使用 'main block' 在 CPLEX 求解器中循环

Question

如何将优化模型放入 IBM ILOG CPLEX 求解器的循环中？基本上我想在每次迭代中更改参数值。

Answer 1

How to measure random seed variability in OPL in How to With OPL

中的小例子

   int n=30; // number of random seeds
    int d[1..n]; // duration
    int o[1..n]; // objective
    int iter[1..n]; // iterations
     
     // start of the model we want to test
     
     int Fixed        = 100;
    int NbWarehouses = 50;
    int NbStores     = 200;

    assert( NbStores > NbWarehouses );

    range Warehouses = 1..NbWarehouses;
    range Stores     = 1..NbStores;
    int Capacity[w in Warehouses] =
      NbStores div NbWarehouses +
      w % ( NbStores div NbWarehouses );
    int SupplyCost[s in Stores][w in Warehouses] =
      1 + ( ( s + 10 * w ) % 100 );
    dvar int Open[Warehouses] in 0..1;
    dvar float Supply[Stores][Warehouses] in 0..1;
    dexpr int TotalFixedCost = sum( w in Warehouses ) Fixed * Open[w];
    dexpr float TotalSupplyCost = sum( w in Warehouses, s in Stores )  SupplyCost[s][w] * Supply[s][w];
    minimize TotalFixedCost + TotalSupplyCost;

    subject to {
      forall( s in Stores )
        ctStoreHasOneWarehouse:
          sum( w in Warehouses )
            Supply[s][w] == 1;
      forall( w in Warehouses )
        ctOpen:
          sum( s in Stores )
            Supply[s][w] <= Open[w] * Capacity[w];
    }
     
    // end of the model we want to test


    main {

    thisOplModel.generate();


    var sum_d=0;
    var sum_o=0;;
    var sum_iter=0;

    writeln("seed objective iteration   runtime");

    for(var i=1;i<=thisOplModel.n;i++)
    {

        var opl=new IloOplModel(thisOplModel.modelDefinition);
        opl.generate();

        cplex.randomseed=i;

        
        
        
        var d1=new Date();
        cplex.solve();
        var d2=new Date();
        
        thisOplModel.d[i]=d2-d1;
        sum_d+=d2-d1;
        thisOplModel.d[i]=d2-d1;
        thisOplModel.o[i]=Opl.ftoi(Opl.round(cplex.getObjValue()));
        sum_o+=thisOplModel.o[i];
        thisOplModel.iter[i]=cplex.getNiterations();
        sum_iter+=thisOplModel.iter[i];
        writeln(i,"    ",thisOplModel.o[i],"     ",thisOplModel.iter[i],"       ",
        thisOplModel.d[i]/1000);
        cplex.clearModel();
    }    

    writeln("-----------------------------------------");
    writeln("average      ",sum_o/thisOplModel.n," ",
    sum_iter/thisOplModel.n," ",sum_d/thisOplModel.n/1000);
    writeln("std dev      ",Opl.standardDeviation(thisOplModel.o),"     ",
    Opl.standardDeviation(thisOplModel.iter),"     ",Opl.standardDeviation(thisOplModel.d)/1000);

    }

使用 'main block' 在 CPLEX 求解器中循环

Loop in CPLEX solver with 'main block'

parameters

optimization

websphere

loops

cplex