MIPLearn/miplearn/problems/pmedian.py

#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
#  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
#  Released under the modified BSD license. See COPYING.md for more details.

from dataclasses import dataclass
from typing import List, Optional, Union

import gurobipy as gp
import numpy as np
from gurobipy import quicksum, GRB
from scipy.spatial.distance import pdist, squareform
from scipy.stats import uniform, randint
from scipy.stats.distributions import rv_frozen

from miplearn.io import read_pkl_gz
from miplearn.solvers.gurobi import GurobiModel


@dataclass
class PMedianData:
    """Data for the capacitated p-median problem

    Args
    ----
    distances
        Matrix of distances between customer i and facility j.
    demands
        Customer demands.
    p
        Number of medians that need to be chosen.
    capacities
        Facility capacities.
    """

    distances: np.ndarray
    demands: np.ndarray
    p: int
    capacities: np.ndarray


class PMedianGenerator:
    """Random generator for the capacitated p-median problem.

    This class first decides the number of customers and the parameter `p` by
    sampling the provided `n` and `p` distributions, respectively. Then, for each
    customer `i`, the class builds its geographical location `(xi, yi)` by sampling
    the provided `x` and `y` distributions. For each `i`, the demand for customer `i`
    and the capacity of facility `i` are decided by sampling the distributions
    `demands` and `capacities`, respectively. Finally, the costs `w[i,j]` are set to
    the Euclidean distance between the locations of customers `i` and `j`.

    If `fixed=True`, then the number of customers, their locations, the parameter
    `p`, the demands and the capacities are only sampled from their respective
    distributions exactly once, to build a reference instance which is then
    perturbed. Specifically, for each perturbation, the distances, demands and
    capacities are multiplied by factors sampled from the distributions
    `distances_jitter`, `demands_jitter` and `capacities_jitter`, respectively. The
    result is a list of instances that have the same set of customers, but slightly
    different demands, capacities and distances.

    Parameters
    ----------
    x
        Probability distribution for the x-coordinate of the points.
    y
        Probability distribution for the y-coordinate of the points.
    n
        Probability distribution for the number of customer.
    p
        Probability distribution for the number of medians.
    demands
        Probability distribution for the customer demands.
    capacities
        Probability distribution for the facility capacities.
    distances_jitter
        Probability distribution for the random scaling factor applied to distances.
    demands_jitter
        Probability distribution for the random scaling factor applied to demands.
    capacities_jitter
        Probability distribution for the random scaling factor applied to capacities.
    fixed
        If `True`, then customer are kept the same across instances.
    """

    def __init__(
        self,
        x: rv_frozen = uniform(loc=0.0, scale=100.0),
        y: rv_frozen = uniform(loc=0.0, scale=100.0),
        n: rv_frozen = randint(low=100, high=101),
        p: rv_frozen = randint(low=10, high=11),
        demands: rv_frozen = uniform(loc=0, scale=20),
        capacities: rv_frozen = uniform(loc=0, scale=100),
        distances_jitter: rv_frozen = uniform(loc=1.0, scale=0.0),
        demands_jitter: rv_frozen = uniform(loc=1.0, scale=0.0),
        capacities_jitter: rv_frozen = uniform(loc=1.0, scale=0.0),
        fixed: bool = True,
    ):
        self.x = x
        self.y = y
        self.n = n
        self.p = p
        self.demands = demands
        self.capacities = capacities
        self.distances_jitter = distances_jitter
        self.demands_jitter = demands_jitter
        self.capacities_jitter = capacities_jitter
        self.fixed = fixed
        self.ref_data: Optional[PMedianData] = None

    def generate(self, n_samples: int) -> List[PMedianData]:
        def _sample() -> PMedianData:
            if self.ref_data is None:
                n = self.n.rvs()
                p = self.p.rvs()
                loc = np.array([(self.x.rvs(), self.y.rvs()) for _ in range(n)])
                distances = squareform(pdist(loc))
                demands = self.demands.rvs(n)
                capacities = self.capacities.rvs(n)
            else:
                n = self.ref_data.demands.shape[0]
                distances = self.ref_data.distances * self.distances_jitter.rvs(
                    size=(n, n)
                )
                distances = np.tril(distances) + np.triu(distances.T, 1)
                demands = self.ref_data.demands * self.demands_jitter.rvs(n)
                capacities = self.ref_data.capacities * self.capacities_jitter.rvs(n)
                p = self.ref_data.p

            data = PMedianData(
                distances=distances.round(2),
                demands=demands.round(2),
                p=p,
                capacities=capacities.round(2),
            )

            if self.fixed and self.ref_data is None:
                self.ref_data = data

            return data

        return [_sample() for _ in range(n_samples)]


def build_pmedian_model_gurobipy(data: Union[str, PMedianData]) -> GurobiModel:
    """Converts capacitated p-median data into a concrete Gurobipy model."""
    if isinstance(data, str):
        data = read_pkl_gz(data)
    assert isinstance(data, PMedianData)

    model = gp.Model()
    n = len(data.demands)

    # Decision variables
    x = model.addVars(n, n, vtype=GRB.BINARY, name="x")
    y = model.addVars(n, vtype=GRB.BINARY, name="y")

    # Objective function
    model.setObjective(
        quicksum(data.distances[i, j] * x[i, j] for i in range(n) for j in range(n))
    )

    # Eq: Must serve each customer
    model.addConstrs(
        (quicksum(x[i, j] for j in range(n)) == 1 for i in range(n)),
        name="eq_demand",
    )

    # Eq: Must choose p medians
    model.addConstr(
        quicksum(y[j] for j in range(n)) == data.p,
        name="eq_choose",
    )

    # Eq: Must not exceed capacity
    model.addConstrs(
        (
            quicksum(data.demands[i] * x[i, j] for i in range(n))
            <= data.capacities[j] * y[j]
            for j in range(n)
        ),
        name="eq_capacity",
    )

    model.update()
    return GurobiModel(model)