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The travelling salesman problem

Description
Retrieves an example fromn http://www.math.uwaterloo.ca/tsp/world/countries.html and creates a corresponding TSP instance, then solves it using the Xpress Optimizer library with the appropriate callback. Once the optimization is over (i.e. the time limit is reached or we find an optimal solution) the optimal tour is displayed using matplotlib.

Further explanation of this example: 'Xpress Python Reference Manual'

TSP_python.zip[download all files]

Source Files
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example_tsp.py[download]





example_tsp.py

# Solve an instance of the TSP with Xpress using callbacks
#
# (C) Fair Isaac Corp., 1983-2024

# Retrieve an example from
#
# http://www.math.uwaterloo.ca/tsp/world/countries.html
#
# and load the TSP instance, then solve it using the Xpress Optimizer
# library with the appropriate callback. Once the optimization is over
# (i.e. the time limit is reached or we find an optimal solution) the
# optimal tour is displayed using matplotlib.

import networkx as nx
import xpress as xp
import re
import math

from matplotlib import pyplot as plt
from urllib.request import urlretrieve

#
# Download instance from TSPLib
#
# Replace with any of the following for a different instance:
#
# ar9152.tsp   (9125 nodes)
# bm33708.tsp (33708 nodes)
# ch71009.tsp (71009 nodes)
# dj38.tsp       (38 nodes)
# eg7146.tsp   (7146 nodes)
# fi10639.tsp (10639 nodes)
# gr9882.tsp   (9882 nodes)
# ho14473.tsp (14473 nodes)
# ei8246.tsp   (8246 nodes)
# ja9847.tsp   (9847 nodes)
# kz9976.tsp   (9976 nodes)
# lu980.tsp     (980 nodes)
# mo14185.tsp (14185 nodes)
# nu3496.tsp   (3496 nodes)
# mu1979.tsp   (1979 nodes)
# pm8079.tsp   (8079 nodes)
# qa194.tsp     (194 nodes)
# rw1621.tsp   (1621 nodes)
# sw24978.tsp (24978 nodes)
# tz6117.tsp   (6117 nodes)
# uy734.tsp     (734 nodes)
# vm22775.tsp (22775 nodes)
# wi29.tsp       (29 nodes)
# ym7663.tsp   (7663 nodes)
# zi929.tsp     (929 nodes)
# ca4663.tsp   (4663 nodes)
# it16862.tsp (16862 nodes)
#

filename = 'wi29.tsp'

urlretrieve('https://www.math.uwaterloo.ca/tsp/world/' + filename, filename)

# Read file consisting of lines of the form "k: x y" where k is the
# point's index while x and y are the coordinates of the point. The
# distances are assumed to be Euclidean.

instance = open(filename, 'r')
coord_section = False
points = {}

G = nx.Graph()

#
# Coordinates of the points in the graph
#

for line in instance.readlines():

    if re.match('NODE_COORD_SECTION.*', line):
        coord_section = True
        continue
    elif re.match('EOF.*', line):
        break

    if coord_section:
        coord = line.split(' ')
        index = int(coord[0])
        cx = float(coord[1])
        cy = float(coord[2])
        points[index] = (cx, cy)
        G.add_node(index, pos=(cx, cy))

instance.close()

print("Downloaded instance, created graph.")

# Callback for checking if the solution forms a tour
#
# Returns a tuple (a,b) with
#
# a: True if the solution is to be rejected, False otherwise
# b: real cutoff value
def cbpreintsol(prob, G, soltype, cutoff):
    """
    Use this function to refuse a solution unless it forms a tour
    """

    # Obtain solution, then start at node 1 to see if the solutions at
    # one form a tour. The vector s is binary as this is a preintsol()
    # callback.

    s = []

    prob.getlpsol(s, None, None, None)

    reject = False
    nextnode = 1
    tour = []

    while nextnode != 1 or len(tour) == 0:
        # Find the edge leaving nextnode
        edge = None
        for j in V:
            if j != nextnode and s[xind[nextnode, j]] > 0.5:
                edge = x[nextnode, j]
                nextnode = j
                break
        if edge is None:
            break
        tour.append(edge)

    # If there are n arcs in the loop, the solution is feasible
    if len(tour) < n:
        # The tour given by the current solution does not pass through
        # all the nodes and is thus infeasible.
        # If soltype is non-zero then we reject by setting reject=True.
        # If instead soltype is zero then the solution came from an
        # integral node. In this case we can reject by adding a cut
        # that cuts off that solution. Note that we must NOT set
        # reject=True in that case because that would result in just
        # dropping the node, no matter whether we add cuts or not.
        if soltype != 0:
            reject = True
        else:
            # The solution is infeasible and it was obtained from an integral
            # node. In this case we can generate and inject a cut that cuts
            # off this solution so that we don't find it again.

            # Presolve cut in order to add it to the presolved problem
            colind, rowcoef = [], []
            drhsp, status = prob.presolverow(rowtype='L',
                                             origcolind=tour,
                                             origrowcoef=[1] * len(tour),
                                             origrhs=len(tour) - 1,
                                             maxcoefs=prob.attributes.cols,
                                             colind=colind, rowcoef=rowcoef)
            # Since mipdualreductions=0, presolving the cut must succeed, and
            # the cut should never be relaxed as this would imply that it did
            # not cut off a subtour.
            assert status == 0

            prob.addcuts(cuttype=[1],
                         rowtype=['L'],
                         rhs=[drhsp],
                         start=[0, len(colind)],
                         colind=colind,
                         cutcoef=rowcoef)
    # To accept the cutoff, return second element of tuple as None
    return (reject, None)

#
# Formulate problem, set callback function and solve
#

n = len(points)    # number of nodes
V = range(1, n+1)  # set of nodes

# Set of arcs (i.e. all pairs since it is a complete graph)
A = [(i, j) for i in V for j in V if i != j]

p = xp.problem()

x = {(i, j): p.addVariable(name='x_{0}_{1}'.format(i, j),
                           vartype=xp.binary) for (i, j) in A}

conservation_in = [xp.Sum(x[i, j] for j in V if j != i) == 1 for i in V]
conservation_out = [xp.Sum(x[j, i] for j in V if j != i) == 1 for i in V]

p.addConstraint(conservation_in, conservation_out)

xind = {(i, j): p.getIndex(x[i, j]) for (i, j) in x.keys()}

# Objective function: total distance travelled
p.setObjective(xp.Sum(math.sqrt((points[i][0] - points[j][0])**2 +
                                (points[i][1] - points[j][1])**2) * x[i, j]
                      for (i, j) in A))

# Should find a reasonable solution within 20 seconds
p.controls.timelimit = 20

p.addcbpreintsol(cbpreintsol, G, 1)

# Disable dual reductions (in order not to cut optimal solutions)
# and nonlinear reductions, in order to be able to presolve the
# cuts.
p.controls.mipdualreductions = 0

p.optimize()

if p.attributes.solstatus not in [xp.SolStatus.OPTIMAL, xp.SolStatus.FEASIBLE]:
    print("Solve status:", p.attributes.solvestatus.name)
    print("Solution status:", p.attributes.solstatus.name)
else:
    # Read solution and store it in the graph
    sol = p.getSolution()
    try:
        for (i, j) in A:
            if sol[p.getIndex(x[i, j])] > 0.5:
                G.add_edge(i, j)

        # Display best tour found
        pos = nx.get_node_attributes(G, 'pos')

        nx.draw(G, points)  # create a graph with the tour
        plt.show()          # display it interactively
    except:
        print('Could not draw solution')

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