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Solving a TSP using NumPy Description A randomly generated TSP problem is modeled using
NumPy vectors and matrices and solved using the Optimizer's
libraries and callback functions. Further explanation of this example:
'Xpress Python Reference Manual'
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
example_tsp_numpy.py # TSP example using numpy functions (for efficiency) # # (C) Fair Isaac Corp., 1983-2021 from __future__ import print_function import xpress as xp import numpy as np def cb_preintsol(prob, data, isheur=True, cutoff=0): '''Callback for checking if solution is acceptable ''' n = data xsol = [] prob.getlpsol(x=xsol) xsol = np.array(xsol).reshape(n,n) nextc = np.argmax(xsol, axis=1) i = 0 ncities = 1 # Scan cities in order until we get back to 0 or the solution is # wrong and we're diverging while nextc[i] != 0 and ncities < n: ncities += 1 i = nextc[i] # If the cities visited before getting back to 0 is less than n-1, # we just closed a subtour, hence the solution is infeasible return (ncities < n-1, None) def cb_optnode(prob, data): '''Callback used after LP solution is known at BB node. Add subtour elimination cuts ''' n = data xsol=[] prob.getlpsol(x=xsol) xsolf = np.array(xsol) # flattened xsol = xsolf.reshape(n,n) # matrix-shaped # Obtain an order by checking the maximum of the variable matrix # for each row nextc = np.argmax(xsol, axis=1) unchecked = np.zeros(n) ngroup = 0 # Initialize the vectors to be passed to addcuts cut_mstart = [0] cut_ind = [] cut_coe = [] cut_rhs = [] nnz = 0 ncuts = 0 while np.min(unchecked) == 0 and ngroup <= n: '''Seek a tour ''' ngroup += 1 firstcity = np.argmin(unchecked) assert (unchecked[firstcity] == 0) i = firstcity ncities = 0 # Scan cities in order while True: unchecked[i] = ngroup # mark city i with its new group, to be used in addcut ncities += 1 i = nextc[i] if i == firstcity or ncities > n + 1: break if ncities == n and i == firstcity: return 0 # Nothing to add, solution is feasible # unchecked[unchecked == ngroup] marks nodes to be made part of subtour # elimination inequality # Find indices of current subtour. S is the set of nodes # traversed by the subtour, compS is its complement. S = np.where(unchecked == ngroup)[0].tolist() compS = np.where(unchecked != ngroup)[0].tolist() indices = [i*n+j for i in S for j in compS] # Check if solution violates the cut, and if so add the cut to # the list. if sum(xsolf[i] for i in indices) < 1 - 1e-3: mcolsp, dvalp = [], [] # Presolve cut in order to add it to the presolved problem # (the problem currently being solved by the # branch-and-bound). drhsp, status = prob.presolverow('G', indices, np.ones(len(indices)), 1, prob.attributes.cols, mcolsp, dvalp) nnz += len(mcolsp) ncuts += 1 cut_ind.extend(mcolsp) cut_coe.extend(dvalp) cut_rhs.append(drhsp) cut_mstart.append(nnz) if ncuts > 0: assert (len(cut_mstart) == ncuts + 1) assert (len(cut_ind) == nnz) if status >= 0: prob.addcuts([0] * ncuts, ['G'] * ncuts, cut_rhs, cut_mstart, cut_ind, cut_coe) return 0 def print_sol(p, n): '''Print the solution: order of nodes and cost ''' xsol = np.array(p.getSolution()).reshape(n,n) nextc = np.argmax(xsol, axis=1) i = 0 # Scan cities in order while nextc[i] != 0: print (i, '->', end='', sep='') i = nextc[i] print('0; cost:', p.getObjVal()) def create_initial_tour(n): '''Returns a permuted trivial solution 0->1->2->...->(n-1)->0 ''' p = np.random.permutation(n) P = np.eye(n)[p] # random permutation I = np.eye(n) S = np.vstack((I[1:,:],I[0,:])) # Creates trivial tour return np.dot(P.T, S, P).flatten() # Permutes the tour def solve_opttour(): '''Create a random TSP problem ''' n = 100 CITIES = range(n) # set of cities: 0..n-1 X = 100 * np.random.rand(n) Y = 100 * np.random.rand(n) np.random.seed(3) # Compute distance matrix dist = np.ceil(np.sqrt ((X.reshape(n,1) - X.reshape(1,n))**2 + (Y.reshape(n,1) - Y.reshape(1,n))**2)) # Create variables as a square matrix of binary variables. Note # the use of dtype=xp.npvar (introduced in Xpress 8.9) to ensure # NumPy uses the Xpress operations for handling these vectors. fly = np.array([xp.var(vartype=xp.binary, name='x_{0}_{1}'.format(i,j)) for i in CITIES for j in CITIES], dtype=xp.npvar).reshape(n,n) p = xp.problem() p.addVariable(fly) # Degree constraints p.addConstraint(xp.Sum(fly[i,:]) - fly[i,i] == 1 for i in CITIES) p.addConstraint(xp.Sum(fly[:,i]) - fly[i,i] == 1 for i in CITIES) # Objective function p.setObjective (xp.Sum((dist * fly).flatten())) # Add callbacks p.addcbpreintsol(cb_preintsol, n) p.addcboptnode(cb_optnode, n) # Disable dual reductions (in order not to cut optimal solutions) # and nonlinear reductions, in order to be able to presolve the # cuts. Bits 1, 8, and 64 are for singleton column removal, dual # reductions, and duplicate column removal. Bit 1024 is to avoid # global domain change. p.controls.presolveops &= ~(1 | 8 | 64) p.controls.presolveops |= 1024 p.controls.mippresolve &= ~16 # Disable symmetry detection p.controls.symmetry = 0 # Create 10 trivial solutions: simple tour 0->1->2...->n->0 # randomly permuted for k in range(10): InitTour = create_initial_tour(n) p.addmipsol(solval=InitTour, name="InitTour_{}".format(k)) # p.controls.maxtime=-2 # set a time limit p.optimize() print_sol(p,n) # print solution and cost if __name__ == '__main__': solve_opttour() | |||||||||||

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