Initializing help system before first use

Boxes - Nonlinear constraints


Type: Production Planning
Rating: 2 (easy-medium)
Description: Stating a small production planning problem with nonlinear constraints to determine the size of objects to be produced.
File(s): Boxes02.cpp


Boxes02.cpp
#include <xpress.hpp>
#include <stdexcept>  // For throwing exceptions

using namespace xpress;
using namespace xpress::objects;
using xpress::objects::utils::sum;
using xpress::objects::utils::pow;
using xpress::objects::utils::mul;
using xpress::objects::utils::div;
using xpress::objects::utils::scalarProduct;

/**
 * A craftsman makes small wooden boxes for sale. He has four different types of box,
 * and can make each type in any size (keeping all the dimensions in proportion), but
 * all boxes of the same type must have the same size. The profit he makes on a box
 * depends on the size. He has only a limited amount of the necessary wood available
 * and a limited amount of time in the week to do the work. How many boxes should he
 * make, and what size should they be, in order to maximize his profit?
 */

// A box.
class Box {
public:
    const std::string name;    // The name of this box.
    const double lengthCoeff;  // Relative length of this box.
    const double widthCoeff;   // Relative width of this box.
    const double heightCoeff;  // Relative height of this box.
    const double profitCoeff;  // Coefficient for the profit of this box, relative to its size.
    const double timeCoeff;    // Coefficient for the production time of this box, relative to its ply.

    // Constructor
    Box(std::string name,
        double lengthCoeff, double widthCoeff, double heightCoeff,
        double profitCoeff, double timeCoeff)
        : name(name),
          lengthCoeff(lengthCoeff), widthCoeff(widthCoeff), heightCoeff(heightCoeff),
          profitCoeff(profitCoeff), timeCoeff(timeCoeff) {}

    // Override toString() method
    std::string toString() const {
        return name;
    }

    // resources required: nrBattens = size * 4 * (lengthCoeff + widhtCoeff + heightCoeff)
    double getBattensCoeff() const {
        return 4 * (lengthCoeff + widthCoeff + heightCoeff);
    }

    // resources required: ply = size^2 * 2 * (lengthCoeff * widthCoeff + widthC * heightC + heightC * lengthC)
    double getPlyCoeff() const {
        return 2 * (lengthCoeff * widthCoeff + widthCoeff * heightCoeff + heightCoeff * lengthCoeff);
    }
};

// The boxes used in this example.
const std::vector<Box> boxTypeArray = {
    Box("Cube", 1, 1, 1, 20, 1),
    Box("Oblong", 1, 2, 1, 27.3, 1),
    Box("Flat", 4, 4, 1, 90, 1),
    Box("Economy", 1, 2, 1, 10, 0.2)
};

// The resource constraints used in this example.
const double maxSize = 2.0;
const int maxNumProducedPerBoxType = 6;
const double maxNrBattens = 200.0;
const double maxPly = 210.0;
const double maxTime = 35.0;

int main() {
    try {
        // Create a problem instance with verbose messages printed to Console
        XpressProblem prob;
        prob.callbacks.addMessageCallback(XpressProblem::console);

        // The number of each of the type of boxes that should be produced
        std::vector<Variable> numProduced = prob.addVariables(static_cast<int>(boxTypeArray.size()))
                .withType(ColumnType::Integer)
                .withName("numProduced_%d")
                .withUB(maxNumProducedPerBoxType)
                .toArray();

        // The relative size (a multiplier of length/width/height) of each of the box types to produce
        std::vector<Variable> size = prob.addVariables(static_cast<int>(boxTypeArray.size()))
                .withType(ColumnType::Continuous)  // This is the default value so not required to specify
                .withName("size_%d")
                .withUB(maxSize)
                .toArray();

        /* Resource Availabililty Constraints */

        // Construct Expression for ply required for each type of box
        std::vector<Expression> plyPerBoxType(static_cast<int>(boxTypeArray.size()));
        for (std::size_t i=0; i<boxTypeArray.size(); i++) {
            // plyPerBoxType = numProduced * size^2 * plyCoeff
            plyPerBoxType[i] = mul(numProduced[i], pow(size[i], 2.0)) * boxTypeArray[i].getPlyCoeff();
        }
        // Inspect the constructed Expression
        std::cout << "Total ply: " << sum(plyPerBoxType).toString() << std::endl;
        prob.addConstraint(sum(plyPerBoxType) <= maxPly);

        /* Next, we construct a same type of resource constraint as above, but then for the total battens
         * instead of ply. Except, instead of using sum and mul, we use scalarProduct.
         */
        // First collect the BattensCoefficients into one vector. We do this using the std::transform function
        // along with a lambda function from Box to double (similar to `map` function in Python if you are familiar)
        std::vector<double> battensCoeffs(boxTypeArray.size());
        std::transform(boxTypeArray.begin(), boxTypeArray.end(), battensCoeffs.begin(), [](Box box) {
                       return box.getBattensCoeff();
        });
        // battensPerBox = numProduced * size * battensCoeff
        prob.addConstraint(scalarProduct(numProduced, size, battensCoeffs) <= maxNrBattens);


        // Again a similar resource constraint as above, now for total time.
        // We use a different way to use sum (now with a lambda function)
        Expression totalTime = sum(static_cast<int>(boxTypeArray.size()), [&](int i) {
            // timeNeededForBox = 1 + timeCoeff * 1.5^(ply/10)
            Expression plyNeeded = pow(size[i], 2.0) * boxTypeArray[i].getPlyCoeff();
            Expression timeNeeded = 1 + mul(boxTypeArray[i].timeCoeff, pow(1.5, div(plyNeeded, 10)));
            return numProduced[i] * timeNeeded;
        });
        // Inspect the constructed Expression
        std::cout << "Total time: " << totalTime.toString() << std::endl;
        prob.addConstraint(totalTime <= maxTime);

        /* Construct the objective */
        Expression totalProfit = sum(static_cast<int>(boxTypeArray.size()), [&](int i) {
            // profit = numProduced * size^1.5 * profitCoeff
            return numProduced[i] * pow(size[i], 1.5) * boxTypeArray[i].profitCoeff;
        });
        // Inspect the constructed Expression
        std::cout << "Total profit: " << totalProfit.toString() << std::endl;


        // To make the objective linear, just maximize the objtransfercol and add non-linear constraint
        Variable objtransfercol = prob.addVariable(ColumnType::Continuous, "objTransferCol");
        prob.setObjective(objtransfercol,  xpress::ObjSense::Maximize);
        // Add the objective transfer row: objtransfercol = totalProfit
        prob.addConstraint(objtransfercol == totalProfit);

        // Dump the problem to disk so that we can inspect it.
        prob.writeProb("Boxes02.lp");


        // By default we will solve to global optimality, uncomment for an MISLP solve to local optimality
        // prob.setNLPSolver(XPRS_NLPSOLVER_LOCAL);

        // Solve
        prob.optimize();

        // Check the solution status
        if (prob.attributes.getSolStatus() != SolStatus::Optimal && prob.attributes.getSolStatus() != SolStatus::Feasible) {
            std::ostringstream oss; oss << prob.attributes.getSolStatus(); // Convert xpress::SolStatus to String
            throw std::runtime_error("Optimization failed with status " + oss.str());
        }

        // Get the solution and print it
        std::vector<double> sol = prob.getSolution();
        std::cout << std::endl << "*** Solution ***" << std::endl;
        // Printing the objective is currently not supported for nonlinear
        // std::cout << "Objective: " + prob.getNLPObjVal();
        // Print out the variables
        for (std::size_t i = 0; i < boxTypeArray.size(); ++i) {
            if (numProduced[i].getValue(sol) > 0.0) {
                std::cout << "Producing " << numProduced[i].getValue(sol) << " "
                          << boxTypeArray[i].toString() << " boxes of size "
                          << size[i].getValue(sol) << "." << std::endl;
            }
        }
        return 0;
    }
    catch (std::exception& e) {
        std::cout << "Exception: " << e.what() << std::endl;
        return -1;
    }
}

© 2001-2024 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.