// Start the optimization
SolverResult SolverGurobi::runOptimizer()
{
if (!getInitialized())
initialize();
try
{
// Create Gurobi environment and set parameters
GRBEnv env = GRBEnv();
env.set(GRB_IntParam_OutputFlag, 0);
GRBModel model = GRBModel(env);
// Get problem info
int numVars = constraints->getNumVariables();
int numConstraints = constraints->getNumConstraints();
// Get variables
auto variables = constraints->getVariables();
// Create array of model variables
GRBVar vars[numVars];
for (int i = 0; i < numVars; i++)
{
//vars[i] = model.addVar(0.0, 1.0, 0.0, GRB_BINARY);
// Set variable type
char type = GRB_CONTINUOUS;
if (variables.at(i)->getType() == VariableType::BINARY)
{
type = GRB_BINARY;
}
else if (variables.at(i)->getType() == VariableType::INTEGER)
{
type = GRB_INTEGER;
}
vars[i] = model.addVar(variables.at(i)->getLowerBound(),
variables.at(i)->getUpperBound(),
variables.at(i)->getCost(),
type);
}
// Integrate variables into model
model.update();
// Set starting points (does not help much...)
for (int i = 0; i < numVars; i++)
vars[i].set(GRB_DoubleAttr_Start, variables.at(i)->getValue());
/*
* Add constraints Ax <= b (or Ax = b)
* by evaluating gradient and build A matrix
*/
DenseVector x = DenseVector::Zero(numVars);
DenseVector dx = constraints->evalJacobian(x);
// Get constraint bounds
std::vector<double> clb;
std::vector<double> cub;
constraints->getConstraintBounds(clb,cub);
std::vector<int> rowGradient, colGradient;
constraints->structureJacobian(rowGradient, colGradient);
int nnzJacobian = constraints->getNumNonZerosJacobian();
// Add constraints one row at the time
for (int row = 0; row < numConstraints; row++)
{
// Build constraint
GRBLinExpr expr = 0;
// Loop through all non-zeros (inefficient)
for (int i = 0; i < nnzJacobian; i++)
{
if (rowGradient.at(i) == row)
{
int j = colGradient.at(i);
expr += dx(i)*vars[j];
}
}
// Add constraint to model
if (clb.at(row) == cub.at(row))
{
model.addConstr(expr, GRB_EQUAL, cub.at(row));
}
else
{
model.addConstr(expr, GRB_LESS_EQUAL, cub.at(row));
}
}
// More efficient method - avoids dense matrix
// std::vector<int> rows = {1,1,1,2,2,3,4,4,4,4,4,5};
// std::vector<int>::iterator start,stop;
// start = rows.begin();
// stop = start;
// while (start != rows.end())
// {
// while (stop != rows.end())
// {
// if (*stop == *start)
// ++stop;
// else
// break;
// }
// for (std::vector<int>::iterator it = start; it != stop; ++it)
// cout << *it << endl;
// start = stop;
// }
model.update();
assert(numVars == model.get(GRB_IntAttr_NumVars));
assert(numConstraints == model.get(GRB_IntAttr_NumConstrs));
// Optimize model
model.optimize();
// Check status
int optimstatus = model.get(GRB_IntAttr_Status);
if (optimstatus == GRB_INF_OR_UNBD)
{
model.getEnv().set(GRB_IntParam_Presolve, 0);
model.optimize();
optimstatus = model.get(GRB_IntAttr_Status);
}
// Create result object
SolverResult result(SolverStatus::ERROR, INF, std::vector<double>(numVars,0));
// Check Gurobi status
if (optimstatus == GRB_OPTIMAL)
{
result.status = SolverStatus::OPTIMAL;
// Get solution info
result.objectiveValue = model.get(GRB_DoubleAttr_ObjVal);
std::vector<double> optimalSolution;
for (int i = 0; i < numVars; i++)
{
optimalSolution.push_back(vars[i].get(GRB_DoubleAttr_X));
}
result.primalVariables = optimalSolution;
/*
* Reduced costs and constraint duals are
* only available for continuous models
*/
std::vector<double> reducedCosts;
std::vector<double> constraintDuals;
if (!model.get(GRB_IntAttr_IsMIP))
{
for (int i = 0; i < numVars; i++)
{
// Get reduced costs (related to range constraint duals)
reducedCosts.push_back(vars[i].get(GRB_DoubleAttr_RC));
}
for (int i = 0; i < numConstraints; i++)
{
GRBConstr c = model.getConstr(i);
double pi = c.get(GRB_DoubleAttr_Pi);
constraintDuals.push_back(pi);
}
}
result.lowerBoundDualVariables = reducedCosts;
result.upperBoundDualVariables = reducedCosts;
result.constraintDualVariables = constraintDuals;
return result;
}
else if (optimstatus == GRB_INFEASIBLE)
{
result.status = SolverStatus::INFEASIBLE;
result.objectiveValue = INF;
// compute and write out IIS
// model.computeIIS();
// model.write("problem.lp");
return result;
}
else if (optimstatus == GRB_UNBOUNDED)
{
result.status = SolverStatus::UNBOUNDED;
result.objectiveValue = -INF;
return result;
}
else
{
result.status = SolverStatus::ERROR;
result.objectiveValue = INF;
return result;
}
}
catch(GRBException e)
{
cout << "SolverGurobi: Error code = " << e.getErrorCode() << endl;
cout << e.getMessage() << endl;
return SolverResult(SolverStatus::ERROR, INF, std::vector<double>(constraints->getNumVariables(),0));
}
catch (...)
{
cout << "SolverGurobi: Error during optimization!" << endl;
return SolverResult(SolverStatus::ERROR, INF, std::vector<double>(constraints->getNumVariables(),0));
}
}
int main(){
float peso1, peso2, peso3,peso4;
int origem, destino; // vértices para cada aresta;
int id = 0; // id das arestas que leremos do arquivo para criar o grafo
cin>>n; // quantidade de vértices do grafo;
arestas = new short*[n];
coeficienteObjetv = new double*[n];
matrix_peso1 = new double*[n];
matrix_peso2 = new double*[n];
matrix_peso3 = new double*[n];
matrix_peso4 = new double*[n];
for (int i=0; i<n; i++){
arestas[i] = new short[n];
coeficienteObjetv[i] = new double[n];
matrix_peso1[i] = new double[n];
matrix_peso2[i] = new double[n];
matrix_peso3[i] = new double[n];
matrix_peso4[i] = new double[n];
}
GRBEnv env = GRBEnv();;
env.set("OutputFlag","0");
GRBModel model = GRBModel(env);;
GRBVar **y, **x;
float epslon = 0.0001;
//cin>>epslon;
y = new GRBVar*[n];
x = new GRBVar*[n];
for (int i=0; i<n;i++){
y[i] = new GRBVar[n];
x[i] = new GRBVar[n];
}
int constrCont=0;
// Create variables
for (int i=0; i<n; i++){
for (int j=0; j<n; j++){
arestas[i][j] = 0;
}
}
while (cin>>origem){
cin>>destino;
cin>>peso1;
cin>>peso2;
cin>>peso3;
cin>>peso4;
coeficienteObjetv[origem][destino] = (peso1*epslon + peso2*epslon + peso3*epslon + peso4)*(-1); // o problema é de maximizacao
x[origem][destino] = model.addVar(0.0, 100000, 0.0, GRB_CONTINUOUS, "x"+to_string(origem)+to_string(destino));
x[destino][origem] = model.addVar(0.0, 100000, 0.0, GRB_CONTINUOUS, "x"+to_string(destino)+to_string(origem));
y[origem][destino] = model.addVar(0.0, 1.0, 0.0, GRB_BINARY, "y"+to_string(origem)+to_string(destino));
arestas[origem][destino] = 1;
arestas[destino][origem] = 1;
matrix_peso1[origem][destino] = peso1*(-1);
matrix_peso2[origem][destino] = peso2*(-1);
matrix_peso3[origem][destino] = peso3*(-1);
matrix_peso4[origem][destino] = peso4*(-1);
id++;
}
int nA = id; // quantidade de arestas do grafo
int m = 1;// por default, o m falado por Lokman and Koksalan sera igual a 1
model.update();
// Set objective:
GRBLinExpr exprObjet;
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
if (arestas[i][j] == 1)
exprObjet.addTerms(&coeficienteObjetv[i][j], &y[i][j],1);
}
}
model.setObjective(exprObjet,GRB_MAXIMIZE);
// constraint 3.9 (FERNANDES, 2016)
GRBLinExpr constr5 ;
double coefff = 1;
for (int j=0+1; j<n; j++){
if (arestas[0][j] == 1)
constr5.addTerms(&coefff,&x[0][j],1);
}
model.addConstr(constr5, GRB_EQUAL, n-1,to_string(constrCont++));
// // Add constraint 3.10 (FERNANDES, 2016)
double com = -1;
for (int j=1; j<n; j++){
GRBLinExpr constr2 = 0;
for (int i=0; i<n; i++){
if (arestas[i][j] == 1){
constr2.addTerms(&coefff,&x[i][j],1);
constr2.addTerms(&com,&x[j][i],1);
}
}
model.addConstr(constr2, GRB_EQUAL, 1,to_string(constrCont++));
}
double coef = (double) n - 1;
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
if (arestas[i][j] == 1){
GRBLinExpr constr8;
GRBLinExpr constr9;
constr8.addTerms(&coef,&y[i][j],1);
constr9.addTerms(&coefff ,&x[i][j],1);
constr9.addTerms(&coefff ,&x[j][i],1);
model.addConstr(constr8, GRB_GREATER_EQUAL, constr9,to_string(constrCont++));
}
}
}
//cout<<"Modelo carregado"<<endl;
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
if (arestas[i][j] == 1){
GRBLinExpr constr22;
GRBLinExpr constr33;
constr22.addTerms(&coefff ,&y[i][j],1);
constr33.addTerms(&coefff ,&x[i][j],1);
constr33.addTerms(&coefff ,&x[j][i],1);
// cout<<constr22<<GRB_LESS_EQUAL<<constr33<<endl;
model.addConstr(constr22, GRB_LESS_EQUAL, constr33,to_string(constrCont++));
}
}
}
int nn = 0; // o 'n' do algoritmo de Lokman and Koksalan
//int kk_estrela = 0; // o 'k*' do algoritmo 2 de Lokman and Koksalan
int MM = 100000000; // o 'M' do algoritmo 2 de Lokman and Koksalan
int z4_k_estrela; // pra guardar o Z_p^(P^(b^(k*,n))) do algoritmo 2 de Lokman and Koksalan
/*
* Algoritmo 2 de Lokman and Koksalan
*/
try {
times(&tempsInit);
// para medir o tempo em caso limite
pthread_t thread_time;
pthread_attr_t attr;
int nnnnnnnn=0;
if(pthread_create(&thread_time, NULL, &tempo, (void*)nnnnnnnn)){ // on criee efectivement la thread de rechaufage
cout<<"Error to create the thread"<<endl;
exit(EXIT_FAILURE);
}
//
bool auxbol = false; // vira true (e o será pra sempre) quando resolvemos um modelo diferente do SIMPLES
int optimstatus;
short **result = new short*[n];
for (int ii=0; ii<n; ii++){
result[ii] = new short[n];
}
model.optimize(); // P0,4 --> n=0 (modelo SIMPLES)
optimstatus = model.get(GRB_IntAttr_Status);
int z1=0,z2=0,z3=0,z4=0;
if (optimstatus != GRB_INFEASIBLE){
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
if (arestas[i][j] == 1){
result[i][j] = y[i][j].get(GRB_DoubleAttr_X); // GUARDA O RESULTADO
z1+=result[i][j]*matrix_peso1[i][j]; // calcula os pesos
z2+=result[i][j]*matrix_peso2[i][j];
z3+=result[i][j]*matrix_peso3[i][j];
z4+=result[i][j]*matrix_peso4[i][j];
}
}
}
S.push_back(result);
Pesos ppp = (Pesos){z1,z2,z3,z4};
Z.push_back(ppp);
nn++;
}
do{ // esse loop para quando z4_k_estrela==-MM
z4_k_estrela =(-1)*MM; // guarda o maximo
short **z_n_plus_1 = new short*[n];
for (int ii=0; ii<n; ii++){
z_n_plus_1[ii] = new short[n];
}
int z1_estrela, z2_estrela, z3_estrela;
for (int ki=-1; ki<nn; ki++){ // no algoritmo original, ki deve variar de 0 à n (existindo solucoes de 1 à n).
//aqui, portanto, fazemos k de -1 à n-1, porque as solucoes vao de 0 à n-1
for (int kj=-1; kj<nn; kj++){ // como i de ver menor que j, a unica possibilidade é i=1 e j=2, pois p-2=2
//cout<<ki<<" "<<kj<<endl;
//cout<< Z[ki].peso1<<" "<< Z[kj].peso2<<endl;
//if (kj!=-1 && ki!=-1 && (Z[ki].peso1 + 1 <= Z[kj].peso1)){
//Primeiramente, prepara o b1 e b2 e b3
int b1,b2,b3;
//b1
if (ki==-1) b1=(-1)*MM; // -M
else {
b1 = Z[ki].peso1 + 1;
}
//b2
if (kj==-1) b2=(-1)*MM; // -M
else {
if (Z[kj].peso1 >= b1){
b2 = Z[kj].peso2 + 1;
} else b2=(-1)*MM; // -M
}
//b3
b3 = (-1)*MM; // Snk = vazio
for (int ii=0; ii<S.size(); ii++){
if (Z[ii].peso1>=b1 && Z[ii].peso2>=b2) {
if (Z[ii].peso3 > b3){
b3 = Z[ii].peso3;
}
}
}
if (b3!=(-1)*MM) b3=b3+1; // max + 1
//cout <<"b1= "<<b1<<" b2= "<<" "<<b2<<" b3= "<<b3<<endl;
if (auxbol == true){ // remove as restricoes de z2>b2 e adiciona novas
GRBConstr cb1 = model.getConstrByName("cb1");
GRBConstr cb2 = model.getConstrByName("cb2");
GRBConstr cb3 = model.getConstrByName("cb3");
model.remove(cb1);
model.remove(cb2);
model.remove(cb3);
}
GRBLinExpr cb1;
GRBLinExpr cb2;
GRBLinExpr cb3;
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
if (arestas[i][j] == 1){
cb1.addTerms(&matrix_peso1[i][j], &y[i][j],1);
cb2.addTerms(&matrix_peso2[i][j], &y[i][j],1);
cb3.addTerms(&matrix_peso3[i][j], &y[i][j],1);
}
}
}
model.addConstr(cb1, GRB_GREATER_EQUAL, b1,"cb1");
model.addConstr(cb2, GRB_GREATER_EQUAL, b2,"cb2");
model.addConstr(cb3, GRB_GREATER_EQUAL, b3,"cb3");
// AGORA RESOLVE-SE O MODELO
auxbol=true;
model.optimize();
optimstatus = model.get(GRB_IntAttr_Status);
if (optimstatus != GRB_INFEASIBLE){
short **result = new short*[n];
for (int ii=0; ii<n; ii++){
result[ii] = new short[n];
}
z1=0,z2=0,z3=0,z4=0;
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
if (arestas[i][j] == 1){
result[i][j] = y[i][j].get(GRB_DoubleAttr_X); // GUARDA O RESULTADO
z1+=result[i][j]*matrix_peso1[i][j]; // calcula os pesos
z2+=result[i][j]*matrix_peso2[i][j];
z3+=result[i][j]*matrix_peso3[i][j];
z4+=result[i][j]*matrix_peso4[i][j];
}
}
}
if (z4>z4_k_estrela){
z1_estrela = z1;
z2_estrela = z2;
z3_estrela = z3;
z4_k_estrela = z4;
for (int i=0; i<n; i++){
for (int j=i+1; j<n; j++){
z_n_plus_1[i][j] = result[i][j];
}
}
}
}
//}
}
}
if (z4_k_estrela!=(-1)*MM){
S.push_back(z_n_plus_1);
Pesos pppp = (Pesos){z1_estrela,z2_estrela,z3_estrela,z4_k_estrela};
Z.push_back(pppp);
nn++;
//cout<<"nn = "<<nn<<endl;
}
} while (z4_k_estrela!=(-1)*MM);
times(&tempsFinal1); /* current time */ // clock final
clock_t user_time1 = (tempsFinal1.tms_utime - tempsInit.tms_utime);
cout<<user_time1<<endl;
cout<<(float) user_time1 / (float) sysconf(_SC_CLK_TCK)<<endl;//"Tempo do usuario por segundo : "
cout<<"RESULTADO FINAL..."<<endl;
printResultado();
} catch(GRBException e) {
cout << "Error code = " << e.getErrorCode() << endl;
cout << e.getMessage() << endl;
} catch(...) {
cout << "Exception during optimization" << endl;
}
return 0;
}
int main (int argc, char * argv[]) {
chrono :: steady_clock :: time_point tBegin = chrono :: steady_clock :: now();
string I ("0");
ulint timeLimit = 10;
if (argc >= 2) {
I = string (argv[1]);
}
if (argc >= 3) {
timeLimit = atoi(argv[2]);
}
ulint nComplete, k, t, n, m, root;
double d;
cin >> nComplete >> d >> k >> t >> n >> m >> root;
vector <ulint> penalty (nComplete); // vector with de penalties of each vectex
vector < list < pair <ulint, ulint> > > adj (nComplete); // adjacency lists for the graph
for (ulint v = 0; v < nComplete; v++) {
cin >> penalty[v];
}
vector <ulint> solutionV (nComplete, 0);
// reading solution vertices
for (ulint i = 0; i < n; i++) {
ulint v;
cin >> v;
solutionV[v] = 1;
}
vector < pair < pair <ulint, ulint> , ulint> > E (m); // vector of edges with the format ((u, v), w)
map < pair <ulint, ulint>, ulint> mE; // map an edge to its ID
vector < vector <ulint> > paths (m);
// reading graph
for (ulint e = 0; e < m; e++) {
ulint u, v, w, pathSize;
cin >> u >> v >> w >> pathSize;
adj[u].push_back(make_pair(v, w));
adj[v].push_back(make_pair(u, w));
E[e] = make_pair(make_pair(u, v), w);
mE[make_pair(u, v)] = e;
mE[make_pair(v, u)] = e;
paths[e] = vector <ulint> (pathSize);
for (ulint i = 0; i < pathSize; i++) {
cin >> paths[e][i];
}
}
try {
string N = itos(nComplete);
stringstream ssD;
ssD << fixed << setprecision(1) << d;
string D = ssD.str();
D.erase(remove(D.begin(), D.end(), '.'), D.end());
string K = itos(k);
string T = itos(t);
ifstream remainingTimeFile ("./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/remainingTime.txt");
lint remainingTime = 0;
if (remainingTimeFile.is_open()) {
remainingTimeFile >> remainingTime;
}
if (remainingTime > 0) {
timeLimit += remainingTime;
}
GRBEnv env = GRBEnv();
env.set(GRB_IntParam_LazyConstraints, 1);
env.set(GRB_IntParam_LogToConsole, 0);
env.set(GRB_StringParam_LogFile, "./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/log2.txt");
env.set(GRB_DoubleParam_TimeLimit, ((double) timeLimit));
GRBModel model = GRBModel(env);
model.getEnv().set(GRB_IntParam_LazyConstraints, 1);
model.getEnv().set(GRB_IntParam_LogToConsole, 0);
model.getEnv().set(GRB_StringParam_LogFile, "./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/log2.txt");
model.getEnv().set(GRB_DoubleParam_TimeLimit, ((double) timeLimit));
vector <GRBVar> y (nComplete);
// ∀ v ∈ V
for (ulint v = 0; v < nComplete; v++) {
// y_v ∈ {0.0, 1.0}
y[v] = model.addVar(0.0, 1.0, 0.0, GRB_BINARY, "y_" + itos(v));
}
vector <GRBVar> x (m);
// ∀ e ∈ E
for (ulint e = 0; e < m; e++) {
ulint u, v;
u = E[e].first.first;
v = E[e].first.second;
// y_e ∈ {0.0, 1.0}
x[e] = model.addVar(0.0, 1.0, 0.0, GRB_BINARY, "x_" + itos(u) + "_" + itos(v));
}
model.update();
GRBLinExpr obj = 0.0;
// obj = ∑ ce * xe
for (ulint e = 0; e < m; e++) {
ulint w;
w = E[e].second;
obj += w * x[e];
}
// obj += ∑ πv * (1 - yv)
for (ulint v = 0; v < nComplete; v++) {
obj += penalty[v] * (1.0 - y[v]);
}
model.setObjective(obj, GRB_MINIMIZE);
// yu == 1
model.addConstr(y[root] == 1.0, "c_0");
// dominance
// ∀ v ∈ V
for (ulint v = 0; v < nComplete; v++) {
if (solutionV[v] == 1) {
GRBLinExpr constr = 0.0;
constr += y[v];
model.addConstr(constr == 1, "c_1_" + itos(v));
}
}
// each vertex must have exactly two edges adjacent to itself
// ∀ v ∈ V
for (ulint v = 0; v < nComplete; v++) {
// ∑ xe == 2 * yv , e ∈ δ({v})
GRBLinExpr constr = 0.0;
for (list < pair <ulint, ulint> > :: iterator it = adj[v].begin(); it != adj[v].end(); it++) {
ulint w = (*it).first; // destination
ulint e = mE[make_pair(v, w)];
constr += x[e];
}
model.addConstr(constr == 2.0 * y[v], "c_2_" + itos(v));
}
subtourelim cb = subtourelim(y, x, nComplete, m, E, mE, root);
model.setCallback(&cb);
model.optimize();
if (model.get(GRB_IntAttr_SolCount) > 0) {
ulint solutionCost = 0;
set <ulint> solutionVectices;
vector < pair <ulint, ulint> > solutionEdges;
solutionCost = round(model.get(GRB_DoubleAttr_ObjVal));
for (ulint v = 0; v < nComplete; v++) {
if (y[v].get(GRB_DoubleAttr_X) >= 0.5) {
solutionVectices.insert(v);
}
}
for (ulint e = 0; e < m; e++) {
if (x[e].get(GRB_DoubleAttr_X) >= 0.5) {
for (ulint i = 0; i < paths[e].size() - 1; i++) {
pair <ulint, ulint> edge;
if (paths[e][i] < paths[e][i + 1]) {
edge.first = paths[e][i];
edge.second = paths[e][i + 1];
} else {
edge.first = paths[e][i + 1];
edge.second = paths[e][i];
}
solutionEdges.push_back(edge);
}
}
}
cout << solutionVectices.size() << ' ' << solutionEdges.size() << ' ' << solutionCost << endl;
for (set <ulint> :: iterator it = solutionVectices.begin(); it != solutionVectices.end(); it++) {
ulint v = *it;
cout << v << endl;
}
for (vector < pair <ulint, ulint> > :: iterator it = solutionEdges.begin(); it != solutionEdges.end(); it++) {
pair <ulint, ulint> e = *it;
cout << e.first << " " << e.second << endl;
}
} else {
cout << "0 0 0" << endl;
}
// exporting model
model.write("./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/model2.lp");
ofstream objValFile ("./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/objVal2.txt", ofstream :: out);
objValFile << model.get(GRB_DoubleAttr_ObjVal);
objValFile.close();
ofstream gapFile ("./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/gap2.txt", ofstream :: out);
gapFile << model.get(GRB_DoubleAttr_MIPGap);
gapFile.close();
chrono :: steady_clock :: time_point tEnd = chrono :: steady_clock :: now();
chrono :: nanoseconds elapsedTime = chrono :: duration_cast <chrono :: nanoseconds> (tEnd - tBegin);
ofstream elapsedTimeFile ("./output/N" + N + "D" + D + "K" + K + "T" + T + "I" + I + "/elapsedTime2.txt", ofstream :: out);
elapsedTimeFile << elapsedTime.count();
elapsedTimeFile.close();
} catch (GRBException e) {
