NO.A.0016——寶塔Linux7.4.5正式版/控制面板部署教程/使用教程
此文轉載自:https://blog.csdn.net/qq_35008055/article/details/110201571
手把手教你用Gurobi求解一個數學模型
手把手教你用Gurobi求解一個數學模型
在接觸Gurobi之前,一直使用Java語言呼叫cplex求解數學模型,這段時間在師兄的指點下,學習了使用python呼叫Gurobi的一些基礎操作,感嘆實在是太簡易了。
在此分享一個求解Vrptw問題的小例子。
帶時間窗的車輛路徑規劃問題(Vrptw)
對於Vrptw問題來說,數學模型主要由以下部分組成。首先我們定義一些相關引數,一個圖可以表示為
G
(
V
,
A
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G(V,A)
接下來構建數學模型。
目標函式為最小化運輸成本:
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∈
K
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∈
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c
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(1)
min \sum_{k\in K} \sum_{(i,j)\in A}c_{ij}x_{ij} \tag{1}
mink∈K∑(i,j)∈A∑cijxij(1)
約束一讓車輛駛出倉庫(depot):
∑
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0
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∈
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x
0
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=
1
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∀
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∈
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(2)
\sum_{(0,j)\in A}x_{0j}^k =1,\ \forall k\in K \tag{2}
(0,j)∈A∑x0jk=1,∀k∈K(2)
約束二為流平衡(除去depot之外的點):
∑
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∈
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x
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−
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∈
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0
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∀
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∈
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∖
{
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(3)
\sum_{(i,j)\in A}x_{ij}^k - \sum_{(j,i)\in A}x_{ji}^k = 0,\ \forall k\in K ,i \in V\setminus \{s,t\} \tag{3}
(i,j)∈A∑xijk−(j,i)∈A∑xjik=0,∀k∈K,i∈V∖{s,t}(3)
約束三讓車輛駛回depot:
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+
1
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∈
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k
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∀
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∈
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(4)
\sum_{(i,n+1)\in A}x_{i,n+1}^k =1,\ \forall k\in K \tag{4}
(i,n+1)∈A∑xi,n+1k=1,∀k∈K(4)
約束四保證每個客戶點都被服務:
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∈
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∈
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∀
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∈
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{
s
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}
(5)
\sum_{k \in K}\sum_{(i,j)\in A}x_{i,j}^k =1,\ \forall i \in V\setminus \{s,t\} \tag{5}
k∈K∑(i,j)∈A∑xi,jk=1,∀i∈V∖{s,t}(5)
約束五保證被服務的相鄰節點開始服務時間的大小關係(去迴路):
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∈
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(6)
s_i+t_{ij}+serv_i-M(1-x_{ij})\le s_j,\ \forall (i,j) \in A \tag{6}
si+tij+servi−M(1−xij)≤sj,∀(i,j)∈A(6)
約束六保證不違反客戶的時間窗:
e
i
≤
s
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≤
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∀
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∖
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(7)
e_i \le s_i \le l_i ,\ \forall i \in V\setminus \{s,t\} \tag{7}
ei≤si≤li,∀i∈V∖{s,t}(7)
約束七保證不違反車輛的載重約束:
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∈
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x
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∀
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(8)
\sum_{(i,j)\in A}x_{ij}^kq_i \le Q_k ,\ \forall k \in K \tag{8}
(i,j)∈A∑xijkqi≤Qk,∀k∈K(8)
最後是決策變數的取值約束:
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∈
{
0
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1
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∀
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∈
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∈
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s
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∀
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∈
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∖
{
s
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(9)
x_{ij}^k\in \{0,1\} \ \forall (i,j) \in A,k \in K \\ s_i \ge 0,\ \forall i \in V\setminus \{s,t\} \tag{9}
xijk∈{0,1}∀(i,j)∈A,k∈Ksi≥0,∀i∈V∖{s,t}(9)
那麼(1)~(9)式就組成了Vrptw問題的數學模型。
python呼叫Gurobi求解Vrptw
首先我們定義一下需要用到的引數:
class Data:
customerNum = 0
nodeNum = 0
vehicleNum = 0
capacity = 0
cor_X = []
cor_Y = []
demand = []
serviceTime = []
readyTime = []
dueTime = []
disMatrix = [[]]
定義一個讀取資料的函式,並對節點之間的距離進行計算:
# function to read data from .txt files
def readData(data, path, customerNum):
data.customerNum = customerNum
data.nodeNum = customerNum + 2
f = open(path, 'r')
lines = f.readlines()
count = 0
# read the info
for line in lines:
count = count + 1
if (count == 5):
line = line[:-1].strip()
str = re.split(r" +", line)
data.vehicleNum = int(str[0])
data.capacity = float(str[1])
elif (count >= 10 and count <= 10 + customerNum):
line = line[:-1]
str = re.split(r" +", line)
data.cor_X.append(float(str[2]))
data.cor_Y.append(float(str[3]))
data.demand.append(float(str[4]))
data.readyTime.append(float(str[5]))
data.dueTime.append(float(str[6]))
data.serviceTime.append(float(str[7]))
data.cor_X.append(data.cor_X[0])
data.cor_Y.append(data.cor_Y[0])
data.demand.append(data.demand[0])
data.readyTime.append(data.readyTime[0])
data.dueTime.append(data.dueTime[0])
data.serviceTime.append(data.serviceTime[0])
# compute the distance matrix
data.disMatrix = [([0] * data.nodeNum) for p in range(data.nodeNum)] # 初始化距離矩陣的維度,防止淺拷貝
# data.disMatrix = [[0] * nodeNum] * nodeNum]; 這個是淺拷貝,容易重複
for i in range(0, data.nodeNum):
for j in range(0, data.nodeNum):
temp = (data.cor_X[i] - data.cor_X[j]) ** 2 + (data.cor_Y[i] - data.cor_Y[j]) ** 2
data.disMatrix[i][j] = math.sqrt(temp)
temp = 0
return data
讀取資料,並定義一些引數:
data = Data()
path = 'c101.txt' //讀取Solomon資料集
customerNum = 20 //設定客戶數量
readData(data, path, customerNum)
data.vehicleNum = 10 //設定車輛數
printData(data, customerNum)
BigM = 100000 //定義一個極大值
呼叫gurobi進行模型的建立與求解:
x = {}
s = {} //定義字典用來存放決策變數
根據式(9)定義決策變數,並加入模型當中:
for i in range(data.nodeNum):
for k in range(data.vehicleNum):
name = 's_' + str(i) + '_' + str(k)
s[i,k] = model.addVar(0
, 1500
, vtype= GRB.CONTINUOUS
, name= name) //定義訪問時間為連續變數
for j in range(data.nodeNum):
if(i != j):
name = 'x_' + str(i) + '_' + str(j) + '_' + str(k)
x[i,j,k] = model.addVar(0
, 1
, vtype= GRB.BINARY
, name= name) //定義是否服務為0-1變數
根據式(1)定義目標函式,並加入模型當中:
//首先定義一個線性表示式
obj = LinExpr(0)
for i in range(data.nodeNum):
for k in range(data.vehicleNum):
for j in range(data.nodeNum):
if(i != j):
//將目標函式係數與決策變數相乘,並進行連加
obj.addTerms(data.disMatrix[i][j], x[i,j,k])
//將表示目標函式的線性表示式加入模型,並定義為求解最小化問題
model.setObjective(obj, GRB.MINIMIZE)
根據式(2)~(8)定義決策變數,並加入模型當中:
約束一(vehicle_depart):
for k in range(data.vehicleNum):
//同樣先定義一個線性表示式
lhs = LinExpr(0)
for j in range(data.nodeNum):
if(j != 0):
//約束係數與決策變數相乘
lhs.addTerms(1, x[0,j,k])
//將約束加入模型
model.addConstr(lhs == 1, name= 'vehicle_depart_' + str(k))
約束二(flow_conservation):
for k in range(data.vehicleNum):
for h in range(1, data.nodeNum - 1):
expr1 = LinExpr(0)
expr2 = LinExpr(0)
for i in range(data.nodeNum):
if (h != i):
expr1.addTerms(1, x[i,h,k])
for j in range(data.nodeNum):
if (h != j):
expr2.addTerms(1, x[h,j,k])
model.addConstr(expr1 == expr2, name= 'flow_conservation_' + str(i))
expr1.clear()
expr2.clear()
約束三(vehicle_enter):
for k in range(data.vehicleNum):
lhs = LinExpr(0)
for j in range(data.nodeNum - 1):
if(j != 0):
lhs.addTerms(1, x[j, data.nodeNum-1, k])
model.addConstr(lhs == 1, name= 'vehicle_enter_' + str(k))
約束四(customer_visit):
for i in range(1, data.nodeNum - 1):
lhs = LinExpr(0)
for k in range(data.vehicleNum):
for j in range(1, data.nodeNum):
if(i != j):
lhs.addTerms(1, x[i,j,k])
model.addConstr(lhs == 1, name= 'customer_visit_' + str(i))
約束五(time_windows):
for k in range(data.vehicleNum):
for i in range(data.nodeNum):
for j in range(data.nodeNum):
if(i != j):
model.addConstr(s[i,k] + data.disMatrix[i][j] + data.serviceTime[i] - s[j,k]- BigM + BigM * x[i,j,k] <= 0 , name= 'time_windows_')
約束六(ready_time and due_time):
for i in range(1,data.nodeNum-1):
for k in range(data.vehicleNum):
model.addConstr(data.readyTime[i] <= s[i,k], name= 'ready_time')
model.addConstr(s[i,k] <= data.dueTime[i], name= 'due_time')
約束七(capacity_vehicle):
for k in range(data.vehicleNum):
lhs = LinExpr(0)
for i in range(1, data.nodeNum - 1):
for j in range(data.nodeNum):
if(i != j):
lhs.addTerms(data.demand[i], x[i,j,k])
model.addConstr(lhs <= data.capacity, name= 'capacity_vehicle' + str(k))
求解模型(solve)並輸出解:
model.optimize()
print("\n\n-----optimal value-----")
print(model.ObjVal)
for key in x.keys():
if(x[key].x > 0 ):
print(x[key].VarName + ' = ', x[key].x)
匯出模型:
model.write('VRPTW.lp')
求解結果(部分):
這樣就完成了,感謝大家的閱讀。
作者:夏暘,清華大學,工業工程系/深圳國際研究生院 (碩士在讀)
劉興祿,清華大學,清華伯克利深圳學院(博士在讀)
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