Python gurobipy.Model方法代碼示例

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def actualSolve(self, lp, callback = None):
            """
            Solve a well formulated lp problem

            creates a cplex model, variables and constraints and attaches
            them to the lp model which it then solves
            """
            self.buildSolverModel(lp)
            #set the initial solution
            log.debug("Solve the Model using cplex")
            self.callSolver(lp)
            #get the solution information
            solutionStatus = self.findSolutionValues(lp)
            for var in lp.variables():
                var.modified = False
            for constraint in lp.constraints.values():
                constraint.modified = False
            return solutionStatus 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def actualResolve(self, lp, callback = None):
            """
            Solve a well formulated lp problem

            uses the old solver and modifies the rhs of the modified constraints
            """
            log.debug("Resolve the Model using gurobi")
            for constraint in lp.constraints.values():
                if constraint.modified:
                    constraint.solverConstraint.setAttr(gurobipy.GRB.Attr.RHS,
                                                        -constraint.constant)
            lp.solverModel.update()
            self.callSolver(lp, callback = callback)
            #get the solution information
            solutionStatus = self.findSolutionValues(lp)
            for var in lp.variables():
                var.modified = False
            for constraint in lp.constraints.values():
                constraint.modified = False
            return solutionStatus 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def fit(array, convex=1):
    """Fit a smooth line to the given time-series data"""
    N = len(array)
    m = gurobipy.Model()
    fv = m.addVars(N)
    if convex == 1:
        m.addConstrs(fv[i] <= fv[i-1] for i in range(1,N))
        m.addConstrs(fv[i] + fv[i-2] >= 2*fv[i-1] for i in range(2,N))
    else:
        m.addConstrs(fv[i] >= fv[i-1] for i in range(1,N))
        m.addConstrs(fv[i] + fv[i-2] <= 2*fv[i-1] for i in range(2,N))
    m.setObjective(
        gurobipy.quicksum([fv[i] * fv[i] for i in range(N)])
        - 2 * gurobipy.LinExpr(array,fv.values())
    )
    m.Params.outputFlag = 0
    m.optimize()
    return [fv[i].X for i in range(N)] 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def actualSolve(self, lp, callback = None):
            """
            Solve a well formulated lp problem

            creates a gurobi model, variables and constraints and attaches
            them to the lp model which it then solves
            """
            self.buildSolverModel(lp)

            # set the initial solution
            log.debug("Solve the Model using gurobi")
            self.callSolver(lp, callback=callback)

            # get the solution information
            solution_status = self.findSolutionValues(lp)
            for var in lp.variables():
                var.modified = False

            for constraint in lp.constraints.values():
                constraint.modified = False

            return solution_status 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def __init__(self, input_data, input_params):
        self.input_data = input_data
        self.input_params = input_params
        self.model = grb.Model('prod_planning')
        self._create_decision_variables()
        self._create_main_constraints()
        self._set_objective_function()

    # ================== Decision variables ================== 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def __init__(self, name, sense):
            self.gurobi_model = gurobipy.Model(name)
            self.sense = sense
            if sense == LpMaximize:
                self.gurobi_model.setAttr("ModelSense", -1)
            self.varables = {}
            self.objective = None
            self.status = None 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def solve(self, start=0, flag_rolling=0, **kwargs):
        """Call extensive solver to solve the discretized problem. It will first
        construct the extensive model and then call Gurobi solver to solve it.

        Parameters
        ----------
        **kwargs: optional
            Gurobipy attributes to specify on extensive model.
        """
        # extensive solver is able to solve MSLP with CTG or without CTG
        self.MSP._check_individual_stage_models()
        self.MSP._check_multistage_model()

        construction_start_time = time.time()

        self.extensive_model = gurobipy.Model()
        self.extensive_model.modelsense = self.MSP.sense
        self.start = start

        for k, v in kwargs.items():
            setattr(self.extensive_model.Params, k, v)
        self._construct_extensive(flag_rolling)
        construction_end_time = time.time()
        self.construction_time = construction_end_time - construction_start_time
        solving_start_time = time.time()
        self.extensive_model.optimize()
        solving_end_time = time.time()
        self.solving_time = solving_end_time - solving_start_time
        self.total_time = self.construction_time + self.solving_time
        return self.extensive_model.objVal 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def query(self, X_train, Y_train, labeled_idx, amount):

        # subsample from the unlabeled set:
        unlabeled_idx = get_unlabeled_idx(X_train, labeled_idx)
        unlabeled_idx = np.random.choice(unlabeled_idx, np.min([labeled_idx.shape[0]*10, unlabeled_idx.size]), replace=False)

        embedding_model = Model(inputs=self.model.input,
                                outputs=self.model.get_layer('softmax').input)
        representation = embedding_model.predict(X_train, batch_size=128).reshape((X_train.shape[0], -1, 1))

        # iteratively sub-sample using the discriminative sampling routine:
        labeled_so_far = 0
        sub_sample_size = int(amount / self.sub_batches)
        while labeled_so_far < amount:
            if labeled_so_far + sub_sample_size > amount:
                sub_sample_size = amount - labeled_so_far

            model = train_discriminative_model(representation[labeled_idx], representation[unlabeled_idx], representation[0].shape, gpu=self.gpu)
            predictions = model.predict(representation[unlabeled_idx])
            selected_indices = np.argpartition(predictions[:,1], -sub_sample_size)[-sub_sample_size:]
            labeled_idx = np.hstack((labeled_idx, unlabeled_idx[selected_indices]))
            labeled_so_far += sub_sample_size
            unlabeled_idx = get_unlabeled_idx(X_train, labeled_idx)
            unlabeled_idx = np.random.choice(unlabeled_idx, np.min([labeled_idx.shape[0]*10, unlabeled_idx.size]), replace=False)

            # delete the model to free GPU memory:
            del model
            gc.collect()
        del embedding_model
        gc.collect()

        return labeled_idx 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def buildSolverModel(self, lp):
            """
            Takes the pulp lp model and translates it into a gurobi model
            """
            log.debug("create the gurobi model")
            lp.solverModel = gurobipy.Model(lp.name)
            log.debug("set the sense of the problem")
            if lp.sense == LpMaximize:
                lp.solverModel.setAttr("ModelSense", -1)
            if self.timeLimit:
                lp.solverModel.setParam("TimeLimit", self.timeLimit)
            if self.epgap:
                lp.solverModel.setParam("MIPGap", self.epgap)
            log.debug("add the variables to the problem")
            for var in lp.variables():
                lowBound = var.lowBound
                if lowBound is None:
                    lowBound = -gurobipy.GRB.INFINITY
                upBound = var.upBound
                if upBound is None:
                    upBound = gurobipy.GRB.INFINITY
                obj = lp.objective.get(var, 0.0)
                varType = gurobipy.GRB.CONTINUOUS
                if var.cat == LpInteger and self.mip:
                    varType = gurobipy.GRB.INTEGER
                var.solverVar = lp.solverModel.addVar(lowBound, upBound,
                            vtype = varType,
                            obj = obj, name = var.name)
            lp.solverModel.update()
            log.debug("add the Constraints to the problem")
            for name,constraint in lp.constraints.items():
                #build the expression
                expr = gurobipy.LinExpr(list(constraint.values()),
                            [v.solverVar for v in constraint.keys()])
                if constraint.sense == LpConstraintLE:
                    relation = gurobipy.GRB.LESS_EQUAL
                elif constraint.sense == LpConstraintGE:
                    relation = gurobipy.GRB.GREATER_EQUAL
                elif constraint.sense == LpConstraintEQ:
                    relation = gurobipy.GRB.EQUAL
                else:
                    raise PulpSolverError('Detected an invalid constraint type')
                constraint.solverConstraint = lp.solverModel.addConstr(expr,
                    relation, -constraint.constant, name)
            lp.solverModel.update() 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def __init__(self, name=""):
        self._model = gurobipy.Model(env=gurobipy.Env(), name=name)
        # each and every instance must have state variables, local copy variables
        self.states = []
        self.local_copies = []
        # (discretized) uncertainties
        # stage-wise independent discrete uncertainties
        self.uncertainty_rhs = {}
        self.uncertainty_coef = {}
        self.uncertainty_obj = {}
        # indices of stage-dependent uncertainties
        self.uncertainty_rhs_dependent = {}
        self.uncertainty_coef_dependent = {}
        self.uncertainty_obj_dependent = {}
        # true uncertainties
        # stage-wise independent true continuous uncertainties
        self.uncertainty_rhs_continuous = {}
        self.uncertainty_coef_continuous = {}
        self.uncertainty_obj_continuous = {}
        self.uncertainty_mix_continuous = {}
        # stage-wise independent true discrete uncertainties
        self.uncertainty_rhs_discrete = {}
        self.uncertainty_coef_discrete = {}
        self.uncertainty_obj_discrete = {}
        # cutting planes approximation of recourse variable alpha
        self.alpha = None
        self.cuts = []
        # linking constraints
        self.link_constrs = []
        # number of discrete uncertainties
        self.n_samples = 1
        # number of state varibles
        self.n_states = 0
        # probability measure for discrete uncertainties
        self.probability = None
        # type of true problem: continuous/discrete
        self._type = None
        # flag to indicate discretization of true problem
        self._flag_discrete = 0
        # collection of all specified dim indices of Markovian uncertainties
        self.Markovian_dim_index = []
        # risk measure
        self.measure = Expectation 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def gurobi_tsp(distance_matrix):
    """
    Solves tsp problem.
    :param distance_matrix: symmetric matrix of distances, where the i,j element is the distance between object i and j
    :return: matrix containing {0, 1}, 1 for each transition that is included in the tsp solution
    """
    n = len(distance_matrix)
    m = Model()
    m.setParam("OutputFlag", False)
    m.setParam("Threads", 1)

    # Create variables
    vars = {}
    for i in range(n):
        for j in range(i + 1):
            vars[i, j] = m.addVar(
                obj=0.0 if i == j else distance_matrix[i][j], vtype=GRB.BINARY, name="e" + str(i) + "_" + str(j)
            )
            vars[j, i] = vars[i, j]
        m.update()

    # Add degree-2 constraint, and forbid loops
    for i in range(n):
        m.addConstr(quicksum(vars[i, j] for j in range(n)) == 2)
        vars[i, i].ub = 0
    m.update()

    # Optimize model
    m._vars = vars
    m.params.LazyConstraints = 1

    def subtour_fn(model, where):
        return subtourelim(n, model, where)

    m.optimize(subtour_fn)
    solution = m.getAttr("x", vars)
    selected = [(i, j) for i in range(n) for j in range(n) if solution[i, j] > 0.5]
    result = np.zeros_like(distance_matrix)
    for (i, j) in selected:
        result[i][j] = 1

    return result 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def mip_model(self, representation, labeled_idx, budget, delta, outlier_count, greedy_indices=None):

        import gurobipy as gurobi

        model = gurobi.Model("Core Set Selection")

        # set up the variables:
        points = {}
        outliers = {}
        for i in range(representation.shape[0]):
            if i in labeled_idx:
                points[i] = model.addVar(ub=1.0, lb=1.0, vtype="B", name="points_{}".format(i))
            else:
                points[i] = model.addVar(vtype="B", name="points_{}".format(i))
        for i in range(representation.shape[0]):
            outliers[i] = model.addVar(vtype="B", name="outliers_{}".format(i))
            outliers[i].start = 0

        # initialize the solution to be the greedy solution:
        if greedy_indices is not None:
            for i in greedy_indices:
                points[i].start = 1.0

        # set the outlier budget:
        model.addConstr(sum(outliers[i] for i in outliers) <= outlier_count, "budget")

        # build the graph and set the constraints:
        model.addConstr(sum(points[i] for i in range(representation.shape[0])) == budget, "budget")
        neighbors = {}
        graph = {}
        print("Updating Neighborhoods In MIP Model...")
        for i in range(0, representation.shape[0], 1000):
            print("At Point " + str(i))

            if i+1000 > representation.shape[0]:
                distances = self.get_distance_matrix(representation[i:], representation)
                amount = representation.shape[0] - i
            else:
                distances = self.get_distance_matrix(representation[i:i+1000], representation)
                amount = 1000

            distances = np.reshape(distances, (amount, -1))
            for j in range(i, i+amount):
                graph[j] = [(idx, distances[j-i, idx]) for idx in np.reshape(np.where(distances[j-i, :] <= delta),(-1))]
                neighbors[j] = [points[idx] for idx in np.reshape(np.where(distances[j-i, :] <= delta),(-1))]
                neighbors[j].append(outliers[j])
                model.addConstr(sum(neighbors[j]) >= 1, "coverage+outliers")

        model.__data = points, outliers
        model.Params.MIPFocus = 1
        model.params.TIME_LIMIT = 180

        return model, graph 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def query_regular(self, X_train, Y_train, labeled_idx, amount):

        import gurobipy as gurobi

        unlabeled_idx = get_unlabeled_idx(X_train, labeled_idx)

        # use the learned representation for the k-greedy-center algorithm:
        representation_model = Model(inputs=self.model.input, outputs=self.model.get_layer('softmax').input)
        representation = representation_model.predict(X_train, batch_size=128, verbose=0)
        print("Calculating Greedy K-Center Solution...")
        new_indices, max_delta = self.greedy_k_center(representation[labeled_idx], representation[unlabeled_idx], amount)
        new_indices = unlabeled_idx[new_indices]
        outlier_count = int(X_train.shape[0] / 10000)
        # outlier_count = 250
        submipnodes = 20000

        # iteratively solve the MIP optimization problem:
        eps = 0.01
        upper_bound = max_delta
        lower_bound = max_delta / 2.0
        print("Building MIP Model...")
        model, graph = self.mip_model(representation, labeled_idx, len(labeled_idx) + amount, upper_bound, outlier_count, greedy_indices=new_indices)
        model.Params.SubMIPNodes = submipnodes
        points, outliers = model.__data
        model.optimize()
        indices = [i for i in graph if points[i].X == 1]
        current_delta = upper_bound
        while upper_bound - lower_bound > eps:

            print("upper bound is {ub}, lower bound is {lb}".format(ub=upper_bound, lb=lower_bound))
            if model.getAttr(gurobi.GRB.Attr.Status) in [gurobi.GRB.INFEASIBLE, gurobi.GRB.TIME_LIMIT]:
                print("Optimization Failed - Infeasible!")

                lower_bound = max(current_delta, self.get_graph_min(representation, current_delta))
                current_delta = (upper_bound + lower_bound) / 2.0

                del model
                gc.collect()
                model, graph = self.mip_model(representation, labeled_idx, len(labeled_idx) + amount, current_delta, outlier_count, greedy_indices=indices)
                points, outliers = model.__data
                model.Params.SubMIPNodes = submipnodes

            else:
                print("Optimization Succeeded!")
                upper_bound = min(current_delta, self.get_graph_max(representation, current_delta))
                current_delta = (upper_bound + lower_bound) / 2.0
                indices = [i for i in graph if points[i].X == 1]

                del model
                gc.collect()
                model, graph = self.mip_model(representation, labeled_idx, len(labeled_idx) + amount, current_delta, outlier_count, greedy_indices=indices)
                points, outliers = model.__data
                model.Params.SubMIPNodes = submipnodes

            if upper_bound - lower_bound > eps:
                model.optimize()

        return np.array(indices) 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def create_model(instance):
  """
  Creates a simple MIP model for a set cover instance.

  Creates one binary decision variable s_i for each set. The objective
  function is simply the sum over the c_i * s_i. The constraints
  are that each item is captured by at least one set that is taken.

  Args:
    instance: The set cover instance as created by read().

  Returns:
    A pair of the Gurobi MIP model and the mapping from the sets
    in the instance to the corresponding Gurobi variables.
  """
  name, nitems, sets = instance
  model = grb.Model(name)

  # One variable for each set. Also remember which sets cover each item.
  covered_by = [[] for i in range(nitems)]
  vars = []
  for i, set in enumerate(sets):
    cost, covers = set
    vars.append(model.addVar(obj=cost, vtype=grb.GRB.BINARY, name="s_{0}".format(i)))

    for item in covers:
      covered_by[item].append(vars[i])
  model.update()

  # Constraint: Each item covered at least once.
  for item in range(nitems):
    model.addConstr(grb.quicksum(covered_by[item]) >= 1)

  # We want to minimize. Objective coefficients already fixed during variable creation.
  model.setAttr("ModelSense", grb.GRB.MINIMIZE)

  # Tuning parameters derived from sc_330_0
  model.read("mip.prm")

  model.setParam("Threads", 3)
  model.setParam("MIPGap", 0.001)  # 0.1% usually suffices

  return model, vars 

# 需要導入模塊: import gurobipy [as 別名]
# 或者: from gurobipy import Model [as 別名]
def _mmp_solve(w1_ij, x_ij_keys, n, w2_ij = None):
    """A helper function that solves a weighted maximum matching problem.
    """
    
    m = Model("MBSA")
    
    if __debug__:
        log(DEBUG,"")
        log(DEBUG,"Solving a weighted maximum matching problem with "+
                  "%d savings weights." % len(w1_ij))

    # build model
    x_ij = m.addVars(x_ij_keys, obj=w1_ij, vtype=GRB.BINARY, name='x')    
    _mmp_add_cnts_sum(m, x_ij, x_ij_keys, w1_ij, n)
    m._vars = x_ij
    m.modelSense = GRB.MAXIMIZE
    m.update()

    # disable output
    m.setParam('OutputFlag', 0)    
    m.setParam('TimeLimit', MAX_MIP_SOLVER_RUNTIME)
    m.setParam('Threads', MIP_SOLVER_THREADS)
    #m.write("out.lp")
    m.optimize()

    # restore SIGINT callback handler which is changed by gurobipy
    signal(SIGINT, default_int_handler)

    if __debug__:
        log(DEBUG-1, "Gurobi runtime = %.2f"%m.Runtime)
    
    if m.Status == GRB.OPTIMAL:
        if w2_ij==None:
            max_wt, max_merge = max( (w1_ij[k], x_ij_keys[k])
                                      for k, v in enumerate(m.X) if v )
        else:
            max_wt, _, max_merge = max( (w1_ij[k], w2_ij[k], x_ij_keys[k])
                                      for k, v in enumerate(m.X) if v )
            
        return max_wt, max_merge[0], max_merge[1]
    elif m.Status == GRB.TIME_LIMIT:
        raise GurobiError(10023, "Gurobi timeout reached when attempting to solve GAP")
    elif m.Status == GRB.INTERRUPTED:
        raise KeyboardInterrupt()
    return None