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The travelling salesman problem Description Solves the classic travelling salesman problem as a MIP,
where sub-tour elimination constraints are added
only as needed during the branch-and-bound search.
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
TravelingSalesPerson.cpp // (c) 2024-2024 Fair Isaac Corporation #include <xpress.hpp> #include <cstdlib> #include <numeric> using namespace xpress; using namespace xpress::objects; using xpress::objects::utils::sum; /** * Example for solving a MIP using lazily separated cuts/constraints. * * We solve a random instance of the symmetric TSP using lazily separated * cuts/constraints. * * <p> * The model is based on a directed graph G = (V,E). * We have one binary variable x[e] for each edge e in E. That variable * is set to 1 if edge e is selected in the optimal tour and 0 otherwise. * </p> * <p> * The model contains only two explicit constraints: * <pre> for each v in V: sum(u in V : u != v) x[uv] == 1 for each v in V: sum(u in V : u != v) x[vu] == 1 </pre> * These state that node u should have exactly one outgoing and exactly * one incoming edge in a tour. * </p> * <p> * The above constraints ensures that the selected edges form tours. However, * it allows multiple tours, also known as subtours. So we need a constraint * that requires that there is only one tour (which then necessarily hits * all the nodes). This constraint is known as a subtour elimination constraint * and is * <pre> sum(e in S) x[e] <= |S|-1 for each subtour S * </pre> * * Since there are exponentially many subtours in a graph, this constraint is * not stated explicitly. Instead we check for any solution that the optimizer * finds, whether it satisfies the subtour elimination constraints. If it does * then we accept the solution. Otherwise we reject the solution and augment the * model by the violated subtours eliminiation constraint. * </p> * <p> * This lazy addition of constraints is implemented using a preintsol callback * that rejects any solution that violates a subtour elimination constraint and * injects a violated subtour elimination constraint in case the solution * candidate came from an integral node. * </p> * <p> * An important thing to note about this strategy is that dual reductions have * to be disabled. Since the optimizer does not see the whole model (subtour * elimination constraints are only generated on the fly), dual reductions may * cut off the optimal solution. * </p> */ class TravelingSalesPerson { /** Number of nodes in the instance. */ unsigned const nodes; /** X coordinate of nodes. */ std::vector<double> nodeX; /** Y coordinate of nodes. */ std::vector<double> nodeY; /** Variables the edges. */ std::vector<std::vector<Variable>> x; public: /** * Construct a new random instance. * * @param nodes The number of nodes in the instance. * @param seed Random number seed. */ TravelingSalesPerson(unsigned nodes, unsigned seed = 0) : nodes(nodes) , nodeX(nodes) , nodeY(nodes) { // Fill coordinates with random values. std::srand(seed); auto randCoord = [](){ return 4.0*static_cast<double>(rand())/RAND_MAX; }; std::generate(nodeX.begin(), nodeX.end(), randCoord); std::generate(nodeY.begin(), nodeY.end(), randCoord); } /** * Get the distance between two nodes. * * @param u First node. * @param v Second node. * @return The distance between <code>u</code> and <code>v</code>. The distance * is symmetric. */ double distance(int u, int v) const { return sqrt((nodeX[u] - nodeX[v]) * (nodeX[u] - nodeX[v]) + (nodeY[u] - nodeY[v]) * (nodeY[u] - nodeY[v])); } private: /** * Find the tour rooted at 0 in a solution. As a side effect, the tour is * printed to the console. * * @param sol The current solution. * @param from Stores the tour. <code>from[u]</code> yields the predecessor of * <code>u</code> in the tour. If <code>from[u]</code> is negative * then <code>u</code> is not in the tour. This parameter can be * <code>null</code>. * @return The length of the tour. */ unsigned findTour(std::vector<double> const &sol, std::vector<int> * from) { std::unique_ptr<std::vector<int>> tmpFrom(nullptr); if (!from) { tmpFrom = std::make_unique<std::vector<int>>(); from = tmpFrom.get(); } from->assign(nodes, -1); unsigned node = 0; unsigned used = 0; std::cout << "0"; while (node != 0 || used == 0) { // Find the edge leaving node Variable edge = XpressProblem::NULL_VARIABLE; for (unsigned i = 0; i < nodes; ++i) { if (i != node && x[node][i].getValue(sol) > 0.5) { std::cout << " -> " << i; edge = x[node][i]; (*from)[i] = node; node = i; ++used; break; } } if (!edge) break; } std::cout << std::endl; return used; } /** * Integer solution check callback. */ void preIntsol(XpressProblem &prob, int soltype, int *p_reject, double * /*p_cutoff*/) { std::cout << "Checking candidate solution ..." << std::endl; // Get current solution and check whether it is feasible std::vector<double> sol(nodes * nodes); prob.getLpSol(sol, nullptr, nullptr, nullptr); std::vector<int> from(nodes); unsigned used = findTour(sol, &from); std::cout << "Solution is "; if (used < nodes) { // 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 // p_reject.value=1. // 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 reject // in that case because that would result in just dropping // the node, no matter whether we add cuts or not. std::cout << "infeasible (" << used << " edges)" << std::endl; if (soltype != 0) { *p_reject = 1; } else { // The tour is too short. Get the edges on the tour and // add a subtour elimination constraint LinExpression subtour = LinExpression::create(); for (unsigned u = 0; u < nodes; ++u) { if (from[u] >= 0) subtour.addTerm(x[from[u]][u]); } // We add the constraint. The solver must translate the // constraint from the original space into the presolved // space. This may fail (in theory). In that case the // addCut() function will return non-zero. if (prob.addCut(1, subtour.leq(used - 1)) != 0) throw std::runtime_error("failed to presolve subtour elimination constraint"); } } else { std::cout << "feasible" << std::endl; } } /** Create a feasible tour and add this as initial MIP solution. */ void createInitialTour(XpressProblem &prob) { std::vector<Variable> variable(nodes); std::vector<double> value(nodes); // Create a tour that just visits each node in order. for (unsigned i = 0; i < nodes; ++i) { variable[i] = x[i][(i + 1) % nodes]; value[i] = 1.0; } prob.addMipSol(value, variable, "init"); } public: /** * Solve the TSP represented by this instance. */ void solve() { XpressProblem prob; // Create variables. We create one variable for each edge in // the (complete) graph. That is, we create variables from each // node u to all other nodes v. We even create a variable for // the self-loop from u to u, but that variable is fixed to 0. // x[u][v] gives the variable that represents edge uv. // All variables are binary. x = prob.addVariables(nodes, nodes) .withType(ColumnType::Binary) .withName([](auto i, auto j){ return format("x_%d_%d", i, j); }) .withUB([](auto i, auto j){ return (i == j) ? 0.0 : 1.0; }) .toArray(); // Objective. All variables are in the objective and their // respective coefficient is the distance between the two nodes. prob.setObjective(sum(nodes, [&](auto u){ return sum(nodes, [&](auto v){ return x[u][v] * distance(u, v); }); }), ObjSense::Minimize); // Create a vector with indices 0, ..., nodes-1 std::vector<int> indices(nodes); std::iota(indices.begin(), indices.end(), 0); // Constraint: In the graph that is induced by the selected // edges, each node should have exactly one outgoing // and exactly one incoming edge. // These are the only constraints we add explicitly. // Subtour elimination constraints are added // dynamically via a callback. prob.addConstraints(nodes, [&](auto u){ return sum(indices, [&](auto v){ return (u == v ? 0.0 : 1.0) * x[u][v]; }) == 1.0; }); prob.addConstraints(nodes, [&](auto u){ return sum(indices, [&](auto v){ return (u == v ? 0.0 : 1.0) * x[v][u]; }) == 1.0; }); // Create a starting solution. // This is optional but having a feasible solution available right // from the beginning can improve optimizer performance. createInitialTour(prob); // Write out the model in case we want to look at it. prob.writeProb("travelingsalesperson.lp", "l"); // We don't have all constraints explicitly in the matrix, hence // we must disable dual reductions. Otherwise MIP presolve may // cut off the optimal solution. prob.controls.setMipDualReductions(0); // Add a callback that rejects solutions that do not satisfy // the subtour constraints. prob.callbacks.addPreIntsolCallback(std::bind(&TravelingSalesPerson::preIntsol, this, std::placeholders::_1, std::placeholders::_2, std::placeholders::_3, std::placeholders::_4 )); // Add a message listener to display log information. prob.callbacks.addMessageCallback(XpressProblem::console); prob.optimize(); if (prob.attributes.getSolStatus() != SolStatus::Optimal) throw std::runtime_error("failed to solve"); auto sol = prob.getSolution(); // Print the optimal tour. std::cout << "Tour with length " << prob.attributes.getMipBestObjVal() << std::endl; findTour(sol, nullptr); x.clear(); // We are done with the variables } }; int main() { try { TravelingSalesPerson(10).solve(); return 0; } catch (std::exception& e) { std::cout << "Exception: " << e.what() << std::endl; return -1; } } | |||||||||||||
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