Writing an optimization constraint in Python
I am new to doing optimization with Python and Gurobi. I have tried to code the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Where A_{s}^{E} and x_{i} are variables.
To calculate ALW_{js} we need to read the upper triangle of a distance matrix and then sort the distances, d_{ij} for i,jinC and j>i, descending. The sorted result can be represented as follows:
d_{1} geqslant d_{2} geqslant ... geqslant d_{frac{c(c-1)}{2}}
Where d_{1}=max{d_{ij}} and d_{frac{c(c-1)}{2}=min{d_{ij}}.
Each sorted distance above, meaning d_{1}, d_{2}, ..., d_{frac{c(c-1)}{2}}, has a corresponding value in scenario s
ALN_{ijs}=(1-0.05)(1-0.72) max left { AN_{is},AN{js} right }, forall sin S,forall i,jin C and j>i
Where AN_{is} is read from a file. ALN_{ijs} can be written
ALW_{js}, forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
My codes for this are below. The Gurobi provides the solution, but it says the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Is quadratic, which is not really. I would appreciate if anybody can guide me.
x={}
fE={}
for s in range (S):
fE[s]=Z.addVar(lb=0, vtype=GRB.CONTINUOUS, name='fE%s'%(s))
DtN={}
with open('Distances.csv', 'rU') as file:
table = [row for row in csv.reader(file)]
for i in range (C):
for j in range (C):
if j>i:
DtN[i,j]=round(-1*float(table[i][j]),2)
SortDis=
SortDisKey=
for key, value in sorted(DtN.iteritems(), key=lambda (k,v): (v,k)):
SortDis.append(abs(value))
SortDisKey.append(key)
for i in range (len(DtN)):
x[i]=Z.addVar(lb=0, vtype=GRB.BINARY, name='x%s'%(i))
with open('Feed1.txt', 'r') as Fee:
for i in range(C):
Feed= round(float(Fee.readline()),3)
for s in L11:
AN[i,s]=round(Feed/10**6,9)
for s in L12:
AN[i,s] = round(Feed*1.28/10**6,9)
for s in L13:
AN[i,s] = round(Feed*0.95/10**6,9)
ALN={}
for s in range (S):
ALN[s]={}
for s in range(S):
for i in range(C):
for j in range(C):
if j>i:
ALN[s][i,j]=max((1-0.05)*(1-0.72)*AN[i,s],(1-0.05)*(1-0.72)*AN[j,s])
ALW={}
for s in range (S):
ALW[s]=
for s in range (S):
for j in SortDisKey:
ALW[s].append(ALN[s][j])
for s in range (S):
for i in range (len(DtN)):
Z.addConstr(fE[s]>=(x[i]*(quicksum(ALW[s][j] for j in range (0,i-1)))), name='N3%s%s'%(s,i))
python gurobi
add a comment |
I am new to doing optimization with Python and Gurobi. I have tried to code the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Where A_{s}^{E} and x_{i} are variables.
To calculate ALW_{js} we need to read the upper triangle of a distance matrix and then sort the distances, d_{ij} for i,jinC and j>i, descending. The sorted result can be represented as follows:
d_{1} geqslant d_{2} geqslant ... geqslant d_{frac{c(c-1)}{2}}
Where d_{1}=max{d_{ij}} and d_{frac{c(c-1)}{2}=min{d_{ij}}.
Each sorted distance above, meaning d_{1}, d_{2}, ..., d_{frac{c(c-1)}{2}}, has a corresponding value in scenario s
ALN_{ijs}=(1-0.05)(1-0.72) max left { AN_{is},AN{js} right }, forall sin S,forall i,jin C and j>i
Where AN_{is} is read from a file. ALN_{ijs} can be written
ALW_{js}, forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
My codes for this are below. The Gurobi provides the solution, but it says the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Is quadratic, which is not really. I would appreciate if anybody can guide me.
x={}
fE={}
for s in range (S):
fE[s]=Z.addVar(lb=0, vtype=GRB.CONTINUOUS, name='fE%s'%(s))
DtN={}
with open('Distances.csv', 'rU') as file:
table = [row for row in csv.reader(file)]
for i in range (C):
for j in range (C):
if j>i:
DtN[i,j]=round(-1*float(table[i][j]),2)
SortDis=
SortDisKey=
for key, value in sorted(DtN.iteritems(), key=lambda (k,v): (v,k)):
SortDis.append(abs(value))
SortDisKey.append(key)
for i in range (len(DtN)):
x[i]=Z.addVar(lb=0, vtype=GRB.BINARY, name='x%s'%(i))
with open('Feed1.txt', 'r') as Fee:
for i in range(C):
Feed= round(float(Fee.readline()),3)
for s in L11:
AN[i,s]=round(Feed/10**6,9)
for s in L12:
AN[i,s] = round(Feed*1.28/10**6,9)
for s in L13:
AN[i,s] = round(Feed*0.95/10**6,9)
ALN={}
for s in range (S):
ALN[s]={}
for s in range(S):
for i in range(C):
for j in range(C):
if j>i:
ALN[s][i,j]=max((1-0.05)*(1-0.72)*AN[i,s],(1-0.05)*(1-0.72)*AN[j,s])
ALW={}
for s in range (S):
ALW[s]=
for s in range (S):
for j in SortDisKey:
ALW[s].append(ALN[s][j])
for s in range (S):
for i in range (len(DtN)):
Z.addConstr(fE[s]>=(x[i]*(quicksum(ALW[s][j] for j in range (0,i-1)))), name='N3%s%s'%(s,i))
python gurobi
add a comment |
I am new to doing optimization with Python and Gurobi. I have tried to code the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Where A_{s}^{E} and x_{i} are variables.
To calculate ALW_{js} we need to read the upper triangle of a distance matrix and then sort the distances, d_{ij} for i,jinC and j>i, descending. The sorted result can be represented as follows:
d_{1} geqslant d_{2} geqslant ... geqslant d_{frac{c(c-1)}{2}}
Where d_{1}=max{d_{ij}} and d_{frac{c(c-1)}{2}=min{d_{ij}}.
Each sorted distance above, meaning d_{1}, d_{2}, ..., d_{frac{c(c-1)}{2}}, has a corresponding value in scenario s
ALN_{ijs}=(1-0.05)(1-0.72) max left { AN_{is},AN{js} right }, forall sin S,forall i,jin C and j>i
Where AN_{is} is read from a file. ALN_{ijs} can be written
ALW_{js}, forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
My codes for this are below. The Gurobi provides the solution, but it says the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Is quadratic, which is not really. I would appreciate if anybody can guide me.
x={}
fE={}
for s in range (S):
fE[s]=Z.addVar(lb=0, vtype=GRB.CONTINUOUS, name='fE%s'%(s))
DtN={}
with open('Distances.csv', 'rU') as file:
table = [row for row in csv.reader(file)]
for i in range (C):
for j in range (C):
if j>i:
DtN[i,j]=round(-1*float(table[i][j]),2)
SortDis=
SortDisKey=
for key, value in sorted(DtN.iteritems(), key=lambda (k,v): (v,k)):
SortDis.append(abs(value))
SortDisKey.append(key)
for i in range (len(DtN)):
x[i]=Z.addVar(lb=0, vtype=GRB.BINARY, name='x%s'%(i))
with open('Feed1.txt', 'r') as Fee:
for i in range(C):
Feed= round(float(Fee.readline()),3)
for s in L11:
AN[i,s]=round(Feed/10**6,9)
for s in L12:
AN[i,s] = round(Feed*1.28/10**6,9)
for s in L13:
AN[i,s] = round(Feed*0.95/10**6,9)
ALN={}
for s in range (S):
ALN[s]={}
for s in range(S):
for i in range(C):
for j in range(C):
if j>i:
ALN[s][i,j]=max((1-0.05)*(1-0.72)*AN[i,s],(1-0.05)*(1-0.72)*AN[j,s])
ALW={}
for s in range (S):
ALW[s]=
for s in range (S):
for j in SortDisKey:
ALW[s].append(ALN[s][j])
for s in range (S):
for i in range (len(DtN)):
Z.addConstr(fE[s]>=(x[i]*(quicksum(ALW[s][j] for j in range (0,i-1)))), name='N3%s%s'%(s,i))
python gurobi
I am new to doing optimization with Python and Gurobi. I have tried to code the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Where A_{s}^{E} and x_{i} are variables.
To calculate ALW_{js} we need to read the upper triangle of a distance matrix and then sort the distances, d_{ij} for i,jinC and j>i, descending. The sorted result can be represented as follows:
d_{1} geqslant d_{2} geqslant ... geqslant d_{frac{c(c-1)}{2}}
Where d_{1}=max{d_{ij}} and d_{frac{c(c-1)}{2}=min{d_{ij}}.
Each sorted distance above, meaning d_{1}, d_{2}, ..., d_{frac{c(c-1)}{2}}, has a corresponding value in scenario s
ALN_{ijs}=(1-0.05)(1-0.72) max left { AN_{is},AN{js} right }, forall sin S,forall i,jin C and j>i
Where AN_{is} is read from a file. ALN_{ijs} can be written
ALW_{js}, forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
My codes for this are below. The Gurobi provides the solution, but it says the constraint
f_{s}^{E}=x_{i}sum_{1}^{i-1}ALW_{js},forall sin S,forall i={1,2,...,frac{c(c-1)}{2}}
Is quadratic, which is not really. I would appreciate if anybody can guide me.
x={}
fE={}
for s in range (S):
fE[s]=Z.addVar(lb=0, vtype=GRB.CONTINUOUS, name='fE%s'%(s))
DtN={}
with open('Distances.csv', 'rU') as file:
table = [row for row in csv.reader(file)]
for i in range (C):
for j in range (C):
if j>i:
DtN[i,j]=round(-1*float(table[i][j]),2)
SortDis=
SortDisKey=
for key, value in sorted(DtN.iteritems(), key=lambda (k,v): (v,k)):
SortDis.append(abs(value))
SortDisKey.append(key)
for i in range (len(DtN)):
x[i]=Z.addVar(lb=0, vtype=GRB.BINARY, name='x%s'%(i))
with open('Feed1.txt', 'r') as Fee:
for i in range(C):
Feed= round(float(Fee.readline()),3)
for s in L11:
AN[i,s]=round(Feed/10**6,9)
for s in L12:
AN[i,s] = round(Feed*1.28/10**6,9)
for s in L13:
AN[i,s] = round(Feed*0.95/10**6,9)
ALN={}
for s in range (S):
ALN[s]={}
for s in range(S):
for i in range(C):
for j in range(C):
if j>i:
ALN[s][i,j]=max((1-0.05)*(1-0.72)*AN[i,s],(1-0.05)*(1-0.72)*AN[j,s])
ALW={}
for s in range (S):
ALW[s]=
for s in range (S):
for j in SortDisKey:
ALW[s].append(ALN[s][j])
for s in range (S):
for i in range (len(DtN)):
Z.addConstr(fE[s]>=(x[i]*(quicksum(ALW[s][j] for j in range (0,i-1)))), name='N3%s%s'%(s,i))
python gurobi
python gurobi
asked Nov 24 '18 at 3:58
DavidDavid
12
12
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