W poprzedniej sekcji pokazaliśmy, jak rozwiązać problem MIP przy użyciu zaledwie kilku zmiennych i ograniczeń, które są definiowane indywidualnie. W przypadku większych problemów lepiej pozwala łatwo definiować zmienne i ograniczenia przez zapętlenie tablic. ilustruje to następny przykład.
Przykład
W tym przykładzie rozwiążemy następujący problem.
Maksymalizuj 7 x 1 + 8 x 2 + 2 x 3 + 9 x 4 + 6 x 5 z uwzględnieniem tych ograniczeń:
- 5 x1 + 7 x2 + 9 x3 + 2 x4 + 15 ≤ 250
- 18 x1 + 4x 2 – 9 x3 + 10 x4 + 12x 5 &leq 285
- 4 x1 + 7 x2 + 3 x3 + 8 x4 + 5x 5 &leq 211
- 5 x1 + 13 x2 + 16 x3 + 3x 4 – 7x 5 ≤ 315
gdzie x1, x2, ..., x5 są nieujemne liczb całkowitych.
W poniższych sekcjach przedstawiamy programy, które pomagają rozwiązać ten problem. Programy użyj tych samych metod co poprzedni przykład MIP, ale zostaną one zastosowane do wartości tablicy w pętli.
Zadeklarowanie rozwiązania
W każdym programie MIP zaczynasz od zaimportowania kodu rozwiązania liniowego z deklaracją rozwiązania MIP, zgodnie z instrukcjami przykład wcześniejszego MIP.
Tworzenie danych
Poniższy kod tworzy tablice zawierające dane z przykładu: współczynniki zmienne dla funkcji ograniczeń i celu oraz wartości graniczne ze względu na ograniczenia.
Python
def create_data_model(): """Stores the data for the problem.""" data = {} data["constraint_coeffs"] = [ [5, 7, 9, 2, 1], [18, 4, -9, 10, 12], [4, 7, 3, 8, 5], [5, 13, 16, 3, -7], ] data["bounds"] = [250, 285, 211, 315] data["obj_coeffs"] = [7, 8, 2, 9, 6] data["num_vars"] = 5 data["num_constraints"] = 4 return data
C++
struct DataModel { const std::vector<std::vector<double>> constraint_coeffs{ {5, 7, 9, 2, 1}, {18, 4, -9, 10, 12}, {4, 7, 3, 8, 5}, {5, 13, 16, 3, -7}, }; const std::vector<double> bounds{250, 285, 211, 315}; const std::vector<double> obj_coeffs{7, 8, 2, 9, 6}; const int num_vars = 5; const int num_constraints = 4; };
Java
static class DataModel { public final double[][] constraintCoeffs = { {5, 7, 9, 2, 1}, {18, 4, -9, 10, 12}, {4, 7, 3, 8, 5}, {5, 13, 16, 3, -7}, }; public final double[] bounds = {250, 285, 211, 315}; public final double[] objCoeffs = {7, 8, 2, 9, 6}; public final int numVars = 5; public final int numConstraints = 4; }
C#
class DataModel { public double[,] ConstraintCoeffs = { { 5, 7, 9, 2, 1 }, { 18, 4, -9, 10, 12 }, { 4, 7, 3, 8, 5 }, { 5, 13, 16, 3, -7 }, }; public double[] Bounds = { 250, 285, 211, 315 }; public double[] ObjCoeffs = { 7, 8, 2, 9, 6 }; public int NumVars = 5; public int NumConstraints = 4; }
Utwórz instancję danych
Poniższy kod tworzy instancję modelu danych.
Python
data = create_data_model()
C++
DataModel data;
Java
final DataModel data = new DataModel();
C#
DataModel data = new DataModel();
Utwórz instancję rozwiązania
Ten kod tworzy instancję rozwiązania.
Python
# Create the mip solver with the SCIP backend. solver = pywraplp.Solver.CreateSolver("SCIP") if not solver: return
C++
// Create the mip solver with the SCIP backend. std::unique_ptr<MPSolver> solver(MPSolver::CreateSolver("SCIP")); if (!solver) { LOG(WARNING) << "SCIP solver unavailable."; return; }
Java
// Create the linear solver with the SCIP backend. MPSolver solver = MPSolver.createSolver("SCIP"); if (solver == null) { System.out.println("Could not create solver SCIP"); return; }
C#
// Create the linear solver with the SCIP backend. Solver solver = Solver.CreateSolver("SCIP"); if (solver is null) { return; }
Definiowanie zmiennych
Poniższy kod definiuje zmienne dla przykładu w pętli. Duże jest łatwiejsze niż definiowanie zmiennych pojedynczo, jak w przypadku poprzedni przykład.
Python
infinity = solver.infinity() x = {} for j in range(data["num_vars"]): x[j] = solver.IntVar(0, infinity, "x[%i]" % j) print("Number of variables =", solver.NumVariables())
C++
const double infinity = solver->infinity(); // x[j] is an array of non-negative, integer variables. std::vector<const MPVariable*> x(data.num_vars); for (int j = 0; j < data.num_vars; ++j) { x[j] = solver->MakeIntVar(0.0, infinity, ""); } LOG(INFO) << "Number of variables = " << solver->NumVariables();
Java
double infinity = java.lang.Double.POSITIVE_INFINITY; MPVariable[] x = new MPVariable[data.numVars]; for (int j = 0; j < data.numVars; ++j) { x[j] = solver.makeIntVar(0.0, infinity, ""); } System.out.println("Number of variables = " + solver.numVariables());
C#
Variable[] x = new Variable[data.NumVars]; for (int j = 0; j < data.NumVars; j++) { x[j] = solver.MakeIntVar(0.0, double.PositiveInfinity, $"x_{j}"); } Console.WriteLine("Number of variables = " + solver.NumVariables());
Zdefiniuj ograniczenia
Poniższy kod tworzy ograniczenia dla tego przykładu przy użyciu metody
MakeRowConstraint
(lub inny wariant w zależności od języka kodowania).
pierwsze dwa argumenty metody to dolna i górna granica argumentu
. Trzeci argument, nazwa ograniczenia, jest opcjonalny.
Dla każdego ograniczenia definiujesz współczynniki zmiennych za pomocą funkcji
metoda SetCoefficient
. Metoda przypisuje współczynnik zmiennej
x[j]
w ograniczeniu i
, aby być wpisem [i][j]
tablicy
constraint_coeffs
Python
for i in range(data["num_constraints"]): constraint = solver.RowConstraint(0, data["bounds"][i], "") for j in range(data["num_vars"]): constraint.SetCoefficient(x[j], data["constraint_coeffs"][i][j]) print("Number of constraints =", solver.NumConstraints()) # In Python, you can also set the constraints as follows. # for i in range(data['num_constraints']): # constraint_expr = \ # [data['constraint_coeffs'][i][j] * x[j] for j in range(data['num_vars'])] # solver.Add(sum(constraint_expr) <= data['bounds'][i])
C++
// Create the constraints. for (int i = 0; i < data.num_constraints; ++i) { MPConstraint* constraint = solver->MakeRowConstraint(0, data.bounds[i], ""); for (int j = 0; j < data.num_vars; ++j) { constraint->SetCoefficient(x[j], data.constraint_coeffs[i][j]); } } LOG(INFO) << "Number of constraints = " << solver->NumConstraints();
Java
// Create the constraints. for (int i = 0; i < data.numConstraints; ++i) { MPConstraint constraint = solver.makeConstraint(0, data.bounds[i], ""); for (int j = 0; j < data.numVars; ++j) { constraint.setCoefficient(x[j], data.constraintCoeffs[i][j]); } } System.out.println("Number of constraints = " + solver.numConstraints());
C#
for (int i = 0; i < data.NumConstraints; ++i) { Constraint constraint = solver.MakeConstraint(0, data.Bounds[i], ""); for (int j = 0; j < data.NumVars; ++j) { constraint.SetCoefficient(x[j], data.ConstraintCoeffs[i, j]); } } Console.WriteLine("Number of constraints = " + solver.NumConstraints());
Określ cel
Poniższy kod definiuje funkcję celu w tym przykładzie.
SetCoefficient
przypisuje współczynniki celu, a metoda
SetMaximization
definiuje to jako problem maksymalizacji.
Python
objective = solver.Objective() for j in range(data["num_vars"]): objective.SetCoefficient(x[j], data["obj_coeffs"][j]) objective.SetMaximization() # In Python, you can also set the objective as follows. # obj_expr = [data['obj_coeffs'][j] * x[j] for j in range(data['num_vars'])] # solver.Maximize(solver.Sum(obj_expr))
C++
// Create the objective function. MPObjective* const objective = solver->MutableObjective(); for (int j = 0; j < data.num_vars; ++j) { objective->SetCoefficient(x[j], data.obj_coeffs[j]); } objective->SetMaximization();
Java
MPObjective objective = solver.objective(); for (int j = 0; j < data.numVars; ++j) { objective.setCoefficient(x[j], data.objCoeffs[j]); } objective.setMaximization();
C#
Objective objective = solver.Objective(); for (int j = 0; j < data.NumVars; ++j) { objective.SetCoefficient(x[j], data.ObjCoeffs[j]); } objective.SetMaximization();
Zadzwoń do rozwiązania
Następujący kod wywołuje rozwiązanie.
Python
print(f"Solving with {solver.SolverVersion()}") status = solver.Solve()
C++
const MPSolver::ResultStatus result_status = solver->Solve();
Java
final MPSolver.ResultStatus resultStatus = solver.solve();
C#
Solver.ResultStatus resultStatus = solver.Solve();
Wyświetl rozwiązanie
Poniższy kod wyświetla rozwiązanie.
Python
if status == pywraplp.Solver.OPTIMAL: print("Objective value =", solver.Objective().Value()) for j in range(data["num_vars"]): print(x[j].name(), " = ", x[j].solution_value()) print() print(f"Problem solved in {solver.wall_time():d} milliseconds") print(f"Problem solved in {solver.iterations():d} iterations") print(f"Problem solved in {solver.nodes():d} branch-and-bound nodes") else: print("The problem does not have an optimal solution.")
C++
// Check that the problem has an optimal solution. if (result_status != MPSolver::OPTIMAL) { LOG(FATAL) << "The problem does not have an optimal solution."; } LOG(INFO) << "Solution:"; LOG(INFO) << "Optimal objective value = " << objective->Value(); for (int j = 0; j < data.num_vars; ++j) { LOG(INFO) << "x[" << j << "] = " << x[j]->solution_value(); }
Java
// Check that the problem has an optimal solution. if (resultStatus == MPSolver.ResultStatus.OPTIMAL) { System.out.println("Objective value = " + objective.value()); for (int j = 0; j < data.numVars; ++j) { System.out.println("x[" + j + "] = " + x[j].solutionValue()); } System.out.println(); System.out.println("Problem solved in " + solver.wallTime() + " milliseconds"); System.out.println("Problem solved in " + solver.iterations() + " iterations"); System.out.println("Problem solved in " + solver.nodes() + " branch-and-bound nodes"); } else { System.err.println("The problem does not have an optimal solution."); }
C#
// Check that the problem has an optimal solution. if (resultStatus != Solver.ResultStatus.OPTIMAL) { Console.WriteLine("The problem does not have an optimal solution!"); return; } Console.WriteLine("Solution:"); Console.WriteLine("Optimal objective value = " + solver.Objective().Value()); for (int j = 0; j < data.NumVars; ++j) { Console.WriteLine("x[" + j + "] = " + x[j].SolutionValue()); }
Oto rozwiązanie problemu.
Number of variables = 5 Number of constraints = 4 Objective value = 260.0 x[0] = 10.0 x[1] = 16.0 x[2] = 4.0 x[3] = 4.0 x[4] = 3.0 Problem solved in 29.000000 milliseconds Problem solved in 315 iterations Problem solved in 13 branch-and-bound nodes
Kompletne programy
Oto pełne programy.
Python
from ortools.linear_solver import pywraplp def create_data_model(): """Stores the data for the problem.""" data = {} data["constraint_coeffs"] = [ [5, 7, 9, 2, 1], [18, 4, -9, 10, 12], [4, 7, 3, 8, 5], [5, 13, 16, 3, -7], ] data["bounds"] = [250, 285, 211, 315] data["obj_coeffs"] = [7, 8, 2, 9, 6] data["num_vars"] = 5 data["num_constraints"] = 4 return data def main(): data = create_data_model() # Create the mip solver with the SCIP backend. solver = pywraplp.Solver.CreateSolver("SCIP") if not solver: return infinity = solver.infinity() x = {} for j in range(data["num_vars"]): x[j] = solver.IntVar(0, infinity, "x[%i]" % j) print("Number of variables =", solver.NumVariables()) for i in range(data["num_constraints"]): constraint = solver.RowConstraint(0, data["bounds"][i], "") for j in range(data["num_vars"]): constraint.SetCoefficient(x[j], data["constraint_coeffs"][i][j]) print("Number of constraints =", solver.NumConstraints()) # In Python, you can also set the constraints as follows. # for i in range(data['num_constraints']): # constraint_expr = \ # [data['constraint_coeffs'][i][j] * x[j] for j in range(data['num_vars'])] # solver.Add(sum(constraint_expr) <= data['bounds'][i]) objective = solver.Objective() for j in range(data["num_vars"]): objective.SetCoefficient(x[j], data["obj_coeffs"][j]) objective.SetMaximization() # In Python, you can also set the objective as follows. # obj_expr = [data['obj_coeffs'][j] * x[j] for j in range(data['num_vars'])] # solver.Maximize(solver.Sum(obj_expr)) print(f"Solving with {solver.SolverVersion()}") status = solver.Solve() if status == pywraplp.Solver.OPTIMAL: print("Objective value =", solver.Objective().Value()) for j in range(data["num_vars"]): print(x[j].name(), " = ", x[j].solution_value()) print() print(f"Problem solved in {solver.wall_time():d} milliseconds") print(f"Problem solved in {solver.iterations():d} iterations") print(f"Problem solved in {solver.nodes():d} branch-and-bound nodes") else: print("The problem does not have an optimal solution.") if __name__ == "__main__": main()
C++
#include <memory> #include <vector> #include "ortools/linear_solver/linear_solver.h" namespace operations_research { struct DataModel { const std::vector<std::vector<double>> constraint_coeffs{ {5, 7, 9, 2, 1}, {18, 4, -9, 10, 12}, {4, 7, 3, 8, 5}, {5, 13, 16, 3, -7}, }; const std::vector<double> bounds{250, 285, 211, 315}; const std::vector<double> obj_coeffs{7, 8, 2, 9, 6}; const int num_vars = 5; const int num_constraints = 4; }; void MipVarArray() { DataModel data; // Create the mip solver with the SCIP backend. std::unique_ptr<MPSolver> solver(MPSolver::CreateSolver("SCIP")); if (!solver) { LOG(WARNING) << "SCIP solver unavailable."; return; } const double infinity = solver->infinity(); // x[j] is an array of non-negative, integer variables. std::vector<const MPVariable*> x(data.num_vars); for (int j = 0; j < data.num_vars; ++j) { x[j] = solver->MakeIntVar(0.0, infinity, ""); } LOG(INFO) << "Number of variables = " << solver->NumVariables(); // Create the constraints. for (int i = 0; i < data.num_constraints; ++i) { MPConstraint* constraint = solver->MakeRowConstraint(0, data.bounds[i], ""); for (int j = 0; j < data.num_vars; ++j) { constraint->SetCoefficient(x[j], data.constraint_coeffs[i][j]); } } LOG(INFO) << "Number of constraints = " << solver->NumConstraints(); // Create the objective function. MPObjective* const objective = solver->MutableObjective(); for (int j = 0; j < data.num_vars; ++j) { objective->SetCoefficient(x[j], data.obj_coeffs[j]); } objective->SetMaximization(); const MPSolver::ResultStatus result_status = solver->Solve(); // Check that the problem has an optimal solution. if (result_status != MPSolver::OPTIMAL) { LOG(FATAL) << "The problem does not have an optimal solution."; } LOG(INFO) << "Solution:"; LOG(INFO) << "Optimal objective value = " << objective->Value(); for (int j = 0; j < data.num_vars; ++j) { LOG(INFO) << "x[" << j << "] = " << x[j]->solution_value(); } } } // namespace operations_research int main(int argc, char** argv) { operations_research::MipVarArray(); return EXIT_SUCCESS; }
Java
package com.google.ortools.linearsolver.samples; import com.google.ortools.Loader; import com.google.ortools.linearsolver.MPConstraint; import com.google.ortools.linearsolver.MPObjective; import com.google.ortools.linearsolver.MPSolver; import com.google.ortools.linearsolver.MPVariable; /** MIP example with a variable array. */ public class MipVarArray { static class DataModel { public final double[][] constraintCoeffs = { {5, 7, 9, 2, 1}, {18, 4, -9, 10, 12}, {4, 7, 3, 8, 5}, {5, 13, 16, 3, -7}, }; public final double[] bounds = {250, 285, 211, 315}; public final double[] objCoeffs = {7, 8, 2, 9, 6}; public final int numVars = 5; public final int numConstraints = 4; } public static void main(String[] args) throws Exception { Loader.loadNativeLibraries(); final DataModel data = new DataModel(); // Create the linear solver with the SCIP backend. MPSolver solver = MPSolver.createSolver("SCIP"); if (solver == null) { System.out.println("Could not create solver SCIP"); return; } double infinity = java.lang.Double.POSITIVE_INFINITY; MPVariable[] x = new MPVariable[data.numVars]; for (int j = 0; j < data.numVars; ++j) { x[j] = solver.makeIntVar(0.0, infinity, ""); } System.out.println("Number of variables = " + solver.numVariables()); // Create the constraints. for (int i = 0; i < data.numConstraints; ++i) { MPConstraint constraint = solver.makeConstraint(0, data.bounds[i], ""); for (int j = 0; j < data.numVars; ++j) { constraint.setCoefficient(x[j], data.constraintCoeffs[i][j]); } } System.out.println("Number of constraints = " + solver.numConstraints()); MPObjective objective = solver.objective(); for (int j = 0; j < data.numVars; ++j) { objective.setCoefficient(x[j], data.objCoeffs[j]); } objective.setMaximization(); final MPSolver.ResultStatus resultStatus = solver.solve(); // Check that the problem has an optimal solution. if (resultStatus == MPSolver.ResultStatus.OPTIMAL) { System.out.println("Objective value = " + objective.value()); for (int j = 0; j < data.numVars; ++j) { System.out.println("x[" + j + "] = " + x[j].solutionValue()); } System.out.println(); System.out.println("Problem solved in " + solver.wallTime() + " milliseconds"); System.out.println("Problem solved in " + solver.iterations() + " iterations"); System.out.println("Problem solved in " + solver.nodes() + " branch-and-bound nodes"); } else { System.err.println("The problem does not have an optimal solution."); } } private MipVarArray() {} }
C#
using System; using Google.OrTools.LinearSolver; public class MipVarArray { class DataModel { public double[,] ConstraintCoeffs = { { 5, 7, 9, 2, 1 }, { 18, 4, -9, 10, 12 }, { 4, 7, 3, 8, 5 }, { 5, 13, 16, 3, -7 }, }; public double[] Bounds = { 250, 285, 211, 315 }; public double[] ObjCoeffs = { 7, 8, 2, 9, 6 }; public int NumVars = 5; public int NumConstraints = 4; } public static void Main() { DataModel data = new DataModel(); // Create the linear solver with the SCIP backend. Solver solver = Solver.CreateSolver("SCIP"); if (solver is null) { return; } Variable[] x = new Variable[data.NumVars]; for (int j = 0; j < data.NumVars; j++) { x[j] = solver.MakeIntVar(0.0, double.PositiveInfinity, $"x_{j}"); } Console.WriteLine("Number of variables = " + solver.NumVariables()); for (int i = 0; i < data.NumConstraints; ++i) { Constraint constraint = solver.MakeConstraint(0, data.Bounds[i], ""); for (int j = 0; j < data.NumVars; ++j) { constraint.SetCoefficient(x[j], data.ConstraintCoeffs[i, j]); } } Console.WriteLine("Number of constraints = " + solver.NumConstraints()); Objective objective = solver.Objective(); for (int j = 0; j < data.NumVars; ++j) { objective.SetCoefficient(x[j], data.ObjCoeffs[j]); } objective.SetMaximization(); Solver.ResultStatus resultStatus = solver.Solve(); // Check that the problem has an optimal solution. if (resultStatus != Solver.ResultStatus.OPTIMAL) { Console.WriteLine("The problem does not have an optimal solution!"); return; } Console.WriteLine("Solution:"); Console.WriteLine("Optimal objective value = " + solver.Objective().Value()); for (int j = 0; j < data.NumVars; ++j) { Console.WriteLine("x[" + j + "] = " + x[j].SolutionValue()); } Console.WriteLine("\nAdvanced usage:"); Console.WriteLine("Problem solved in " + solver.WallTime() + " milliseconds"); Console.WriteLine("Problem solved in " + solver.Iterations() + " iterations"); Console.WriteLine("Problem solved in " + solver.Nodes() + " branch-and-bound nodes"); } }