Gekko：gekko 不接受 MINLP 选项

Question

我正在尝试使用 gekko 解决 MINLP 问题。我的代码如下：

m = GEKKO(remote = False)
m.options.SOLVER = 3

m.solver_options = ['minlp_maximum_iterations 500', \
            # minlp iterations with integer solution
            'minlp_max_iter_with_int_sol 10', \
            # treat minlp as nlp
            'minlp_as_nlp 0', \
            # nlp sub-problem max iterations
            'nlp_maximum_iterations 50', \
            # 1 = depth first, 2 = breadth first
            'minlp_branch_method 1', \
            # maximum deviation from whole number
            'minlp_integer_tol 0.05', \
            # covergence tolerance
            'minlp_gap_tol 0.01']

rows  = nb_phases + 3*b_max*(nb_phases+1)
x = np.empty(rows,dtype=object)

for i in range(3*nb_phases*b_max+nb_phases+1):
    x[i] = m.Var(value = xinit[i], lb = LB[i], ub = UB[i], integer = False)
for i in range(3*nb_phases*b_max+nb_phases+1, (3*nb_phases+3)*b_max+nb_phases):
    x[i] = m.Var(value = xinit[i], lb = LB[i], ub = UB[i], integer = True)

# Constraints
m.axb(A,B,x,etype = '<=',sparse=False) 
m.axb(A_eq,B_eq,x,etype = '=',sparse=False)

# Objective Function
f = objective_fun(x, t, ob, jofbuses, q, qc, s, oa, k, l, T, G_next, C, Y, G_previous)
m.Obj(f)

#Solver
m.solve(disp = False)

我得到以下异常：

异常消息：读取选项：“minlp_maximum_iterations”。这不是一个有效的选项。检查可用选项列表。

我对所有其他选项都得到了相同的例外。

我尝试将求解器更改为 m.options.solver = 1 但随后出现错误：

错误：异常：访问冲突 Traceback：不可用，使用 -ftrace=frame 或 -ftrace=full 编译错误：'results.json' 未找到。

我在上面的代码中调用的'objective_fun'函数如下：

def objective_fun(x, t, ob, jofbuses, q, qc, s, oa, k, l, T, G_next, C, Y, G_previous):

    nb_phases = len(G_next)
    b_max = len(t)
    no_lanegroups = len(q)

    obj = 0
    G = x[0:nb_phases]

    
    for j in range(no_lanegroups):
        delay_a = 0.5*q[j]/(1-q[j]/s[j]) * (pow((sum(G_previous[l[j]:nb_phases]) + sum(G[0:k[j]-1]) + sum(Y[l[j]-1:nb_phases]) + sum(Y[0:k[j]-1])),2) + pow(sum(G[l[j]:nb_phases]) + sum(G_next[0:k[j]-1]) + sum(Y[l[j]-1:nb_phases]) + sum(Y[0:k[j]-1]),2))   
    
        obj = obj + oa*delay_a

    for b in range(b_max): 
        delay_b1 = x[(3*nb_phases+1)*b_max + nb_phases + b]*(q[jofbuses[b]-1]/s[jofbuses[b]-1] * (t[b] - (T-1)*C + sum(G_previous[l[jofbuses[b]-1]:nb_phases]) + sum(Y[l[jofbuses[b]-1] -1:nb_phases])) + (T-1)*C - t[b] + sum(Y[0:k[jofbuses[b]-1]-1])) 
        delay_b2 = x[(3*nb_phases+2)*b_max + nb_phases + b-1]*(q[jofbuses[b]-1]/s[jofbuses[b]-1] * (t[b] - (T-1)*C - sum(Y[0:l[jofbuses[b]-1]-1])) + T*C + sum(G_next[0:k[jofbuses[b]-1]-1]) + sum(Y[0:k[jofbuses[b]-1]-1]) - t[b]) 
        delay_b3 = sum(x[nb_phases*b_max + nb_phases*b:nb_phases*b_max + nb_phases*b+k[jofbuses[b]-1]-1]) - q[jofbuses[b]-1]/s[jofbuses[b]-1]*sum(x[2*nb_phases*b_max + nb_phases*b:2*nb_phases*b_max + nb_phases*b +l[jofbuses[b]-1]])

        delay_b = delay_b1+delay_b2 +delay_b3 

        obj = obj + delay_b*ob[b]       
    
    return obj

此外，如果我不指定选项，我可以运行代码并找到成功的解决方案。然而，x 数组的某些元素应该是整数，但我得到的解决方案不符合这种情况。

你能帮我弄清楚如何解决这些问题吗？非常感谢！

Answer 1

选项 minlp_maximum_iterations 不是 available options for the IPOPT solver 之一。您正确地发现切换到 m.options.SOLVER=1（APOPT 求解器）可以解决此错误。

求解器未找到解决方案。我推荐一种初始化策略，首先使用没有选项的 IPOPT 来解决。接下来，再次使用 APOPT 选项求解，以查看 IPOPT 非整数解是否有助于作为寻找最优整数解的起点。

Gekko：gekko 不接受 MINLP 选项

Gekko : MINLP options not accepted by gekko

python

optimization

gekko

mixed-integer-programming