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Delivery - Data input from file; infeasibility analysis Description A simple supply and demand network example showing data
input from file and the use of "views": incremental
definition of arrays of variables. Also uses constraint
templates with the arrays of variables. A second version of this model (file xbdlvriis) has modified data making the problem infeasible. This example shows how to analyze infeasibility with the help of IIS (irreducible infeasible sets), it retrieves the IIS and prints out their contents. It is possible to retrieve more detailed information on the IIS, such as isolation rows or bounds, using Xpress Optimizer functions (file xbdlvriis2iso) or to use the infeasibility repair functionality of the Optimizer (file xbdlvriis2rep) with models defined in BCL.
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
Data Files xbdlvriis2rep.java
/********************************************************
* Xpress-BCL Java Example Problems
* ================================
*
* file xbdlvriis2rep.java
* ```````````````````````
* Transportation problem (infeasible data).
* Repairing infeasibility.
* - Using Optimizer functions -
*
* (c) 2008-2024 Fair Isaac Corporation
* author: S.Heipcke, Jan. 2008, rev. Mar. 2011
********************************************************/
import com.dashoptimization.*;
import java.io.*;
import java.util.*;
public class xbdlvriis2rep {
static final int NSupp = 10; /* Number of suppliers */
static final int NCust = 7; /* Number of customers */
static final int MaxArcs = 100; /* Max. num. of non-zero cost values */
static final String VANFILE = System.getProperty("XPRBDATA") + "/delivery/ifvan.dat";
static final String COSTFILE = System.getProperty("XPRBDATA") + "/delivery/cost.dat";
/****DATA****/
/* Supplier: London Luton B'ham Bristl Derby Stckpt */
static final double SUPPLY[] = {
140.0,
200.0,
50.0,
10.0,
400.0,
200.0,
/* Supplier: York Derby Soton Scnthp */
20.0,
90.0,
30.0,
12.0
};
/* Customer: London Livpol Doncst York Hull Manchr */
static final double DEMAND[] = {
1230.3,
560.4,
117.1,
592.8,
310.0,
1247.0,
/* Customer: Shffld */
86.0
};
static double[][] COST; /* Cost per supplier-customer pair */
static double[][] IFVAN; /* Non-zero if route uses vans instead
of lorries */
static final double VANCAP = 40.0; /* Capacity on routes that use vans */
static XPRSprob op;
/***********************************************************************/
static void modDelivery() {
try (XPRBprob p = new XPRBprob("Delivery"); /* Initialize BCL and create a new problem */
XPRBexprContext context =
new XPRBexprContext(); /* Release XPRBexpr instances at end of block. */
XPRS xprs = new XPRS()) {
/* Initialize Xpress-Optimizer */
XPRBexpr lobj, lc;
int s, c, i;
XPRBvar[][] x;
XPRBctr[] CSupply, CDemand;
int nrow, ncol;
IntHolder iscode;
double[] lrp, grp, lbp, ubp;
/****VARIABLES****/
x = new XPRBvar[NSupp][NCust];
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++) x[s][c] = p.newVar("x_s" + s + "_" + c);
/****OBJECTIVE****/
lobj = new XPRBexpr();
for (s = 0; s < NSupp; s++) /* Objective: Minimize total cost */
for (c = 0; c < NCust; c++) lobj.add(x[s][c].mul(COST[s][c]));
p.setObj(lobj); /* Set objective function */
/****CONSTRAINTS****/
CDemand = new XPRBctr[NCust];
for (c = 0; c < 4; c++) {
/* Satisfy demand of each customer */
lc = new XPRBexpr();
for (s = 0; s < 5; s++) lc.add(x[s][c]);
CDemand[c] = p.newCtr("Demand", lc.gEql(DEMAND[c]));
}
for (c = 4; c < NCust; c++) {
/* Satisfy demand of each customer */
lc = new XPRBexpr();
for (s = 5; s < NSupp; s++) lc.add(x[s][c]);
CDemand[c] = p.newCtr("Demand", lc.gEql(DEMAND[c]));
}
CSupply = new XPRBctr[NSupp];
for (s = 0; s < 5; s++) {
/* Keep within supply at each supplier*/
lc = new XPRBexpr();
for (c = 0; c < 4; c++) lc.add(x[s][c]);
CSupply[s] = p.newCtr("Supply", lc.lEql(SUPPLY[s]));
}
for (s = 5; s < NSupp; s++) {
/* Keep within supply at each supplier*/
lc = new XPRBexpr();
for (c = 4; c < NCust; c++) lc.add(x[s][c]);
CSupply[s] = p.newCtr("Supply", lc.lEql(SUPPLY[s]));
}
/****BOUNDS****/
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++) if (IFVAN[s][c] != 0) x[s][c].setUB(VANCAP);
/****SOLVING + OUTPUT****/
p.setSense(XPRB.MINIM); /* Set objective sense to minimization */
p.lpOptimize(""); /* Solve the LP-problem */
System.out.println("LP status: " + p.getLPStat());
if (p.getLPStat() == XPRB.LP_OPTIMAL)
System.out.println("Objective: " + p.getObjVal()); /* Get objective value */
else if (p.getLPStat() == XPRB.LP_INFEAS) {
op = p.getXPRSprob(); /* Retrieve the Optimizer problem */
/**** Trying to fix infeasibilities ****/
/*
lrp: (affects = and <= rows)
ax - aux_var = b
ax - aux_var <= b
grp: (affects = and >= rows)
ax + aux_var = b
ax + aux_var >= b
lbp:
x_i + aux_var >= l
ubp:
x_i - aux_var <= u
*/
/**** Simplified infeasibility repair:
* specifying preferences per constraint/bound type ****/
System.out.println("\n**** Repair infeasibility:");
iscode = new IntHolder();
op.repairInfeas(iscode, 'c', 'o', ' ', 10, 9, 0, 20, 0.001);
printSolution(p, iscode.value, x);
/**** Weighted infeasibility repair:
* specifying preferences for every constraint/bound separately ****/
ncol = op.getIntAttrib(XPRS.ORIGINALCOLS);
nrow = op.getIntAttrib(XPRS.ORIGINALROWS);
lrp = new double[nrow];
grp = new double[nrow];
lbp = new double[ncol];
ubp = new double[ncol];
/* Relax bounds due to van capacity */
/* Repairweightedinfeas for upper bounds of concerned flow variables */
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++) if (IFVAN[s][c] != 0) ubp[x[s][c].getColNum()] = 20;
System.out.println("\n**** Relax van capacity:");
op.repairWeightedInfeas(iscode, lrp, grp, lbp, ubp, 'd', 0.001, "");
printSolution(p, iscode.value, x);
/* Relax supply limits (may buy in additional quantities) */
/* Repairinfeas for 'less or equal' side of Supply constraints */
for (s = 0; s < NSupp; s++) lrp[CSupply[s].getRowNum()] = 10;
System.out.println("\n**** Relax supply limits:");
op.repairWeightedInfeas(iscode, lrp, grp, lbp, ubp, 'd', 0.001, "");
printSolution2(op, iscode.value, x);
/* Relax demand constraints (may not satisfy all customers) */
/* Repairinfeas for 'greater or equal' side of Demand constraints */
for (c = 0; c < NCust; c++) grp[CDemand[c].getRowNum()] = 9;
System.out.println("\n**** Relax demand constraints:");
op.repairWeightedInfeas(iscode, lrp, grp, lbp, ubp, 'd', 0.001, "");
printSolution2(op, iscode.value, x);
}
}
}
/***********************************************************************/
/**** Initialize the stream tokenizer ****/
static StreamTokenizer initST(FileReader file) {
StreamTokenizer st = null;
st = new StreamTokenizer(file); /* Initialize the stream tokenizer */
st.commentChar('!'); /* Use the character '!' for comments */
st.eolIsSignificant(true); /* Return end-of-line character */
st.ordinaryChar(','); /* Use ',' as separator */
st.parseNumbers(); /* Read numbers as numbers (not strings)*/
return st;
}
/**** Read multi line data file ****/
static void readMultiLineFile(String filename, double[][] data) throws IOException {
FileReader datafile = null;
StreamTokenizer st;
int i = 0, j = 0;
datafile = new FileReader(filename);
st = initST(datafile);
do {
do {
st.nextToken();
} while (st.ttype == st.TT_EOL); /* Skip empty lines */
while (st.ttype == st.TT_NUMBER) {
data[j][i++] = st.nval;
if (st.nextToken() != ',') {
j++;
i = 0;
break;
}
st.nextToken();
}
} while (st.ttype == st.TT_EOL);
datafile.close();
}
/**** Read data from files ****/
static void readData() throws IOException {
int s, c;
COST = new double[NSupp][NCust];
IFVAN = new double[NSupp][NCust];
/* Initialize data tables to 0: in the van data file some entries that are
* zero are simply left out (that is, the lines are incomplete) */
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++) {
COST[s][c] = 0;
IFVAN[s][c] = 0;
}
/* Read the demand data file */
readMultiLineFile(COSTFILE, COST);
/* Read the van data file */
readMultiLineFile(VANFILE, IFVAN);
}
/**** Print out the solution values ****/
static void printSolution(XPRBprob p, int scode, XPRBvar[][] x) {
int s, c;
double sup, dem;
java.lang.String rstat[] = {
"relaxed optimum found",
"relaxed problem infeasible",
"relaxed problem unbounded",
"solution nonoptimal for original objective",
"error",
"numerical instability"
};
System.out.println("Status: " + rstat[scode]);
if (scode == 0) {
p.sync(XPRB.XPRS_SOL);
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++)
if (x[s][c].getSol() > 0.01)
System.out.print(x[s][c].getName() + ":" + x[s][c].getSol() + " ");
System.out.println();
System.out.println("Violations:");
for (c = 0; c < NCust; c++) {
sup = 0;
for (s = 0; s < NSupp; s++) sup += x[s][c].getSol();
if (sup < DEMAND[c]) System.out.println(" Customer " + c + ": " + (DEMAND[c] - sup));
}
for (s = 0; s < NSupp; s++) {
dem = 0;
for (c = 0; c < NCust; c++) dem += x[s][c].getSol();
if (dem > SUPPLY[s]) System.out.println(" Supplier " + s + ": " + (dem - SUPPLY[s]));
}
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++)
if (IFVAN[s][c] != 0 && VANCAP < x[s][c].getSol())
System.out.println(" Van " + s + "-" + c + ": " + (x[s][c].getSol() - VANCAP));
}
}
static void printSolution2(XPRSprob op, int scode, XPRBvar[][] x) {
int s, c, ncol;
double sup, dem;
java.lang.String rstat[] = {
"relaxed optimum found",
"relaxed problem infeasible",
"relaxed problem unbounded",
"solution nonoptimal for original objective",
"error",
"numerical instability"
};
double[] sol;
System.out.println("Status: " + rstat[scode]);
if (scode == 0) {
ncol = op.getIntAttrib(XPRS.ORIGINALCOLS);
sol = new double[ncol];
op.getLpSol(sol, null, null, null);
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++)
if (x[s][c].getColNum() >= 0 && sol[x[s][c].getColNum()] > 0.01)
System.out.print(x[s][c].getName() + ":" + sol[x[s][c].getColNum()] + " ");
System.out.println();
System.out.println("Violations:");
for (c = 0; c < NCust; c++) {
sup = 0;
for (s = 0; s < NSupp; s++) if (x[s][c].getColNum() >= 0) sup += sol[x[s][c].getColNum()];
if (sup < DEMAND[c]) System.out.println(" Customer " + c + ": " + (DEMAND[c] - sup));
}
for (s = 0; s < NSupp; s++) {
dem = 0;
for (c = 0; c < NCust; c++) if (x[s][c].getColNum() >= 0) dem += sol[x[s][c].getColNum()];
if (dem > SUPPLY[s]) System.out.println(" Supplier " + s + ": " + (dem - SUPPLY[s]));
}
for (s = 0; s < NSupp; s++)
for (c = 0; c < NCust; c++)
if (IFVAN[s][c] != 0 && x[s][c].getColNum() >= 0 && VANCAP < sol[x[s][c].getColNum()])
System.out.println(" Van " + s + "-" + c + ": " + (sol[x[s][c].getColNum()] - VANCAP));
}
}
/***********************************************************************/
public static void main(String[] args) {
try {
readData(); /* Data input from file */
} catch (IOException e) {
System.err.println(e.getMessage());
System.exit(1);
}
modDelivery(); /* Problem formulation and solution */
}
}
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| © Copyright 2024 Fair Isaac Corporation. |
