<< std::endl;
otherVarOptions = m_osInterface.m_osoption->getOtherVariableOptions(
"Dip");
//iterate over the vector
for (vit = otherVarOptions.begin(); vit != otherVarOptions.end(); vit++) {
// see if we have an initialCol option
if ((*vit)->name.compare("initialCol") == 0) {
index = new int[(*vit)->numberOfVar];
value = new double[(*vit)->numberOfVar];
objValue = 0.0;
for (i = 0; i < (*vit)->numberOfVar; i++) {
index[i] = (*vit)->var[i]->idx;
//convert the string to integer
value[ i] = atoi((*vit)->var[i]->value.c_str());
objValue += m_objective[index[i]];
}
whichBlock = atoi( (*vit)->value.c_str() );
var = new DecompVar((*vit)->numberOfVar, index, value, objValue);
var->setBlockId(whichBlock);
initVars.push_back(var);
//free local memory
UTIL_DELARR( index);
UTIL_DELARR( value);
}
}
}
}//end try
catch(const ErrorClass& eclass){
throw ErrorClass( eclass.errormsg);
}
UtilPrintFuncEnd(m_osLog, m_classTag, "generateInitVars()",
m_appParam.LogLevel, 2);
return static_cast<int> (initVars.size());
}
void OSDipApp::initializeApp(UtilParameters & utilParam) {
UtilPrintFuncBegin(m_osLog, m_classTag, "initializeApp()",
m_appParam.LogLevel, 2);
//---
//--- get application parameters
//---
m_appParam.getSettings(utilParam);
if (m_appParam.LogLevel >= 1)
m_appParam.dumpSettings(m_osLog);
try {
//---
//--- read OSiL instance
//
if (m_appParam.OSiLFile.size() <= 1)
throw ErrorClass("An OSiL file not specified in the paramater file");
std::string osilFile = m_appParam.DataDir + UtilDirSlash()
+ m_appParam.OSiLFile;
m_osInterface.readOSiL( osilFile);
//---
//--- read OSoL instance -- it is not necessary, if not there
//-- all constraints become block constraints
//
//if(m_appParam.OSoLFile.size() <= 1) throw ErrorClass("An OSoL file not specified in the paramater file");
if (m_appParam.OSoLFile.size() > 0) {
std::string osolFile = m_appParam.DataDir + UtilDirSlash()
+ m_appParam.OSoLFile;
m_osInterface.readOSoL( osolFile);
}
//---
//--- create models
//---
createModels();
//just temporary playing around
/**
std::cout << std::endl << std::endl << std::endl;
std::cout << "VARIABLE INDEX TESTING " <<std::endl;
std::vector<std::set<int> > blockVars;
std::set<int>::iterator sit;
blockVars = m_osInterface.getBlockVarIndexes();
for(int i = 0; i < blockVars.size(); i++){
std::cout << "INSIDE BLOCK " << i << std::endl;
for (sit = blockVars[i].begin(); sit != blockVars[i].end(); sit++) {
std::cout << "VARIABLE = " << *sit << std::endl;
}
}
//now test core constraints
std::cout << "CORE CONSTRAINT TESTING " <<std::endl;
std::set<int> conIndexes;
conIndexes = m_osInterface.getCoreConstraintIndexes();
for (sit = conIndexes.begin(); sit != conIndexes.end(); sit++) {
std::cout << "CORE INDEX = " << *sit << std::endl;
}
std::cout << "BLOCK CONSTRAINT INDEX TESTING " <<std::endl;
std::vector<std::map<int, int> > blockCons;
std::map<int, int>::iterator mit;
blockCons = m_osInterface.getBlockConstraintIndexes();
for(int i = 0; i < blockCons.size(); i++){
std::cout << "INSIDE BLOCK " << i << std::endl;
for (mit = blockCons[i].begin(); mit != blockCons[i].end(); mit++) {
std::cout << "CONSTRAINT INDEX = " << mit->first << std::endl;
}
}
*/
m_blockOSInstances = m_osInterface.getBlockOSInstances();
//loop over the instances and generate a solver
std::vector<OSInstance* >::iterator vit1;
OSDipBlockCoinSolver *coinSolver = NULL;
for (vit1 = m_blockOSInstances.begin(); vit1 != m_blockOSInstances.end(); vit1++) {
coinSolver = new OSDipBlockCoinSolver( *vit1) ;
m_osDipBlockCoinSolver.push_back( coinSolver ) ;
}
std::vector<std::set<int> >::iterator vit2;
std::set<int>::iterator sit;
std::set<int> blockVar;
std::vector<IndexValuePair*> solIndexValPair;
std::vector<IndexValuePair*>::iterator vit3;
double optVal;
double *cost = NULL;
int index;
int whichBlock;
m_blockVars = m_osInterface.getBlockVarIndexes();
whichBlock = 0;
for (vit2 = m_blockVars.begin(); vit2 != m_blockVars.end(); vit2++) {
blockVar = *vit2;
cost = new double[ blockVar.size() ];
index = 0;
for (sit = blockVar.begin(); sit != blockVar.end(); sit++) {
cost[index] = m_objective[ *sit];
index++;
}
m_osDipBlockCoinSolver[whichBlock++]->solve( cost, &solIndexValPair, &optVal);
std::cout << "OPTIMAL VALUE = " << optVal << std::endl;
std::cout << "solIndexValPair SIZE 2 = " << solIndexValPair.size() << std::endl;
for (vit3 = solIndexValPair.begin(); vit3 != solIndexValPair.end(); vit3++) {
std::cout << "IDEX = " << (*vit3)->idx << std::endl;
std::cout << "VALUE = " << (*vit3)->value << std::endl;
}
delete []cost;
}
} catch (const ErrorClass& eclass) {
throw ErrorClass(eclass.errormsg);
}
UtilPrintFuncEnd(m_osLog, m_classTag, "initializeApp()",
m_appParam.LogLevel, 2);
}//end initializeApp
//===========================================================================//
void MCF_DecompApp::createModels()
{
//---
//--- This function does the work to create the different models
//--- that will be used. This memory is owned by the user. It will
//--- be passed to the application interface and used by the algorithms.
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModels()", m_appParam.LogLevel, 2);
//---
//--- (Integer) Multi-Commodity Flow Problem (MCF).
//---
//--- We are given:
//--- (1) a directed graph G=(N,A),
//--- (2) a set of commodities K, where each commodity is
//--- a source-sink pair.
//---
//--- min sum{k in K} sum{(i,j) in A} w[i,j] x[k,i,j]
//--- s.t. sum{(j,i) in A} x[k,i,j] -
//--- sum{(i,j) in A} x[k,i,j] = d[i,k], for all i in N, k in K
//--- sum{k in K} x[k,i,j] >= l[i,j], for all (i,j) in A
//--- sum{k in K} x[k,i,j] <= u[i,j], for all (i,j) in A
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//--- For k=(s,t) in K,
//--- d[i,k] = -d[k] if i=s
//--- = d[k] if i=t
//--- = 0, otherwise
//---
//--- NOTE: to make sure the problem is always feasible, dummy arcs
//--- have been added between all source-sink commodity pairs and have
//--- been given a 'big' weight.
//---
//---
//--- The decomposition is formed as:
//---
//--- MASTER (A''):
//--- sum{k in K} x[k,i,j] >= l[i,j], for all (i,j) in A
//--- sum{k in K} x[k,i,j] <= u[i,j], for all (i,j) in A
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//---
//--- SUBPROBLEM (A'): (one block for each k in K)
//--- sum{(j,i) in A} x[k,i,j] -
//--- sum{(i,j) in A} x[k,i,j] = d[i,k], for all i in N
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//---
//---
//--- Get information about this problem instance.
//---
int k, a, colIndex;
int numCommodities = m_instance.m_numCommodities;
int numArcs = m_instance.m_numArcs;
int numCols = numCommodities * numArcs;
MCF_Instance::arc* arcs = m_instance.m_arcs;
//---
//--- Construct the objective function and set it
//--- columns indexed as [k,a]= k*numArcs + a
//---
objective = new double[numCols];
if (!objective) {
throw UtilExceptionMemory("createModels", "MCF_DecompApp");
}
colIndex = 0;
for (k = 0; k < numCommodities; k++)
for (a = 0; a < numArcs; a++) {
objective[colIndex++] = arcs[a].weight;
}
//---
//--- set the objective
//---
setModelObjective(objective, numCols);
//---
//--- create the core/master model and set it
//---
modelCore = new DecompConstraintSet();
createModelCore(modelCore);
setModelCore(modelCore, "core");
//---
//--- create the relaxed/subproblem models and set them
//---
for (k = 0; k < numCommodities; k++) {
modelRelax = new DecompConstraintSet();
string modelName = "relax" + UtilIntToStr(k);
if (m_appParam.UseSparse) {
createModelRelaxSparse(modelRelax, k);
} else {
createModelRelax(modelRelax, k);
}
setModelRelax(modelRelax, modelName, k);
m_models.push_back(modelRelax);
}
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModels()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void MCF_DecompApp::createModelRelaxSparse(DecompConstraintSet* model,
int commId)
{
//---
//--- SUBPROBLEM (A'): (one block for each k in K)
//--- sum{(j,i) in A} x[k,i,j] -
//--- sum{(i,j) in A} x[k,i,j] = d[i,k], for all i in N
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//--- For k=(s,t) in K,
//--- d[i,k] = -d[k] if i=s
//--- = d[k] if i=t
//--- = 0, otherwise
//---
int a, i, head, tail, origColIndex, source, sink;
int numArcs = m_instance.m_numArcs;
int numNodes = m_instance.m_numNodes;
int numCommodities = m_instance.m_numCommodities;
int numCols = numArcs;
int numRows = numNodes;
int numColsOrig = numArcs * numCommodities;
MCF_Instance::arc* arcs = m_instance.m_arcs;
MCF_Instance::commodity* commodities = m_instance.m_commodities;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelaxSparse()", m_appParam.LogLevel, 2);
//---
//--- create space for the model matrix (row-majored)
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
if (!model->M) {
throw UtilExceptionMemory("createModelCore", "MCF_DecompApp");
}
model->M->setDimensions(0, numCols);
model->reserve(numRows, numCols);
model->setSparse(numColsOrig);
//---
//--- get this commodity's source and sink node
//---
source = commodities[commId].source;
sink = commodities[commId].sink;
//---
//--- create the rows
//--- NOTE: this is somewhat inefficient (but simple)
//---
for (i = 0; i < numNodes; i++) {
CoinPackedVector row;
for (a = 0; a < numArcs; a++) {
tail = arcs[a].tail;
head = arcs[a].head;
if (head == i) {
row.insert(a, 1.0);
} else if (tail == i) {
row.insert(a, -1.0);
}
}
if (i == source)
model->appendRow(row,
-commodities[commId].demand,
-commodities[commId].demand);
else if (i == sink)
model->appendRow(row,
commodities[commId].demand,
commodities[commId].demand);
else {
model->appendRow(row, 0.0, 0.0);
}
}
//---
//--- set the colLB, colUB, integerVars and sparse mapping
//---
origColIndex = commId * numArcs;
for (a = 0; a < numArcs; a++) {
double arcLB = arcs[a].lb;
double arcUB = arcs[a].ub;
model->pushCol(arcLB, arcUB, true, origColIndex);
origColIndex++;
}
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelaxSparse()", m_appParam.LogLevel, 2);
}
//===========================================================================//
void MCF_DecompApp::createModelRelax(DecompConstraintSet* model,
int commId)
{
//---
//--- SUBPROBLEM (A'): (one block for each k in K)
//--- sum{(j,i) in A} x[k,i,j] -
//--- sum{(i,j) in A} x[k,i,j] = d[i,k], for all i in N
//--- x[k,i,j] integer >= l[i,j] <= u[i,j], for all (i,j) in A
//--- For k=(s,t) in K,
//--- d[i,k] = -d[k] if i=s
//--- = d[k] if i=t
//--- = 0, otherwise
//---
int a, i, head, tail, colIndex, source, sink;
int numCommodities = m_instance.m_numCommodities;
int numArcs = m_instance.m_numArcs;
int numNodes = m_instance.m_numNodes;
int numCols = numCommodities * numArcs;
int numRows = numNodes;
MCF_Instance::arc* arcs = m_instance.m_arcs;
MCF_Instance::commodity* commodities = m_instance.m_commodities;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelax()", m_appParam.LogLevel, 2);
//---
//--- create space for the model matrix (row-majored)
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
if (!model->M) {
throw UtilExceptionMemory("createModelCore", "MCF_DecompApp");
}
model->M->setDimensions(0, numCols);
model->reserve(numRows, numCols);
//---
//--- get this commodity's source and sink node
//---
source = commodities[commId].source;
sink = commodities[commId].sink;
//---
//--- create the rows
//--- NOTE: this is somewhat inefficient (but simple)
//---
for (i = 0; i < numNodes; i++) {
CoinPackedVector row;
for (a = 0; a < numArcs; a++) {
tail = arcs[a].tail;
head = arcs[a].head;
if (head == i) {
colIndex = commId * numArcs + a;
row.insert(colIndex, 1.0);
} else if (tail == i) {
colIndex = commId * numArcs + a;
row.insert(colIndex, -1.0);
}
}
if (i == source)
model->appendRow(row,
-commodities[commId].demand,
-commodities[commId].demand);
else if (i == sink)
model->appendRow(row,
commodities[commId].demand,
commodities[commId].demand);
else {
model->appendRow(row, 0.0, 0.0);
}
string rowName = "flow(" +
UtilIntToStr(commId) + "_" +
UtilIntToStr(i) + "_" +
UtilIntToStr(source) + "," +
UtilIntToStr(sink) + ")";
model->rowNames.push_back(rowName);
}
//---
//--- create a list of the "active" columns (those related
//--- to this commmodity) all other columns are fixed to 0
//---
UtilFillN(model->colLB, numCols, 0.0);
UtilFillN(model->colUB, numCols, 0.0);
colIndex = commId * numArcs;
for (a = 0; a < numArcs; a++) {
double arcLB = arcs[a].lb;
double arcUB = arcs[a].ub;
model->colLB[colIndex] = arcLB;
model->colUB[colIndex] = arcUB;
model->activeColumns.push_back(colIndex);
colIndex++;
}
//---
//--- set the indices of the integer variables of model
//---
UtilIotaN(model->integerVars, numCols, 0);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelax()", m_appParam.LogLevel, 2);
}
//===========================================================================//
DecompConstraintSet *
ATM_DecompApp::createModelRelax1(const int a,
bool includeCount){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelax1()", m_appParam.LogLevel, 2);
int t, d, nRows, pairIndex;
double rhs, coefA, coefC;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nSteps = m_appParam.NumSteps;
const int nDates = m_instance.getNDates();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * a_ad = m_instance.get_a_ad(); //dense storage
const double * b_ad = m_instance.get_b_ad(); //dense storage
const double * c_ad = m_instance.get_c_ad(); //dense storage
const double * d_ad = m_instance.get_d_ad(); //dense storage
const double * e_ad = m_instance.get_e_ad(); //dense storage
const double * w_ad = m_instance.get_w_ad(); //dense storage
const int nCols = numCoreCols();
int nRowsMax = nDates + 1 + (3*nSteps);
if(includeCount)
nRowsMax += nDates + 1;
//---
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d] (for count)
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- sum{d in D} v[a,d] <= K[a] (for count) [OPT]
//Probably not...
//THINK: can't we just post-process this? z=x1*x2
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->M->reserve(nRowsMax, nCols);
model->rowLB.reserve(nRowsMax);
model->rowUB.reserve(nRowsMax);
//---
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d] (for count)
//---
nRows = 0;
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
if(a != adP.first){
pairIndex++;
continue;
}
d = adP.second;
CoinPackedVector row;
string rowName = "demand_def(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
row.insert(colIndex_fp(pairIndex), 1.0);
row.insert(colIndex_fm(pairIndex), -1.0);
coefA = -a_ad[*vi] / nSteps;
coefC = -c_ad[*vi] / nSteps;
if(m_appParam.UseTightModel){
for(t = 0; t <= nSteps; t++){
row.insert(colIndex_x1(a,t), t * coefA);
row.insert(colIndex_z (a,t), t * coefC);
}
}
else{
for(t = 0; t < nSteps; t++){
row.insert(colIndex_x1(a,t), (t+1) * coefA);
row.insert(colIndex_z (a,t), (t+1) * coefC);
}
}
row.insert(colIndex_x2(a), -b_ad[*vi]);
row.insert(colIndex_x3(a), -d_ad[*vi]);
rhs = e_ad[*vi];
model->M->appendRow(row);
model->rowLB.push_back(rhs);
model->rowUB.push_back(rhs);
model->rowNames.push_back(rowName);
nRows++;
CoinPackedVector rowLink;
string rowNameLink = "linkv(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
rowLink.insert(colIndex_fm(pairIndex), 1.0);
rowLink.insert(colIndex_v (pairIndex), -w_ad[*vi]);
model->M->appendRow(rowLink);
model->rowLB.push_back(-DecompInf);
model->rowUB.push_back(0.0);
model->rowNames.push_back(rowNameLink);
nRows++;
pairIndex++;
}
//---
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- sum{d in D} v[a,d] <= K[a] (for count)
//---
nRows += createConPickOne(model, a);
if(includeCount)
nRows += createConCount(model, a);
//---
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
nRows += createConZtoX(model, a);
//---
//--- create model columns
//---
createModelColumns(model, a);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelax1()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
void SDPUC_DecompApp::createModelCore(DecompConstraintSet * model){
//---
//--- MASTER (A''):
//--- z[i,j,t] <= y1[i,j] for all (i,j) in A, t in T //arc-investment
//--- z[i,j,t] - z[i,j,t-1] <= y2[i,j,t] for all (i,j) in A, t in T //arc(unit) commitment
//--- y[i,j] binary for all (i,j) in A
//---
int i, t, a, colIndex;
int numTimeperiods = m_instance.m_numTimeperiods;
int numArcs = m_instance.m_numArcs;
int numNodes = m_instance.m_numNodes;
int numCols = numArcs //y1-vars
+ 3 * numTimeperiods * numArcs //y2-, z-, and x-vars
+ numTimeperiods * numNodes; //theta-vars
int numRows = numArcs * numTimeperiods;
int col_yStartIndex = 0;
int col_zStartIndex = numArcs*(1+numTimeperiods);
int col_xStartIndex = numArcs * (1 + 2*numTimeperiods);
int col_thetaStartIndex = numArcs*(1 + 3*numTimeperiods) ;
SDPUC_Instance::arc * arcs = m_instance.m_arcs;
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCore()", m_appParam.LogLevel, 2);
//---
//--- create space for the model matrix (row-majored)
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
if(!model->M)
throw UtilExceptionMemory("createModelCore", "SDPUC_DecompApp");
model->M->setDimensions(0, numCols);
model->reserve(numRows, numCols);
//---
//--- create the rows and set the col/row bounds
//---
UtilFillN(model->colLB, numCols, -m_infinity);
UtilFillN(model->colUB, numCols, m_infinity);
for(a = 0; a < numArcs; a++){
colIndex = a;
//add y1-vars
model->colLB[colIndex] = 0;
model->colUB[colIndex] = 1;
for(t = 0; t < numTimeperiods; t++){
int t_prev = 0;
if(t == 0) {
t_prev = numTimeperiods - 1;
}
else {
t_prev = t - 1;
}
colIndex = a + t * numArcs + numArcs;
//add y2-vars
model->colLB[colIndex] = 0;
model->colUB[colIndex] = 1;
CoinPackedVector row1; // 0 <= y1[i,j] - z[i,j,t] for all (i,j) in A, t in T
CoinPackedVector row2; // 0 <= y2[i,j,t] - z[i,j,t] + z[i,j,t-1] for all (i,j) in A, t in T
CoinPackedVector rowFix_y1; //fix y1=1
CoinPackedVector y2upper1; // y2(t) <= z(t) : if off in t then we dont start-up
CoinPackedVector y2upper2; // y2(t) <= 1-z(t-1) : if on in t-1 then dont start up in t
//insert y1-var coefficient
row1.insert(a, 1.0);
rowFix_y1.insert(a, 1.0);
//insert y2-var coefficient
colIndex = t * numArcs + a + numArcs;
row2.insert(colIndex, 1.0);
y2upper1.insert(colIndex, -1.0);
y2upper2.insert(colIndex, -1.0);
//add z-vars
colIndex = t * numArcs + a + col_zStartIndex;
model->colLB[colIndex] = 0;
model->colUB[colIndex] = 1;
//insert z-var coefficient
row1.insert(colIndex, -1.0);
row2.insert(colIndex, -1.0);
y2upper1.insert(colIndex, 1.0);
colIndex = t_prev * numArcs + a + col_zStartIndex;
row2.insert(colIndex, 1.0);
y2upper2.insert(colIndex, -1.0);
std::string rowName1_1 = "MP1_1_" + UtilIntToStr(a) + "_" + UtilIntToStr(t);
std::string rowName1_2 = "MP1_2_" + UtilIntToStr(a) + "_" + UtilIntToStr(t);
std::string rowName2_1 = "MP2_1_" + UtilIntToStr(a) + "_" + UtilIntToStr(t);
std::string rowName2_2 = "MP2_2_" + UtilIntToStr(a) + "_" + UtilIntToStr(t);
std::string rowNameFix = "fix_y1_" + UtilIntToStr(a) + "_" + UtilIntToStr(t);
//TODO: any issue with range constraint
model->appendRow(row1, 0.0, m_infinity, rowName1_1); //add MP1_constraints (arc investments)
model->appendRow(row1, -m_infinity, 1.0, rowName1_2); //add MP1_constraints (arc investments)
if(arcs[a].tail == 0) { //ONLY for supply arcs (!!)
model->appendRow(row2, 0.0, m_infinity, rowName2_1); //add MP2_constraints (arc commitment)
model->appendRow(row2, -m_infinity, 1.0, rowName2_2); //add MP2_constraints (arc commitment)
}
model->appendRow(rowFix_y1, 1.0, m_infinity, rowNameFix); //add fix y1 vars
//model->appendRow(y2upper1, 0.0, m_infinity, std::string("y2-upperbound-1")); //add upperbounds on y2
//model->appendRow(y2upper2, -1.0, m_infinity, std::string("y2-upperbound-2")); //..to strengthen formulation
}
}
//---
//--- create column names (helps with debugging)
//---
//y-vars
for(a = 0; a < numArcs; a++){
std::string colName = "y1(a" + UtilIntToStr(a) + "(" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + "))";
model->colNames.push_back(colName);
}
for(t = 0; t < numTimeperiods; t++){
for(a = 0; a < numArcs; a++){
std::string colName = "y2(t" + UtilIntToStr(t) + ",a" + UtilIntToStr(a) + "(" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + "))";
model->colNames.push_back(colName);
}
}
//z-vars
for(t = 0; t < numTimeperiods; t++){
for(a = 0; a < numArcs; a++){
std::string colName = "z(t" + UtilIntToStr(t) + ",a" + UtilIntToStr(a) + "(" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + "))";
model->colNames.push_back(colName);
}
}
//x-vars
for(t = 0; t < numTimeperiods; t++){
for(a = 0; a < numArcs; a++){
std::string colName = "x(t" + UtilIntToStr(t) + ",a" + UtilIntToStr(a) + "(" +
UtilIntToStr(arcs[a].tail) + "," +
UtilIntToStr(arcs[a].head) + "))";
model->colNames.push_back(colName);
}
}
//theta-vars
for(t = 0; t < numTimeperiods; t++){
for(i = 0; i < numNodes; i++){
std::string colName = "theta(t" + UtilIntToStr(t) + ",n" + UtilIntToStr(i) + ")";
model->colNames.push_back(colName);
}
}
//---
//--- create a list of the "active" columns (those related
//--- to this commmodity) all other columns are fixed to 0
//---
UtilFillN(model->colLB, numCols, 0.0);
UtilFillN(model->colUB, numCols, 0.0);
colIndex = 0;
for(a = 0; a < numArcs; a++){
//set y-columns active
//model->colLB[colIndex] = 0;
//model->colUB[colIndex] = 1;
//model->activeColumns.push_back(colIndex);
//set y-columns as master-only columns
colIndex = col_yStartIndex + a;
model->masterOnlyCols.push_back(colIndex); //y1-vars
for(t = 0; t < numTimeperiods; t++){
colIndex = col_yStartIndex + t * numArcs + a + numArcs;
model->masterOnlyCols.push_back(colIndex); //y2-vars
}
}
if(m_appParam.LogLevel >= 3){
(*m_osLog) << "Master only columns:" << endl;
UtilPrintVector(model->masterOnlyCols, m_osLog);
if(model->getColNames().size() > 0)
UtilPrintVector(model->masterOnlyCols,
model->getColNames(), m_osLog);
}
//---
//--- set the indices of the integer variables of model
//---
UtilIotaN(model->integerVars, col_xStartIndex, col_yStartIndex);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCore()", m_appParam.LogLevel, 2);
//---
//--- display problem
//---
//int j = 0;
//cout << "find: \nActive cols: ";
//std::vector<int>::const_iterator it;
//for(it = model->getActiveColumns().begin(); it != model->getActiveColumns().end(); it++){
//cout << *it << " ";
//}
//
//cout << "\ns.t.\n";
//for(j = 0; j < model->getNumRows(); j++){
//cout << model->rowNames[j] << " : \t\t";
//cout << model->rowLB[j] << " \t <= \t" ;
//for (i = 0; i < model->getNumCols(); i++){
////cout << "numCols=" << model->getNumCols() << endl;
//if(model->getMatrix()->getCoefficient(j,i) != 0) {
////cout << "i" << i << " ";
//cout << " " << model->M->getCoefficient(j,i) << " " ;
//cout << model->getColNames()[i] ;
//}
//else {cout << "" ;}
//}
//cout << " \t <= \t " << model->rowUB[j] << endl ;
//
//}
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelRelaxCount(){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelaxCount()", m_appParam.LogLevel, 2);
int a, d, t, nRows, pairIndex, nRowsMax;
double rhs, coefA, coefC;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nSteps = m_appParam.NumSteps;
const int nAtms = m_instance.getNAtms();
const int nDates = m_instance.getNDates();
const int nPairs = m_instance.getNPairs();
const int nAtmsSteps = getNAtmsSteps();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * a_ad = m_instance.get_a_ad(); //dense storage
const double * b_ad = m_instance.get_b_ad(); //dense storage
const double * c_ad = m_instance.get_c_ad(); //dense storage
const double * d_ad = m_instance.get_d_ad(); //dense storage
const double * e_ad = m_instance.get_e_ad(); //dense storage
const double * w_ad = m_instance.get_w_ad(); //dense storage
const double * B_d = m_instance.get_B_d();
const int nCols = numCoreCols();
if(m_appParam.UseTightModel)
nRowsMax = nDates + 2*nAtms + nAtmsSteps + 2*nPairs;
else
nRowsMax = nDates + nAtms + 3*nAtmsSteps + 2*nPairs;
//TODO:
// try the nested idea - so master has ConZtoX and we price without that
// but we solve with gap the harder oracle with those constraints
//---
//--- A' (relax):
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d] <---- makes it hard
//OPT
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//OPT
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRowsMax, nCols);
//---
//--- create nDates empty rowBudget packed vectors
//---
vector<CoinPackedVector> rowBudget;
for(d = 0; d < nDates; d++){
CoinPackedVector row;
rowBudget.push_back(row);
}
nRows = 0;
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
d = adP.second;
//---
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
rowBudget[d].insert(getColOffset_fp() + pairIndex, 1.0);
rowBudget[d].insert(getColOffset_fm() + pairIndex, -1.0);
//---
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//---
CoinPackedVector row;
string rowName = "demand_def(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
row.insert(colIndex_fp(pairIndex), 1.0);
row.insert(colIndex_fm(pairIndex), -1.0);
coefA = -a_ad[*vi] / nSteps;
coefC = -c_ad[*vi] / nSteps;
if(m_appParam.UseTightModel){
for(t = 0; t <= nSteps; t++){
row.insert(colIndex_x1(a,t), t * coefA);
row.insert(colIndex_z (a,t), t * coefC);
}
}
else{
for(t = 0; t < nSteps; t++){
row.insert(colIndex_x1(a,t), (t+1) * coefA);
row.insert(colIndex_z (a,t), (t+1) * coefC);
}
}
row.insert(colIndex_x2(a), -b_ad[*vi]);
row.insert(colIndex_x3(a), -d_ad[*vi]);
rhs = e_ad[*vi];
model->appendRow(row, rhs, rhs, rowName);
nRows++;
//---
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
CoinPackedVector rowLink;
string rowNameLink = "linkv(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
rowLink.insert(colIndex_fm(pairIndex), 1.0);
rowLink.insert(colIndex_v (pairIndex), -w_ad[*vi]);
model->appendRow(rowLink, -DecompInf, 0.0, rowNameLink);
nRows++;
pairIndex++;
}
for(d = 0; d < nDates; d++){
string rowNameBudget = "budget(d_" + m_instance.getDateName(d) + ")";
model->appendRow(rowBudget[d], -DecompInf, B_d[d], rowNameBudget);
nRows++;
}
//---
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
//THINK: if you use this, shouldn't we postprocess z=x1*x2?
// putting those constaints in master are unneccessary...
// in fact, why not just do that in block version too...
//for(a = 0; a < nAtms; a++){
//nRows += createConZtoX(model, a);
//nRows += createConPickOne(model, a);
//}
assert(nRows <= nRowsMax);
//---
//--- create model columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelaxCount()", m_appParam.LogLevel, 2);
return model;
}
// --------------------------------------------------------------------- //
int GAP_DecompApp::createModels()
{
//---
//--- This function does the work to create the different models
//--- that will be used. This memory is owned by the user. It will
//--- be passed to the application interface and used by the algorithms.
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModels()", m_appParam.LogLevel, 2);
//---
//--- Generalized Assignment Problem (GAP)
//--- m is number of machines (index i)
//--- n is number of tasks (index j)
//---
//--- min sum{i in 1..m, j in 1..n} p[i,j] x[i,j]
//--- s.t. sum{ j in 1..n} w[i,j] x[i,j] <= b[i], i in 1..m
//--- sum{i in 1..m } x[i,j] = 1 , j in 1..n
//--- x[i,j] in {0,1}, i in 1..m, j in 1..n
//---
//--- Example structure: m=3, n=4
//--- xxxx <= b[i=1]
//--- xxxx <= b[i=2]
//--- xxxx <= b[i=3]
//--- x x x = 1 [j=1]
//--- x x x = 1 [j=2]
//--- x x x = 1 [j=3]
//--- x x x = 1 [j=4]
//---
//---
//--- Get information about this problem instance.
//--
int i;
string modelName;
int status = GAPStatusOk;
int nTasks = m_instance.getNTasks(); //n
int nMachines = m_instance.getNMachines(); //m
const int* profit = m_instance.getProfit();
int nCols = nTasks * nMachines;
//---
//--- Construct the objective function (the original problem is
//--- a maximization, so we flip the sign to make it minimization).
//---
m_objective = new double[nCols];
assert(m_objective);
if (!m_objective) {
return GAPStatusOutOfMemory;
}
for (i = 0; i < nCols; i++) {
m_objective[i] = profit[i];
}
//---
//--- A'[i] for i=1..m: m independent knapsacks
//--- sum{j in 1..n} w[i,j] x[i,j] <= b[i]
//--- x[i,j] in {0,1}, i in 1..m, j in 1..n
//---
//--- A'':
//--- sum{i in 1..m} x[i,j] = 1, j in 1..n
//---
//--- Example structure: m=3, n=4
//--- A'[i=1]:
//--- xxxx <= b[i=1]
//--- A'[i=2]:
//--- xxxx <= b[i=2]
//--- A'[i=3]:
//--- xxxx <= b[i=3]
//---
//--- A'':
//--- x x x = 1 [j=1]
//--- x x x = 1 [j=2]
//--- x x x = 1 [j=3]
//--- x x x = 1 [j=4]
//---
setModelObjective(m_objective, nCols);
DecompConstraintSet* modelCore = new DecompConstraintSet();
status = createModelPartAP(modelCore);
if (status) {
return status;
}
setModelCore(modelCore, "AP");
m_models.push_back(modelCore);
for (i = 0; i < nMachines; i++) {
DecompConstraintSet* modelRelax = new DecompConstraintSet();
status = createModelPartKP(modelRelax, i);
modelName = "KP" + UtilIntToStr(i);
setModelRelax(modelRelax, modelName, i);
m_models.push_back(modelRelax);
}
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModels()", m_appParam.LogLevel, 2);
return status;
}