(!*******************************************************
Mosel User Guide Examples
=========================
file clean.mos
``````````````
Solving a MIP by cut-and-branch or branch-and-cut.
(c) 2008 Fair Isaac Corporation
author: S. Heipcke, 2001, rev. June 2010
*******************************************************!)
model "Office cleaning"
uses "mmxprs","mmsystem"
forward procedure top_cut_gen
forward procedure tree_cut_gen
declarations
PARAM: array(1..3) of integer
end-declarations
initializations from 'clparam.dat'
PARAM
end-initializations
declarations
NSITES = PARAM(1) ! Number of sites
NAREAS = PARAM(2) ! Number of areas (subsets of sites)
NCONTRACTORS = PARAM(3) ! Number of contractors
AREAS = 1..NAREAS
CONTR = 1..NCONTRACTORS
SITES = 1..NSITES
AREA: array(SITES) of integer ! Area site is in
NUMSITE: array(AREAS) of integer ! Number of sites in an area
LOWCON: array(AREAS) of integer ! Lower limit on the number of
! contractors per area
UPPCON: array(AREAS) of integer ! Upper limit on the number of
! contractors per area
ADJACENT: array(AREAS,AREAS) of integer ! 1 if areas adjacent, 0 otherwise
PRICE: array(SITES,CONTR) of real ! Price per contractor per site
clean: dynamic array(CONTR,SITES) of mpvar ! 1 iff contractor c cleans site s
alloc: array(CONTR,AREAS) of mpvar ! 1 iff contractor allocated to a site
! in area a
feastol: real ! Zero tolerance
solc: array(CONTR,SITES) of real ! Sol. values for variables `clean'
sola: array(CONTR,AREAS) of real ! Sol. values for variables `alloc'
end-declarations
initializations from 'cldata.dat'
[NUMSITE,LOWCON,UPPCON] as 'AREADATA'
ADJACENT
PRICE
end-initializations
ct:=1
forall(a in AREAS) do
forall(s in ct..ct+NUMSITE(a)-1)
AREA(s):=a
ct+= NUMSITE(a)
end-do
forall(c in CONTR, s in SITES | PRICE(s,c) > 0.01) create(clean(c,s))
! Objective: Minimize total cost of all cleaning contracts
Cost:= sum(c in CONTR, s in SITES) PRICE(s,c)*clean(c,s)
! Each site must be cleaned by exactly one contractor
forall(s in SITES) sum(c in CONTR) clean(c,s) = 1
! Ban same contractor from serving adjacent areas
forall(c in CONTR, a,b in AREAS | a > b and ADJACENT(a,b) = 1)
alloc(c,a) + alloc(c,b) <= 1
! Specify lower & upper limits on contracts per area
forall(a in AREAS | LOWCON(a)>0)
sum(c in CONTR) alloc(c,a) >= LOWCON(a)
forall(a in AREAS | UPPCON(a)<NCONTRACTORS)
sum(c in CONTR) alloc(c,a) <= UPPCON(a)
! Define alloc(c,a) to be 1 iff some clean(c,s)=1 for sites s in area a
forall(c in CONTR, a in AREAS) do
alloc(c,a) <= sum(s in SITES| AREA(s)=a) clean(c,s)
alloc(c,a) >= 1.0/NUMSITE(a) * sum(s in SITES| AREA(s)=a) clean(c,s)
end-do
forall(c in CONTR) do
forall(s in SITES) clean(c,s) is_binary
forall(a in AREAS) alloc(c,a) is_binary
end-do
starttime:= gettime
! Uncomment to get detailed MIP output
setparam("XPRS_VERBOSE", true)
setparam("XPRS_LPLOG", 0)
setparam("XPRS_MIPLOG", 3)
feastol:= getparam("XPRS_FEASTOL") ! Get the Optimizer zero tolerance
setparam("zerotol", feastol * 10) ! Set the comparison tolerance of Mosel
! Uncomment one or both of the following lines for user cut generation
tree_cut_gen ! Set up cut generation in B&B tree
! top_cut_gen ! Constraint generation at top node
minimize(Cost) ! Solve the MIP problem
writeln("(", gettime-starttime, " sec) Global status ",
getparam("XPRS_MIPSTATUS"), ", best solution: ", getobjval);
!*************************************************************************
! Cut generation loop at the top node:
! * solve the LP and save the basis
! * get the solution values
! * identify and set up violated constraints
! * load the modified problem and load the saved basis
!*************************************************************************
procedure top_cut_gen
declarations
MAXCUTS = 5000 ! Max no. of constraints added in total
MAXPCUTS = 1000 ! Max no. of constraints added per pass
MAXPASS = 50 ! Max no. passes
ncut, npass, npcut: integer ! Counters for cuts and passes
objval: real
bas: basis ! LP basis
end-declarations
setparam("XPRS_CUTSTRATEGY", 0) ! Disable automatic cuts
setparam("XPRS_PRESOLVE", 0) ! Switch presolve off
ncut:=0
npass:=0
while (ncut<MAXCUTS and npass<MAXPASS) do
npass+=1
npcut:= 0
minimize(XPRS_LIN, Cost) ! Solve the LP
if (npass>1 and objval=getobjval) then break; end-if
savebasis(bas) ! Save the current basis
objval:= getobjval ! Get the objective value
forall(c in CONTR) do ! Get the solution values
forall(a in AREAS) sola(c,a):=getsol(alloc(c,a))
forall(s in SITES) solc(c,s):=getsol(clean(c,s))
end-do
! Search for violated constraints and add them to the problem:
forall(c in CONTR, s in SITES)
if solc(c,s) > sola(c,AREA(s)) then
alloc(c,AREA(s)) >= clean(c,s)
ncut+=1
npcut+=1
if (npcut>MAXPCUTS or ncut>MAXCUTS) then break 2; end-if
end-if
writeln("Pass ", npass, " (", gettime-starttime, " sec), objective value ",
objval, ", cuts added: ", npcut, " (total ", ncut,")")
if npcut=0 then
break
else
loadprob(Cost) ! Reload the problem
loadbasis(bas) ! Load the saved basis
end-if
end-do
! Display cut generation status
write("Cut phase completed: ")
if (ncut >= MAXCUTS) then writeln("space for cuts exhausted")
elif (npass >= MAXPASS) then writeln("maximum number of passes reached")
else writeln("no more violations or no improvement to objective")
end-if
end-procedure
!*************************************************************************
! Cut generation loop at tree nodes:
! * get the solution values
! * identify violated constraints and add them to the cut pool
!*************************************************************************
public function cb_node:boolean
declarations
ncut: integer ! Counters for cuts
cut: dynamic array(range) of linctr ! Cuts
cutid: dynamic array(range) of integer ! Cut type identification
type: dynamic array(range) of integer ! Cut constraint type
end-declarations
returned:=false ! Call this function once per node
depth:=getparam("XPRS_NODEDEPTH"); node:=getparam("XPRS_NODES")
if depth<4 then
ncut:=0
! Get the solution values
forall(c in CONTR) do
forall(a in AREAS) sola(c,a):=getsol(alloc(c,a))
forall(s in SITES) solc(c,s):=getsol(clean(c,s))
end-do
! Search for violated constraints
forall(c in CONTR, s in SITES)
if solc(c,s) > sola(c,AREA(s)) then
cut(ncut):= alloc(c,AREA(s)) - clean(c,s)
cutid(ncut):= 1
type(ncut):= CT_GEQ
ncut+=1
end-if
! Add cuts to the problem
if ncut>0 then
returned:=true ! Call this function again
addcuts(cutid, type, cut)
writeln("Cuts added : ", ncut, " (depth ", depth, ", node ", node,
", obj. ", getparam("XPRS_LPOBJVAL"), ")")
end-if
end-if
end-function
! ****Optimizer settings for using the cut manager****
procedure tree_cut_gen
setparam("XPRS_CUTSTRATEGY", 0) ! Disable automatic cuts
setparam("XPRS_PRESOLVE", 0) ! Switch presolve off
setparam("XPRS_EXTRAROWS", 5000) ! Reserve extra rows in matrix
setcallback(XPRS_CB_CUTMGR, "cb_node") ! Define the cut manager callback
end-procedure
end-model
|
(!*******************************************************
Mosel User Guide Examples
=========================
file cleansl.mos
````````````````
Solving a MIP by cut-and-branch.
- Using 'storecuts' and 'loadcuts'
instead of 'addcuts' -
(c) 2008 Fair Isaac Corporation
author: S. Heipcke, 2006, rev. June 2010
*******************************************************!)
model "Office cleaning"
uses "mmxprs","mmsystem"
forward procedure top_cut_gen
forward procedure tree_cut_gen
declarations
PARAM: array(1..3) of integer
end-declarations
initializations from 'clparam.dat'
PARAM
end-initializations
declarations
NSITES = PARAM(1) ! Number of sites
NAREAS = PARAM(2) ! Number of areas (subsets of sites)
NCONTRACTORS = PARAM(3) ! Number of contractors
AREAS = 1..NAREAS
CONTR = 1..NCONTRACTORS
SITES = 1..NSITES
AREA: array(SITES) of integer ! Area site is in
NUMSITE: array(AREAS) of integer ! Number of sites in an area
LOWCON: array(AREAS) of integer ! Lower limit on the number of
! contractors per area
UPPCON: array(AREAS) of integer ! Upper limit on the number of
! contractors per area
ADJACENT: array(AREAS,AREAS) of integer ! 1 if areas adjacent, 0 otherwise
PRICE: array(SITES,CONTR) of real ! Price per contractor per site
clean: dynamic array(CONTR,SITES) of mpvar ! 1 iff contractor c cleans site s
alloc: array(CONTR,AREAS) of mpvar ! 1 iff contractor allocated to a site
! in area a
feastol: real ! Zero tolerance
solc: array(CONTR,SITES) of real ! Sol. values for variables `clean'
sola: array(CONTR,AREAS) of real ! Sol. values for variables `alloc'
end-declarations
initializations from 'cldata.dat'
[NUMSITE,LOWCON,UPPCON] as 'AREADATA'
ADJACENT
PRICE
end-initializations
ct:=1
forall(a in AREAS) do
forall(s in ct..ct+NUMSITE(a)-1)
AREA(s):=a
ct+= NUMSITE(a)
end-do
forall(c in CONTR, s in SITES | PRICE(s,c) > 0.01) create(clean(c,s))
! Objective: Minimize total cost of all cleaning contracts
Cost:= sum(c in CONTR, s in SITES) PRICE(s,c)*clean(c,s)
! Each site must be cleaned by exactly one contractor
forall(s in SITES) sum(c in CONTR) clean(c,s) = 1
! Ban same contractor from serving adjacent areas
forall(c in CONTR, a,b in AREAS | a > b and ADJACENT(a,b) = 1)
alloc(c,a) + alloc(c,b) <= 1
! Specify lower & upper limits on contracts per area
forall(a in AREAS | LOWCON(a)>0)
sum(c in CONTR) alloc(c,a) >= LOWCON(a)
forall(a in AREAS | UPPCON(a)<NCONTRACTORS)
sum(c in CONTR) alloc(c,a) <= UPPCON(a)
! Define alloc(c,a) to be 1 iff some clean(c,s)=1 for sites s in area a
forall(c in CONTR, a in AREAS) do
alloc(c,a) <= sum(s in SITES| AREA(s)=a) clean(c,s)
alloc(c,a) >= 1.0/NUMSITE(a) * sum(s in SITES| AREA(s)=a) clean(c,s)
end-do
forall(c in CONTR) do
forall(s in SITES) clean(c,s) is_binary
forall(a in AREAS) alloc(c,a) is_binary
end-do
starttime:= gettime
! Uncomment to get detailed MIP output
setparam("XPRS_VERBOSE", true)
setparam("XPRS_LPLOG", 0)
setparam("XPRS_MIPLOG", 3)
feastol:= getparam("XPRS_FEASTOL") ! Get the Optimizer zero tolerance
setparam("zerotol", feastol * 10) ! Set the comparison tolerance of Mosel
! Uncomment one or both of the following lines for user cut generation
tree_cut_gen ! Set up cut generation in B&B tree
! top_cut_gen ! Constraint generation at top node
minimize(Cost) ! Solve the MIP problem
writeln("(", gettime-starttime, " sec) Global status ",
getparam("XPRS_MIPSTATUS"), ", best solution: ", getobjval);
!*************************************************************************
! Cut generation loop at the top node:
! * solve the LP and save the basis
! * get the solution values
! * identify and set up violated constraints
! * load the modified problem and load the saved basis
!*************************************************************************
procedure top_cut_gen
declarations
MAXCUTS = 5000 ! Max no. of constraints added in total
MAXPCUTS = 1000 ! Max no. of constraints added per pass
MAXPASS = 50 ! Max no. passes
ncut, npass, npcut: integer ! Counters for cuts and passes
objval: real
bas: basis ! LP basis
end-declarations
setparam("XPRS_CUTSTRATEGY", 0) ! Disable automatic cuts
setparam("XPRS_PRESOLVE", 0) ! Switch presolve off
ncut:=0
npass:=0
while (ncut<MAXCUTS and npass<MAXPASS) do
npass+=1
npcut:= 0
minimize(XPRS_LIN, Cost) ! Solve the LP
if (npass>1 and objval=getobjval) then break; end-if
savebasis(bas) ! Save the current basis
objval:= getobjval ! Get the objective value
forall(c in CONTR) do ! Get the solution values
forall(a in AREAS) sola(c,a):=getsol(alloc(c,a))
forall(s in SITES) solc(c,s):=getsol(clean(c,s))
end-do
! Search for violated constraints and add them to the problem:
forall(c in CONTR, s in SITES)
if solc(c,s) > sola(c,AREA(s)) then
alloc(c,AREA(s)) >= clean(c,s)
ncut+=1
npcut+=1
if (npcut>MAXPCUTS or ncut>MAXCUTS) then break 2; end-if
end-if
writeln("Pass ", npass, " (", gettime-starttime, " sec), objective value ",
objval, ", cuts added: ", npcut, " (total ", ncut,")")
if npcut=0 then
break
else
loadprob(Cost) ! Reload the problem
loadbasis(bas) ! Load the saved basis
end-if
end-do
! Display cut generation status
write("Cut phase completed: ")
if (ncut >= MAXCUTS) then writeln("space for cuts exhausted")
elif (npass >= MAXPASS) then writeln("maximum number of passes reached")
else writeln("no more violations or no improvement to objective")
end-if
end-procedure
!*************************************************************************
! Cut generation loop at tree nodes:
! * get the solution values
! * identify violated constraints and add them to the cut pool
!*************************************************************************
public function cb_node:boolean
declarations
ncut: integer ! Counters for cuts
cut: dynamic array(range) of linctr ! Cuts
cutid: dynamic array(range) of integer ! Cut type identification
type: dynamic array(range) of integer ! Cut constraint type
cutindex: set of integer ! Cut indices of stored cuts
end-declarations
returned:=false ! Call this function once per node
depth:=getparam("XPRS_NODEDEPTH"); node:=getparam("XPRS_NODES")
if depth<4 then
ncut:=0
! Get the solution values
forall(c in CONTR) do
forall(a in AREAS) sola(c,a):=getsol(alloc(c,a))
forall(s in SITES) solc(c,s):=getsol(clean(c,s))
end-do
! Search for violated constraints
forall(c in CONTR, s in SITES)
if solc(c,s) > sola(c,AREA(s)) then
cut(ncut):= alloc(c,AREA(s)) - clean(c,s)
cutid(ncut):= 1
type(ncut):= CT_GEQ
ncut+=1
end-if
! Add cuts to the problem
if ncut>0 then
returned:=true ! Call this function again
storecuts(1, cutid, type, cut, cutindex)
loadcuts(1, -1, cutindex)
writeln("Cuts added : ", ncut, " (depth ", depth, ", node ", node,
", obj. ", getparam("XPRS_LPOBJVAL"), ")")
end-if
end-if
! writeprob("CLsl"+ncut, "") ! Write out current Optimizer matrix
end-function
! ****Optimizer settings for using the cut manager****
procedure tree_cut_gen
setparam("XPRS_HEURSTRATEGY", 0) ! Disable MIP heuristics (optional)
setparam("XPRS_CUTSTRATEGY", 0) ! Disable automatic cuts (optional)
setparam("XPRS_PRESOLVE", 0) ! Switch presolve off (required)
setparam("XPRS_EXTRAROWS", 5000) ! Reserve extra rows in matrix
setcallback(XPRS_CB_CUTMGR, "cb_node") ! Define the cut manager callback
end-procedure
end-model
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