/*
* (non-Javadoc)
*
* @see net.sf.javailp.Solver#solve(net.sf.javailp.Problem)
*/
public Result solve(Problem problem) {
Map<IloNumVar, Object> numToVar = new HashMap<IloNumVar, Object>();
Map<Object, IloNumVar> varToNum = new HashMap<Object, IloNumVar>();
try {
IloCplex cplex = new IloCplex();
initWithParameters(cplex);
for (Object variable : problem.getVariables()) {
VarType varType = problem.getVarType(variable);
Number lowerBound = problem.getVarLowerBound(variable);
Number upperBound = problem.getVarUpperBound(variable);
double lb = (lowerBound != null ? lowerBound.doubleValue() : Double.NEGATIVE_INFINITY);
double ub = (upperBound != null ? upperBound.doubleValue() : Double.POSITIVE_INFINITY);
final IloNumVarType type;
switch (varType) {
case BOOL:
type = IloNumVarType.Bool;
break;
case INT:
type = IloNumVarType.Int;
break;
default: // REAL
type = IloNumVarType.Float;
break;
}
IloNumVar num = cplex.numVar(lb, ub, type);
numToVar.put(num, variable);
varToNum.put(variable, num);
}
for (Constraint constraint : problem.getConstraints()) {
IloLinearNumExpr lin = cplex.linearNumExpr();
Linear linear = constraint.getLhs();
convert(linear, lin, varToNum);
double rhs = constraint.getRhs().doubleValue();
switch (constraint.getOperator()) {
case LE:
cplex.addLe(lin, rhs);
break;
case GE:
cplex.addGe(lin, rhs);
break;
default: // EQ
cplex.addEq(lin, rhs);
}
}
if (problem.getObjective() != null) {
IloLinearNumExpr lin = cplex.linearNumExpr();
Linear objective = problem.getObjective();
convert(objective, lin, varToNum);
if (problem.getOptType() == OptType.MIN) {
cplex.addMinimize(lin);
} else {
cplex.addMaximize(lin);
}
}
for (Hook hook : hooks) {
hook.call(cplex, varToNum);
}
if (!cplex.solve()) {
cplex.end();
return null;
}
final Result result;
if (problem.getObjective() != null) {
Linear objective = problem.getObjective();
result = new ResultImpl(objective);
} else {
result = new ResultImpl();
}
for (Entry<Object, IloNumVar> entry : varToNum.entrySet()) {
Object variable = entry.getKey();
IloNumVar num = entry.getValue();
VarType varType = problem.getVarType(variable);
double value = cplex.getValue(num);
if (varType.isInt()) {
int v = (int) Math.round(value);
result.putPrimalValue(variable, v);
} else {
result.putPrimalValue(variable, value);
}
}
cplex.end();
return result;
} catch (IloException e) {
e.printStackTrace();
}
return null;
}
public static void main(String[] args) throws Exception {
int status = 127;
try {
IloOplFactory.setDebugMode(true);
IloOplFactory oplF = new IloOplFactory();
// make master model
IloOplErrorHandler errHandler = oplF.createOplErrorHandler();
IloOplSettings settings = oplF.createOplSettings(errHandler);
IloOplRunConfiguration masterRC =
oplF.createOplRunConfiguration(
DATADIR + "/cutstock_change.mod", DATADIR + "/cutstock_change.dat");
masterRC.setErrorHandler(errHandler);
IloCplex masterCplex = oplF.createCplex();
masterCplex.setOut(null);
masterRC.setCplex(masterCplex);
IloOplModel masterOpl = masterRC.getOplModel();
masterOpl.generate();
IloOplDataElements masterDataElements = masterOpl.makeDataElements();
int nWdth = masterDataElements.getElement("Amount").asIntMap().getSize();
ArrayList<IloNumVar> masterVars = new ArrayList<IloNumVar>();
IloNumVarMap cuts = masterOpl.getElement("Cut").asNumVarMap();
for (int i = 1; i <= nWdth; i++) {
masterVars.add(cuts.get(i));
}
// prepare sub model source, definition and engine
IloOplModelSource subSource = oplF.createOplModelSource(DATADIR + "/cutstock-sub.mod");
IloOplModelDefinition subDef = oplF.createOplModelDefinition(subSource, settings);
IloCplex subCplex = oplF.createCplex();
subCplex.setOut(null);
double best;
double curr = Double.MAX_VALUE;
do {
best = curr;
// Make master model
System.out.println("Solve master.");
if (masterCplex.solve()) {
curr = masterCplex.getObjValue();
System.out.println("OBJECTIVE: " + curr);
status = 0;
} else {
System.out.println("No solution!");
status = 1;
}
// prepare data for sub model
IloOplDataElements subDataElements = oplF.createOplDataElements();
subDataElements.addElement(masterDataElements.getElement("RollWidth"));
subDataElements.addElement(masterDataElements.getElement("Size"));
subDataElements.addElement(masterDataElements.getElement("Duals"));
// get reduced costs and set them in sub problem
IloNumMap duals = subDataElements.getElement("Duals").asNumMap();
for (int i = 1; i < nWdth + 1; i++) {
IloForAllRange forAll =
(IloForAllRange) masterOpl.getElement("ctFill").asConstraintMap().get(i);
duals.set(i, masterCplex.getDual(forAll));
}
// make sub model
IloOplModel subOpl = oplF.createOplModel(subDef, subCplex);
subOpl.addDataSource(subDataElements);
subOpl.generate();
System.out.println("Solve sub.");
if (subCplex.solve()) {
System.out.println("OBJECTIVE: " + subCplex.getObjValue());
status = 0;
} else {
System.out.println("No solution!");
status = 1;
}
if (subCplex.getObjValue() > -RC_EPS) break;
// Add variable in master model
IloNumVar newVar = masterCplex.numVar(0, Double.MAX_VALUE);
IloObjective masterObj = masterOpl.getObjective();
masterCplex.setLinearCoef(masterObj, newVar, 1);
for (int i = 1; i < nWdth + 1; i++) {
double coef = subCplex.getValue(subOpl.getElement("Use").asIntVarMap().get(i));
IloForAllRange forAll =
(IloForAllRange) masterOpl.getElement("ctFill").asConstraintMap().get(i);
masterCplex.setLinearCoef(forAll, newVar, coef);
}
masterVars.add(newVar);
subOpl.end();
} while (best != curr && status == 0);
IloNumVar[] masterVarsA = new IloNumVar[masterVars.size()];
masterVars.toArray(masterVarsA);
masterCplex.add(masterCplex.conversion(masterVarsA, IloNumVarType.Int));
if (masterCplex.solve()) {
System.out.println("OBJECTIVE: " + masterCplex.getObjValue());
}
oplF.end();
} catch (IloOplException ex) {
System.err.println("### OPL exception: " + ex.getMessage());
ex.printStackTrace();
status = 2;
} catch (IloException ex) {
System.err.println("### CONCERT exception: " + ex.getMessage());
ex.printStackTrace();
status = 3;
} catch (Exception ex) {
System.err.println("### UNEXPECTED UNKNOWN ERROR ...");
ex.printStackTrace();
status = 4;
}
System.exit(status);
}
public boolean solve(
double[] Pmax,
double[] PregMax,
double[] Emin,
double[] Emax,
int quartersLeftInFirstBid,
int[] bids,
int bidSize,
ArrayList<FlexGraph> flexGraphs) {
double[] Pmin = new double[Pmax.length];
// Pre-process data
if ((Pmin.length - quartersLeftInFirstBid) % 4 != 0) {
int extraQuarters = 4 - ((Pmin.length - quartersLeftInFirstBid) % 4);
Pmin = concat(Pmin, new double[extraQuarters]);
Pmax = concat(Pmax, new double[extraQuarters]);
PregMax = concat(PregMax, new double[extraQuarters]);
double[] endE = new double[extraQuarters];
for (int i = 0; i < endE.length; i++) {
endE[i] = Emin[Emin.length - 1];
}
Emin = concat(Emin, endE);
Emax = concat(Emax, endE);
}
this.quartersLeftInFirstBid = quartersLeftInFirstBid;
// Solve optimization problem
try {
IloCplex cplex = new IloCplex();
// for all evs
ArrayList<IloNumVar[]> flexpowers = new ArrayList<IloNumVar[]>();
ArrayList<IloNumVar[]> flexenergies = new ArrayList<IloNumVar[]>();
for (int i = 0; i < flexGraphs.size(); i++) {
FlexGraph flexGraph = flexGraphs.get(i);
double[] energyMin = convertToDoubles(flexGraph.getEnergyMin());
double[] energyMax = convertToDoubles(flexGraph.getEnergyMax());
double[] powerMax = convertToDoubles(flexGraph.getPowerMax());
// charging power
IloNumVar[] p = cplex.numVarArray(powerMax.length, new double[powerMax.length], powerMax);
// path
IloNumVar[] e = cplex.numVarArray(energyMin.length, energyMin, energyMax);
for (int j = 0; j < p.length; j++) {
cplex.addEq(cplex.diff(e[j + 1], e[j]), cplex.prod(1.0 / 4, p[j]));
}
flexpowers.add(p);
flexenergies.add(e);
}
// total charging power
IloNumVar[] p = cplex.numVarArray(Pmin.length, Pmin, Pmax);
// individual bin constraints
for (int t = 0; t < p.length; t++) {
ArrayList<IloNumVar> tempVars = new ArrayList<IloNumVar>();
for (IloNumVar[] var : flexpowers) {
if (var.length >= t + 1) {
tempVars.add(var[t]);
}
}
IloNumVar[] tempVars_array = new IloNumVar[tempVars.size()];
tempVars.toArray(tempVars_array);
cplex.addEq(p[t], cplex.sum(tempVars_array));
}
// path
IloNumVar[] e = cplex.numVarArray(Emin.length, Emin, Emax);
for (int i = 0; i < p.length; i++) {
cplex.addEq(cplex.diff(e[i + 1], e[i]), cplex.prod(1.0 / 4, p[i]));
}
// Emin < path < Emax
for (int i = 0; i < e.length; i++) {
cplex.addGe(e[i], Emin[i]);
cplex.addLe(e[i], Emax[i]);
}
// regulation power in each optimziation interval
IloNumVar[] regPowerQ = cplex.numVarArray(Pmin.length, Pmin, PregMax);
// calculate regulation power in each optimization interval
for (int i = 0; i < regPowerQ.length; i++) {
cplex.addEq(regPowerQ[i], cplex.diff(PregMax[i], p[i]));
}
// regulation bids in each hour
// 1. max nr of bids per houd
int hours =
(int) Math.ceil(quartersLeftInFirstBid / 4.0)
+ (int) Math.ceil((regPowerQ.length - quartersLeftInFirstBid) / 4.0);
int[] maxNrOfBidsPerHour = new int[hours];
// init with max nr of bids per hour
for (int i = 0; i < maxNrOfBidsPerHour.length; i++) {
maxNrOfBidsPerHour[i] = Integer.MAX_VALUE;
}
if (quartersLeftInFirstBid > 0) {
maxNrOfBidsPerHour[0] = bids[0];
try {
maxNrOfBidsPerHour[1] = bids[1];
} catch (IndexOutOfBoundsException ew) {
System.out.print("Emin = ");
printArray(Emin);
System.out.print("Emax = ");
printArray(Emax);
System.out.print("Pmax = ");
printArray(Pmax);
System.out.println("FirstBidQuarter = " + quartersLeftInFirstBid);
System.out.print("Bids = ");
printArray(bids);
System.out.println("Bidsize = " + bidSize);
}
} else {
maxNrOfBidsPerHour[0] = bids[1];
}
// 2. bids per hour
IloIntVar[] bidsH = cplex.intVarArray(hours, new int[hours], maxNrOfBidsPerHour);
// limit bids by provided regulation power
for (int i = 0; i < regPowerQ.length; i++) {
// convert Q to H
int h = (int) Math.ceil(((i + 1) - quartersLeftInFirstBid) / 4.0);
if (quartersLeftInFirstBid == 0) {
h--;
}
// bidsH*bidSize <= regPowerQ[i]
if (i > 0) {
// reserve some extra regulation power
cplex.addLe(cplex.prod(bidsH[h], bidSize), cplex.prod(0.95, regPowerQ[i]));
} else {
cplex.addLe(cplex.prod(bidsH[h], bidSize), cplex.prod(1, regPowerQ[i]));
}
// System.out.println("h = " + h + ", i=" + i);
}
// create model and solve it
// cplex.addMaximize(cplex.scalProd(p,prices));
double[] rewards = new double[bidsH.length];
// init to rewards = 1 for all, but two first hours
for (int i = 0; i < rewards.length; i++) {
rewards[i] = 1;
}
rewards[0] = 100;
if (rewards.length > 1) {
rewards[1] = 100;
}
IloLinearNumExpr maximization = cplex.scalProd(bidsH, rewards);
IloObjective maxObjective = cplex.addMaximize(maximization);
cplex.setOut(null);
cplex.solve();
// if(cplex.solve()) {
// cplex.output().println("Solution status = " + cplex.getStatus());
// cplex.output().println("Solution value = " + cplex.getObjValue());
//
// System.out.print("Emin = ");
// printArray(Emin);
//
// System.out.print("Emax = ");
// printArray(Emax);
//
// System.out.print("Pmax = ");
// printArray(Pmax);
//
// powerPath = cplex.getValues(p);
// System.out.print("Power = ");
// printArray(powerPath);
//
// energyPath = cplex.getValues(e);
// System.out.print("Energy = ");
// printArray(energyPath);
//
// regPower = cplex.getValues(regPowerQ);
// System.out.print("RegPower = ");
// printArray(regPower);
//
// bidsN = new int[bidsH.length];
// for(int i = 0; i < bidsN.length; i++) {
// bidsN[i] = (int) Math.round(cplex.getValue(bidsH[i]));
// }
// shift bids right if no quarter left in current bid slot -- hack-ish
if (quartersLeftInFirstBid == 0) {
bidsN = concat(new int[1], bidsN);
}
//
// System.out.print("Bids = ");
// printArray(bidsN);
//
// this.bidSize = bidSize;
// }
// stage two
// System.out.println((int) );
// System.out.println("sum = " + cplex.getValue(cplex.sum(bidsH)));
// System.out.println(bidsH[0].getUB());;
// System.out.println((int) Math.round(cplex.getValue(bidsH[0])));
// bidsH[0].setMin((int) Math.round(cplex.getValue(bidsH[0])));
// .setUB(cplex.getValue(bidsH[0]));
// cplex.addEq(bidsH[1], (int) Math.round(cplex.getValue(bidsH[1])));
// cplex.addGe(bidsH[1], (int) Math.round(cplex.getValue(bidsH[1])));
double bid1 = cplex.getValue(bidsH[0]);
double bid2 = 0;
if (bidsH.length > 1) {
bid2 = cplex.getValue(bidsH[1]);
}
int totalBids = 0;
for (int i = 0; i < bidsH.length; i++) {
totalBids = totalBids + (int) Math.round(cplex.getValue(bidsH[i]));
}
cplex.addGe(cplex.sum(bidsH), totalBids);
cplex.addLe(bid1, bidsH[0]);
// cplex.getValue(bidsH[1]);
if (bidsH.length > 1) {
cplex.addLe(bid2, bidsH[1]);
}
cplex.remove(maxObjective);
IloQuadNumExpr minimization = cplex.quadNumExpr();
double[] coeff = new double[p.length];
for (int i = 0; i < p.length; i++) {
coeff[i] = 1;
}
minimization.addTerms(coeff, p, p);
cplex.addMinimize(minimization);
cplex.setOut(null);
if (cplex.solve()) {
// cplex.output().println("Solution status = " + cplex.getStatus());
// cplex.output().println("Solution value = " + cplex.getObjValue());
//
// System.out.print("Emin = ");
// printArray(Emin);
//
// System.out.print("Emax = ");
// printArray(Emax);
//
// System.out.print("Pmax = ");
// printArray(Pmax);
//
powerPath = cplex.getValues(p);
System.out.print("Power = ");
printArray(powerPath);
energyPath = cplex.getValues(e);
// System.out.print("Energy = ");
// printArray(energyPath);
regPower = cplex.getValues(regPowerQ);
System.out.print("RegPower = ");
printArray(regPower);
bidsN = new int[bidsH.length];
for (int i = 0; i < bidsN.length; i++) {
bidsN[i] = (int) Math.round(cplex.getValue(bidsH[i]));
}
// shift bids right if no quarter left in current bid slot -- hack-ish
if (quartersLeftInFirstBid == 0) {
bidsN = concat(new int[1], bidsN);
}
System.out.print("Bids = ");
printArray(bidsN);
this.bidSize = bidSize;
}
for (int i = 0; i < flexpowers.size(); i++) {
flexGraphs.get(i).setSolutionPath(cplex.getValues(flexenergies.get(i)));
}
return true;
} catch (IloException e) {
System.err.println("Concert exception caught: " + e);
e.printStackTrace();
return false;
}
}