Python 具有动态约束的纸浆线性规划

Python Pulp linear programming with dynamic constraint

我目前在 excel 中使用 Solver 来寻找制造的最佳解决方案。这是当前设置:

它是在旋转机器上制造鞋子,即批量重复生产。例如,一批将是“10x A1”(参见 table 中的 A1),这将产生 10x 尺寸 36、20x 尺寸 37... 10x 尺寸 41。

有一些前缀设置; A1、A2; R7...如您在上面 table 中所见。

然后是 requested 变量(或者更确切地说是变量列表),它基本上说明了客户的要求,每个尺寸的数量。

objective 函数 是找到一组重复项,使其尽可能匹配请求的数量。因此在求解器中(对于非英语屏幕截图,抱歉)您可以看到目标是 N21(即每个尺寸的绝对差之和)。变量是 N2:N9 - 这是每个设置的重复次数,唯一的限制是 N2:N9 是一个整数。

如何使用 python 模拟此行为?我的起点:

from collections import namedtuple

from pulp import *


class Setup(namedtuple('IAmReallyLazy', 'name ' + ' '.join(f's{s}' for s in range(36, 47)))):
    # inits with name and sizes 's36', 's37'... 's46'
    repetitions = 0


setups = [
    Setup('A1', 1, 2, 3, 3, 2, 1, 0, 0, 0, 0, 0),
    Setup('A2', 0, 1, 2, 3, 3, 2, 1, 0, 0, 0, 0),
    Setup('R7', 0, 0, 1, 1, 1, 1, 2, 0, 0, 0, 0),
    Setup('D1', 0, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0),
    # and others
]

setup_names = [s.name for s in setups]

requested = {
    's36': 100,
    's37': 250,
    's38': 300,
    's39': 450,
    's40': 450,
    's41': 250,
    's42': 200,
}


def get_quantity_per_size(size: str) -> int:
    return sum([getattr(setup, size) * setup.repetitions for setup in setups])


def get_abs_diff(size: str) -> int:
    requested_size = requested.get(size, 0)
    return abs(get_quantity_per_size(size) - requested_size)


problem = LpProblem('Optimize Batches', LpMinimize)
# goal is to minimise the sum(get_abs_diff(f's{size}') for size in range(36, 47))
# variables are [setup.repetitions for setup in setups]
# constraints are all([isinstance(setup.repetitions, int) for setup in setups])

在理想世界中如果有不止一个最优解,应该选择具有最大绝对差异的那个(即具有最小最高差异的那个)。也就是说,如果一个解决方案的绝对差异为每个尺码 10 和 10 个尺码(总共 100 个),而另一个有 20 + 80 = 100,则第一个更适合客户。

另一个约束应该是 min(setup.repetitions for setup in setups if setup.repetitions > 0) > 9 基本上重复约束应该是:

这里有几件事。首先,如果您使用 abs() 那么问题将是非线性的。相反,您应该引入新的变量,例如 over_mfgunder_mfg,它们表示目标 以上 生产的单位数量和数量 低于目标。您可以这样声明:

over_mfg = LpVariable.dicts("over_mfg", sizes, 0, None, LpInteger)
under_mfg = LpVariable.dicts("under_mfg", sizes, 0, None, LpInteger)

我声明了一个名为 sizes 的列表,它在上面的定义中使用:

min_size = 36
max_size = 46
sizes = ['s' + str(s) for s in range(min_size, max_size+1)]

您还需要指示每个设置重复的变量:

repetitions = LpVariable.dicts("repetitions", setup_names, 0, None, LpInteger)

您的 objective 函数声明为:

problem += lpSum([over_mfg[size] + under_mfg[size] for size in sizes])

(请注意,在 pulp 中,您使用 lpSum 而不是 sum。)现在,您需要说明 over_mfg 是多余的并且 under_mfg 是差额:

for size in sizes:
    problem += over_mfg[size] >= lpSum([repetitions[setup.name] * getattr(setup, size) for setup in setups]) - requested[size], "DefineOverMfg" + size
    problem += under_mfg[size] >= requested[size] - lpSum([repetitions[setup.name] * getattr(setup, size) for setup in setups]), "DefineUnderMfg" + size

另请注意,我没有使用您的 get_quantity_per_size()get_abs_diff() 函数。这些也会混淆 pulp,因为它不会意识到这些是简单的线性函数。

这是我的完整代码:

from collections import namedtuple

from pulp import *


class Setup(namedtuple('IAmReallyLazy', 'name ' + ' '.join(f's{s}' for s in range(36, 47)))):
    # inits with name and sizes 's36', 's37'... 's46'
    repetitions = 0


setups = [
    Setup('A1', 1, 2, 3, 3, 2, 1, 0, 0, 0, 0, 0),
    Setup('A2', 0, 1, 2, 3, 3, 2, 1, 0, 0, 0, 0),
    Setup('R7', 0, 0, 1, 1, 1, 1, 2, 0, 0, 0, 0),
    Setup('D1', 0, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0),
    # and others
]

setup_names = [s.name for s in setups]

min_size = 36
max_size = 46
sizes = ['s' + str(s) for s in range(min_size, max_size+1)]

requested = {
    's36': 100,
    's37': 250,
    's38': 300,
    's39': 450,
    's40': 450,
    's41': 250,
    's42': 200,
    's43': 0,    # I added these for completeness
    's44': 0,
    's45': 0,
    's46': 0
}

problem = LpProblem('Optimize Batches', LpMinimize)
# goal is to minimise the sum(get_abs_diff(f's{size}') for size in range(36, 47))
# variables are [setup.repetitions for setup in setups]
# constraints are all([isinstance(setup.repetitions, int) for setup in setups])

repetitions = LpVariable.dicts("repetitions", setup_names, 0, None, LpInteger)
over_mfg = LpVariable.dicts("over_mfg", sizes, 0, None, LpInteger)
under_mfg = LpVariable.dicts("under_mfg", sizes, 0, None, LpInteger)

problem += lpSum([over_mfg[size] + under_mfg[size] for size in sizes])

for size in sizes:
    problem += over_mfg[size] >= lpSum([repetitions[setup.name] * getattr(setup, size) for setup in setups]) - requested[size], "DefineOverMfg" + size
    problem += under_mfg[size] >= requested[size] - lpSum([repetitions[setup.name] * getattr(setup, size) for setup in setups]), "DefineUnderMfg" + size

# Solve problem
problem.solve()

# Print status
print("Status:", LpStatus[problem.status])

# Print optimal values of decision variables
for v in problem.variables():
    if v.varValue is not None and v.varValue > 0:
        print(v.name, "=", v.varValue)

这是输出:

Status: Optimal
over_mfg_s38 = 62.0
over_mfg_s41 = 62.0
repetitions_A1 = 25.0
repetitions_A2 = 88.0
repetitions_D1 = 110.0
repetitions_R7 = 1.0
under_mfg_s36 = 75.0
under_mfg_s37 = 2.0
under_mfg_s40 = 25.0

因此,我们制造了 25 次 A1 重复、88 次 A2 重复、110 次 D1 重复和 1 次 R7 重复。这给出了 25 个单位的 s36(因此在 100 的目标下有 75 个单位); 248 个 s37 单位(2 个低于目标); s38 的 362 个单位(超过目标 300 的 62 个单位);等等。


现在,对于您的约束,即您 要么 必须生成设置的 0 >9,您可以引入新的二进制文件指示是否生成每个设置的变量:

is_produced = LpVariable.dicts("is_produced", setup_names, 0, 1, LpInteger)

然后添加这些约束:

M = 1000
min_reps = 9
for s in setup_names:
    problem += M * is_produced[s] >= repetitions[s] # if it's produced at all, must set is_produced = 1
    problem += min_reps * (1 - is_produced[s]) + repetitions[s] >= min_reps

M是一个很大的数字;它应该大于最大可能的重复次数,但不能更大。我定义了 min_reps 以避免 "hard-coding" 约束中的 9。因此,这些约束说明 (1) 如果 repetitions[s] > 0,则 is_produced[s] 必须等于 1,并且 (2) either is_produced[s] = 1 repetitions[s] > 9.

输出:

Status: Optimal
is_produced_A1 = 1.0
is_produced_A2 = 1.0
is_produced_D1 = 1.0
over_mfg_s38 = 63.0
over_mfg_s39 = 1.0
over_mfg_s41 = 63.0
repetitions_A1 = 25.0
repetitions_A2 = 88.0
repetitions_D1 = 112.0
under_mfg_s36 = 75.0
under_mfg_s40 = 24.0

请注意,现在我们没有任何重复次数 >0 但 <9 次的设置。


In an ideal world if there is more than one optimal solution, the one with most spread abs diff should be selected (ie. the one with the smallest highest difference).

这个比较棘手,而且(至少现在),我会把它留给一个理想的世界,或者另一个人的答案。


顺便说一下:我们正在努力推出一个Stack Exchange site for Operations Research,我们将在其中解决像这样的问题。如果您有兴趣,我鼓励您单击 link 和 "commit"。