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P1Model.py
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405 lines (294 loc) · 12.3 KB
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import pdb
from turtle import pd
import gurobipy as gp
from gurobipy import GRB
import numpy as np
from read_file import readFile
import numpy as np
def P1(weights, values, capacity, omega, time_limit=None, mip_gap=None, verbose=True):
"""Find one Lorenz-efficient solution of the multi-objective knapsack problem.
Any optimal solution of P1 is Lorenz-nondominated
"""
weights = np.asarray(weights, dtype=float)
values = np.asarray(values, dtype=float)
n = len(weights)
p = values.shape[1]
assert values.shape[0] == n, "values must be shape (n,p)"
assert len(omega) == p, "omega must have length p"
assert all(omega[i] > omega[i+1] for i in range(p-1)) and all(w > 0 for w in omega), \
"omega must be strictly decreasing and positive"
# lambda from omega: (ω1-ω2, ω2-ω3, ..., ω_{p-1}-ω_p, ω_p)
lam = np.zeros(p, dtype=float)
for k in range(p-1):
lam[k] = omega[k] - omega[k+1]
lam[p-1] = omega[p-1]
assert np.all(lam > 0), "lambda must be strictly positive"
m = gp.Model("P1_Lorenz_OWA")
if not verbose:
m.Params.OutputFlag = 0
if time_limit is not None:
m.Params.TimeLimit = time_limit
if mip_gap is not None:
m.Params.MIPGap = mip_gap
# x_j ∈ {0,1}
x = m.addVars(n, vtype=GRB.BINARY, name="x")
y = m.addVars(p, lb=0.0, vtype=GRB.CONTINUOUS, name="y")
# r_k ∈ R and b_{k,i} ≥ 0
r = m.addVars(p, lb=0.0, vtype=GRB.CONTINUOUS, name="r") # lb=0 ok if values >= 0
b = m.addVars(p, p, lb=0.0, vtype=GRB.CONTINUOUS, name="b") # b[k,i] = b_i^k
# Capacity: sum w_j x_j <= W
m.addConstr(gp.quicksum(weights[j] * x[j] for j in range(n)) <= capacity, name="capacity")
# y_i = sum_j v_{j,i} x_j
for i in range(p):
m.addConstr(
y[i] == gp.quicksum(values[j, i] * x[j] for j in range(n)),
name=f"y_def[{i}]"
)
# r_k - b_{k,i} <= y_i for all k,i
for k in range(p):
for i in range(p):
m.addConstr(
r[k] - b[k, i] <= y[i],
name=f"lorenz_dual[{k},{i}]"
)
# max sum_k lam[k] * ( (k+1)*r[k] - sum_i b[k,i] )
obj = gp.LinExpr()
for k in range(p):
obj += lam[k] * ((k + 1) * r[k] - gp.quicksum(b[k, i] for i in range(p)))
m.setObjective(obj, GRB.MAXIMIZE)
m.optimize()
# if m.Status not in [GRB.OPTIMAL, GRB.TIME_LIMIT]:
# # For debugging: INFEASIBLE would indicate a modeling error here (P1 should be feasible)
# return None
x_sol = np.array([int(round(x[j].X)) for j in range(n)], dtype=int)
y_sol = np.array([y[i].X for i in range(p)], dtype=float)
y_sorted = np.sort(y_sol)
L_sol = np.cumsum(y_sorted)
return {
"x": x_sol,
"y": y_sol,
"L": L_sol,
"obj": m.ObjVal if m.SolCount > 0 else None,
"status": m.Status,
}
def PL(weights, values, capacity, omega, prev_Ls, time_limit=None, mip_gap=None, verbose=True):
"""now forbid solutions whose Lorenz vector is dominated by a previously found one.
"""
weights = np.asarray(weights, dtype=float)
values = np.asarray(values, dtype=float)
n = len(weights)
p = values.shape[1]
l = len(prev_Ls)
# lambda from omega: (ω1-ω2, ω2-ω3, ..., ω_{p-1}-ω_p, ω_p)
lam = np.zeros(p, dtype=float)
for k in range(p-1):
lam[k] = omega[k] - omega[k+1]
lam[p-1] = omega[p-1]
assert np.all(lam > 0), "lambda must be strictly positive"
m = gp.Model("PL_Lorenz_OWA")
if not verbose:
m.Params.OutputFlag = 0
if time_limit is not None:
m.Params.TimeLimit = time_limit
if mip_gap is not None:
m.Params.MIPGap = mip_gap
# x_j ∈ {0,1}
x = m.addVars(n, vtype=GRB.BINARY, name="x")
y = m.addVars(p, lb=0.0, vtype=GRB.CONTINUOUS, name="y")
# r_k ∈ R and b_{k,i} ≥ 0
r = m.addVars(p, lb=-GRB.INFINITY, vtype=GRB.CONTINUOUS, name="r")
# r = m.addVars(p, lb=0.0, vtype=GRB.CONTINUOUS, name="r")
# lb=0 ok if values >= 0
b = m.addVars(p, p, lb=0.0, vtype=GRB.CONTINUOUS, name="b") # b[k,i] = b_i^k
z = m.addVars(l, p, vtype=GRB.BINARY, name="z")
# Capacity: sum w_j x_j <= W
m.addConstr(gp.quicksum(weights[j] * x[j] for j in range(n)) <= capacity, name="capacity")
# y_i = sum_j v_{j,i} x_j
for i in range(p):
m.addConstr(
y[i] == gp.quicksum(values[j, i] * x[j] for j in range(n)),
name=f"y_def[{i}]"
)
# Lorenz dual constraints: r_k - b_{k,i} <= y_i
for k in range(p):
for i in range(p):
m.addConstr(r[k] - b[k, i] <= y[i],
name=f"lorenz_dual[{k},{i}]")
# Lorenz-component expressions: T_k = (k+1) r_k - sum_i b_{k,i}
T = [ (k+1)*r[k] - gp.quicksum(b[k,i] for i in range(p)) for k in range(p) ]
# Dominance cuts vs each previously found Lorenz vector prev_Ls[s]
# For each s: choose at least one k to improve, and enforce improvement if chosen.
for s in range(l):
m.addConstr(gp.quicksum(z[s, k] for k in range(p)) >= 1,
name=f"one_improvement[{s}]")
for k in range(p):
# If z[s,k] = 1 => T_k >= prev_Ls[s][k] + 1
# If z[s,k] = 0 => constraint is T_k >= 0 (since RHS=0)
m.addConstr(T[k] >= (prev_Ls[s][k] + 1) * z[s, k],
name=f"improve[{s},{k}]")
# max sum_k lam[k] * ( (k+1)*r[k] - sum_i b[k,i] )
obj = gp.LinExpr()
for k in range(p):
obj += lam[k] * ((k + 1) * r[k] - gp.quicksum(b[k, i] for i in range(p)))
m.setObjective(obj, GRB.MAXIMIZE)
m.Params.DualReductions = 0
# U = float(np.max(np.sum(values, axis=0))) # safe upper bound on any y_i
# for k in range(p):
# m.addConstr(r[k] <= U, name=f"r_ub[{k}]")
m.optimize()
if m.Status == GRB.INFEASIBLE:
print("infeasible")
return {"status": GRB.INFEASIBLE, "obj": None, "x": None, "y": None, "L": None}
if m.Status == GRB.UNBOUNDED:
print("unbounded")
raise RuntimeError("PL is unbounded (modeling issue).")
if m.Status == GRB.TIME_LIMIT and m.SolCount == 0:
print("time limit reached with no solution")
raise RuntimeError("TIME_LIMIT reached but no feasible solution found.")
if m.SolCount == 0:
raise RuntimeError(f"No solution available. Status={m.Status}")
x_sol = np.array([int(round(x[j].X)) for j in range(n)], dtype=int)
y_sol = np.array([y[i].X for i in range(p)], dtype=float)
y_sorted = np.sort(y_sol)
L_sol = np.cumsum(y_sorted)
return {
"x": x_sol,
"y": y_sol,
"L": L_sol,
"obj": m.ObjVal if m.SolCount > 0 else None,
"status": m.Status,
}
def iterative_PL(weights, values, capacity, omega, time_limit=None, mip_gap=None, verbose=False, max_iters=None):
sols = []
# Phase 1: P1
sol = P1(weights, values, capacity, omega,
time_limit=time_limit, mip_gap=mip_gap, verbose=verbose)
if sol["status"] == GRB.INFEASIBLE or sol["obj"] is None:
raise RuntimeError(f"P1 failed (status={sol['status']}).")
sols.append(sol)
Ls = [sol["L"]]
it = 0
while True:
if max_iters is not None and it >= max_iters:
break
sol_pl = PL(weights, values, capacity, omega, Ls,
time_limit=time_limit, mip_gap=mip_gap, verbose=verbose)
if sol_pl["status"] == GRB.INFEASIBLE:
break
sols.append(sol_pl)
Ls.append(sol_pl["L"])
it += 1
if verbose:
print(f"[it={it}] status={sol_pl['status']} obj={sol_pl['obj']} L={sol_pl['L']}")
return sols, Ls
def add_no_good_cut(m, x, x_sol, name="nogood"):
expr = gp.LinExpr()
for j, val in enumerate(x_sol):
if int(val) == 1:
expr += (1 - x[j])
else:
expr += x[j]
m.addConstr(expr >= 1, name=f"{name}_{m.NumConstrs}")
def enumerate_same_lorenz_p2(weights, values, capacity, L_star,
time_limit=None, mip_gap=None, verbose=False, max_solutions=None):
"""
Enumerate all different x such that Lorenz(y)=L*
Lorenz(y) = (min(y1,y2), y1+y2).
"""
weights = np.asarray(weights, dtype=float)
values = np.asarray(values, dtype=float)
n = len(weights)
p = values.shape[1]
assert p == 2, "This helper is for p=2 only."
L1, L2 = float(L_star[0]), float(L_star[1])
m = gp.Model("FIX_L_ENUM_X_P2")
if not verbose:
m.Params.OutputFlag = 0
if time_limit is not None:
m.Params.TimeLimit = float(time_limit)
if mip_gap is not None:
m.Params.MIPGap = float(mip_gap)
x = m.addVars(n, vtype=GRB.BINARY, name="x")
y = m.addVars(2, lb=0.0, vtype=GRB.CONTINUOUS, name="y")
# capacity
m.addConstr(gp.quicksum(weights[j] * x[j] for j in range(n)) <= capacity, name="capacity")
# y definition
for i in range(2):
m.addConstr(y[i] == gp.quicksum(values[j, i] * x[j] for j in range(n)), name=f"y_def[{i}]")
# Fix L2 = y1 + y2
m.addConstr(y[0] + y[1] == L2, name="fix_sum")
# Enforce min(y0,y1) = L1:
# y0 >= L1 and y1 >= L1
m.addConstr(y[0] >= L1, name="min_lb0")
m.addConstr(y[1] >= L1, name="min_lb1")
# And force at least one equals L1 (via <= with big-M and a binary)
# If t=1 -> y0 <= L1 ; if t=0 -> y1 <= L1
t = m.addVar(vtype=GRB.BINARY, name="t_min")
# Safe upper bound for y components:
U = float(np.max(np.sum(values, axis=0))) # very safe
M = U # big-M
m.addConstr(y[0] <= L1 + M * (1 - t), name="min_eq0")
m.addConstr(y[1] <= L1 + M * (t), name="min_eq1")
# Objective irrelevant (feasibility enumeration). Use 0.
m.setObjective(0.0, GRB.MAXIMIZE)
sols = []
seen = set()
while True:
if max_solutions is not None and len(sols) >= max_solutions:
break
m.optimize()
if m.Status == GRB.INFEASIBLE:
break
if m.SolCount == 0:
raise RuntimeError(f"No feasible solution for fixed Lorenz {L_star}. status={m.Status}")
x_sol = np.array([int(round(x[j].X)) for j in range(n)], dtype=int)
xk = tuple(x_sol.tolist())
if xk in seen:
add_no_good_cut(m, x, x_sol, name="nogood_dup")
continue
seen.add(xk)
y_sol = np.array([y[i].X for i in range(2)], dtype=float)
sols.append({"x": x_sol, "y": y_sol, "L": np.array([L1, L2])})
add_no_good_cut(m, x, x_sol, name="nogood")
return sols
if __name__ == "__main__":
w = np.zeros(16, dtype=int)
v = np.zeros((16, 2), dtype=int)
filename = "2KP200-TA-0_test.dat"
capacity, weights, values = readFile(filename, w, v)
objectives = values.shape[1]
omegas = [[a, 1] for a in [1.01, 1.5, 2, 5, 10]]
for omega in omegas:
sols, Ls = iterative_PL(
weights, values, capacity, omega,
verbose=False
)
for idx, L_star in enumerate(Ls):
sameL = enumerate_same_lorenz_p2(weights, values, capacity, L_star, verbose=False)
print(f" Lorenz #{idx}: L*={L_star} -> {len(sameL)} different x solutions")
for s in sameL[:5]:
print(" y=", s["y"])
print("\n==============================")
print("omega:", omega)
print("Found", len(sols), "Lorenz vectors (in Lorenz space).")
for t, sol in enumerate(sols):
print(f" [{t}] OWA={sol['obj']:.6f} L={sol['L']}")
sol1 = sols[0]
sol_last = sols[-1]
print("P1 OWA:", sol1["obj"], "P1 L:", sol1["L"])
print("Last OWA:", sol_last["obj"], "Last L:", sol_last["L"])
# w = np.zeros(16,dtype=int)
# v = np.zeros((16,2),dtype=int)
# filename = "2KP200-TA-0_test.dat"
# capacity, weights, values = readFile(filename,w,v)
# objectives = values.shape[1]
# omegas = [[a, 1] for a in [1.01, 1.5, 2, 5, 10]]
# for omega in omegas:
# sol1 = P1(weights, values, capacity, omega, verbose=False)
# prev_Ls = [sol1["L"]]
# sol2 = PL(weights, values, capacity, omega, prev_Ls, verbose=False)
# print("omega:", omega,
# "P1 OWA:", sol1["obj"],
# "P1 L:", sol1["L"],
# "PL OWA:", sol2["obj"] if sol2["obj"] else None)
# """we see that in the PL's solution, the worst-case is slightly worse but the total is better than in P1's solution."""