Implement multi-period heuristic

Makefile

@@ -5,11 +5,11 @@ VERSION := 0.4
 all: docs test
 
 build/sysimage.so: src/sysimage.jl Project.toml Manifest.toml
+	mkdir -p build
 	$(JULIA) src/sysimage.jl
 
 build/test.log: $(SRC_FILES) build/sysimage.so
-	@echo Running tests...
+	cd test; $(JULIA) --sysimage ../build/sysimage.so runtests.jl
-	cd test; $(JULIA) --sysimage ../build/sysimage.so runtests.jl | tee ../build/test.log
 
 clean:
 	rm -rf build/*

Project.toml

@@ -1,7 +1,7 @@
 name = "RELOG"
 uuid = "a2afcdf7-cf04-4913-85f9-c0d81ddf2008"
 authors = ["Alinson S Xavier <axavier@anl.gov>"]
-version = "0.4.0"
+version = "0.4.1"
 
 [deps]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
@@ -19,6 +19,7 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 PackageCompiler = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 ProgressBars = "49802e3a-d2f1-5c88-81d8-b72133a6f568"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [compat]

src/docs/usage.md

@@ -79,3 +79,20 @@ RELOG.solve("instance.json",
             output="solution.json",
             optimizer=gurobi)
 ```
+
+### 4.2 Multi-period heuristics
+
+For large-scale instances, it may be too time-consuming to find an exact optimal solution to the multi-period version of the problem. For these situations, RELOG includes a heuristic solution method, which proceeds as follows:
+
+1. First, RELOG creates a single-period version of the problem, in which most values are replaced by their averages. This single-period problem is typically much easier to solve.
+
+2. After solving the simplified problem, RELOG resolves the multi-period version of the problem, but considering only candidate plant locations that were selected by the optimal solution to the single-period version of the problem. All remaining candidate plant locations are removed.
+
+To solve an instance using this heuristic, use the option `heuristic=true`, as shown below.
+
+```julia
+using RELOG
+
+solution = RELOG.solve("/home/user/instance.json",
+                       heuristic=true)
+```

src/instance.jl

@@ -2,7 +2,11 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-using JSON, JSONSchema, Printf
+using DataStructures
+using JSON
+using JSONSchema
+using Printf
+using Statistics
 
 
 mutable struct Product
@@ -55,6 +59,7 @@ mutable struct Instance
     building_period::Array{Int64}
 end
 
+
 function validate(json, schema)
     result = JSONSchema.validate(json, schema)
     if result !== nothing
@@ -77,7 +82,7 @@ function parsefile(path::String)::Instance
 end
 
 
-function parse(json::Dict)::Instance
+function parse(json)::Instance
     basedir = dirname(@__FILE__)
     json_schema = JSON.parsefile("$basedir/schemas/input.json")
     validate(json, Schema(json_schema))
@@ -209,3 +214,55 @@ function parse(json::Dict)::Instance
     
     return Instance(T, products, collection_centers, plants, building_period)
 end
+
+
+"""
+    _compress(instance::Instance)
+
+Create a single-period instance from a multi-period one. Specifically,
+replaces every time-dependent attribute, such as initial_amounts,
+by a list with a single element, which is either a sum, an average,
+or something else that makes sense to that specific attribute.
+"""
+function _compress(instance::Instance)::Instance
+    T = instance.time
+    compressed = deepcopy(instance)
+    compressed.time = 1
+    compressed.building_period = [1]
+    
+    # Compress products
+    for p in compressed.products
+        p.transportation_cost = [mean(p.transportation_cost)]
+        p.transportation_energy = [mean(p.transportation_energy)]
+        for (emission_name, emission_value) in p.transportation_emissions
+            p.transportation_emissions[emission_name] = [mean(emission_value)]
+        end
+    end
+    
+    # Compress collection centers
+    for c in compressed.collection_centers
+        c.amount = [maximum(c.amount) * T]
+    end
+    
+    # Compress plants
+    for plant in compressed.plants
+        plant.energy = [mean(plant.energy)]
+        for (emission_name, emission_value) in plant.emissions
+            plant.emissions[emission_name] = [mean(emission_value)]
+        end
+        for s in plant.sizes
+            s.capacity *= T
+            s.variable_operating_cost = [mean(s.variable_operating_cost)]
+            s.opening_cost = [s.opening_cost[1]]
+            s.fixed_operating_cost = [sum(s.fixed_operating_cost)]
+        end
+        for (prod_name, disp_limit) in plant.disposal_limit
+            plant.disposal_limit[prod_name] = [sum(disp_limit)]
+        end
+        for (prod_name, disp_cost) in plant.disposal_cost
+            plant.disposal_cost[prod_name] = [mean(disp_cost)]
+        end
+    end
+    
+    return compressed
+end

src/model.jl

@@ -197,7 +197,9 @@ default_lp_optimizer = optimizer_with_attributes(Clp.Optimizer, "LogLevel" => 0)
 
 function solve(instance::Instance;
                optimizer=nothing,
-               output=nothing)
+               output=nothing,
+               marginal_costs=true,
+              )
     
     milp_optimizer = lp_optimizer = optimizer
     if optimizer == nothing
@@ -224,20 +226,22 @@ function solve(instance::Instance;
         return OrderedDict()
     end
     
-    @info "Re-optimizing with integer variables fixed..."
+    if marginal_costs
-    all_vars = JuMP.all_variables(model.mip)
+        @info "Re-optimizing with integer variables fixed..."
-    vals = OrderedDict(var => JuMP.value(var) for var in all_vars)
+        all_vars = JuMP.all_variables(model.mip)
-    JuMP.set_optimizer(model.mip, lp_optimizer)
+        vals = OrderedDict(var => JuMP.value(var) for var in all_vars)
-    for var in all_vars
+        JuMP.set_optimizer(model.mip, lp_optimizer)
-        if JuMP.is_binary(var)
+        for var in all_vars
-            JuMP.unset_binary(var)
+            if JuMP.is_binary(var)
-            JuMP.fix(var, vals[var])
+                JuMP.unset_binary(var)
+                JuMP.fix(var, vals[var])
+            end
         end
+        JuMP.optimize!(model.mip)
     end
-    JuMP.optimize!(model.mip)
     
     @info "Extracting solution..."
-    solution = get_solution(model)
+    solution = get_solution(model, marginal_costs=marginal_costs)
     
     if output != nothing
         @info "Writing solution: $output"
@@ -249,13 +253,43 @@ function solve(instance::Instance;
     return solution
 end
 
-function solve(filename::String; kwargs...)
+function solve(filename::AbstractString;
+               heuristic=false,
+               kwargs...,
+              )
     @info "Reading $filename..."
     instance = RELOG.parsefile(filename)
-    return solve(instance; kwargs...)
+    if heuristic
+        @info "Solving single-period version..."
+        compressed = _compress(instance)
+        csol = solve(compressed;
+                     output=nothing,
+                     marginal_costs=false,
+                     kwargs...)
+        @info "Filtering candidate locations..."
+        selected_pairs = []
+        for (plant_name, plant_dict) in csol["Plants"]
+            for (location_name, location_dict) in plant_dict
+                push!(selected_pairs, (plant_name, location_name))
+            end
+        end
+        filtered_plants = []
+        for p in instance.plants
+            if (p.plant_name, p.location_name) in selected_pairs
+                push!(filtered_plants, p)
+            end
+        end
+        instance.plants = filtered_plants
+        @info "Solving original version..."
+    end
+    sol = solve(instance; kwargs...)
+    return sol
 end
 
-function get_solution(model::ManufacturingModel)
+
+function get_solution(model::ManufacturingModel;
+                      marginal_costs=true,
+                     )
     mip, vars, eqs, graph, instance = model.mip, model.vars, model.eqs, model.graph, model.instance
     T = instance.time
     
@@ -291,15 +325,17 @@ function get_solution(model::ManufacturingModel)
     end
     
     # Products
-    for n in graph.collection_shipping_nodes
+    if marginal_costs
-        location_dict = OrderedDict{Any, Any}(
+        for n in graph.collection_shipping_nodes
-            "Marginal cost (\$/tonne)" => [round(abs(JuMP.shadow_price(eqs.balance[n, t])), digits=2)
+            location_dict = OrderedDict{Any, Any}(
-                                           for t in 1:T],
+                "Marginal cost (\$/tonne)" => [round(abs(JuMP.shadow_price(eqs.balance[n, t])), digits=2)
-        )
+                                               for t in 1:T]
-        if n.product.name ∉ keys(output["Products"])
+            )
-            output["Products"][n.product.name] = OrderedDict()
+            if n.product.name ∉ keys(output["Products"])
+                output["Products"][n.product.name] = OrderedDict()
+            end
+            output["Products"][n.product.name][n.location.name] = location_dict
         end
-        output["Products"][n.product.name][n.location.name] = location_dict
     end
     
     # Plants

test/instance_test.jl

@@ -11,7 +11,6 @@ using RELOG
         centers = instance.collection_centers
         plants = instance.plants
         products = instance.products
-        
         location_name_to_plant = Dict(p.location_name => p for p in plants)
         product_name_to_product = Dict(p.name => p for p in products)
         
@@ -75,5 +74,54 @@ using RELOG
     @testset "validate timeseries" begin
         @test_throws String RELOG.parsefile("fixtures/s1-wrong-length.json")
     end
+    
+    @testset "compress" begin
+        basedir = dirname(@__FILE__)
+        instance = RELOG.parsefile("$basedir/../instances/s1.json")
+        compressed = RELOG._compress(instance)
+        
+        product_name_to_product = Dict(p.name => p for p in compressed.products)
+        location_name_to_facility = Dict()
+        for p in compressed.plants
+            location_name_to_facility[p.location_name] = p
+        end
+        for c in compressed.collection_centers
+            location_name_to_facility[c.name] = c
+        end
+        
+        p1 = product_name_to_product["P1"]
+        p2 = product_name_to_product["P2"]
+        p3 = product_name_to_product["P3"]
+        c1 = location_name_to_facility["C1"]
+        l1 = location_name_to_facility["L1"]
+
+        @test compressed.time == 1
+        @test compressed.building_period == [1]
+
+        @test p1.name == "P1"
+        @test p1.transportation_cost ≈ [0.015]
+        @test p1.transportation_energy ≈ [0.115]
+        @test p1.transportation_emissions["CO2"] ≈ [0.051]
+        @test p1.transportation_emissions["CH4"] ≈ [0.0025]
+        
+        @test c1.name == "C1"
+        @test c1.amount ≈ [1869.12]
+        
+        @test l1.plant_name == "F1"
+        @test l1.location_name == "L1"
+        @test l1.energy ≈ [0.115]
+        @test l1.emissions["CO2"] ≈ [0.051]
+        @test l1.emissions["CH4"] ≈ [0.0025]
+        @test l1.sizes[1].opening_cost ≈ [500]
+        @test l1.sizes[2].opening_cost ≈ [1250]
+        @test l1.sizes[1].fixed_operating_cost ≈ [60]
+        @test l1.sizes[2].fixed_operating_cost ≈ [60]
+        @test l1.sizes[1].variable_operating_cost ≈ [30]
+        @test l1.sizes[2].variable_operating_cost ≈ [30]
+        @test l1.disposal_limit[p2] ≈ [2.0]
+        @test l1.disposal_limit[p3] ≈ [2.0]
+        @test l1.disposal_cost[p2] ≈ [-10.0]
+        @test l1.disposal_cost[p3] ≈ [-10.0]        
+    end
 end
 

test/model_test.jl

@@ -41,7 +41,7 @@ using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
         #MOI.write_to_file(dest, "model.lp")
     end
 
-    @testset "solve" begin
+    @testset "solve (exact)" begin
         solution_filename = tempname()
         solution = RELOG.solve("$(pwd())/../instances/s1.json",
                                output=solution_filename)
@@ -58,6 +58,12 @@ using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
         @test "F3" in keys(solution["Plants"])
         @test "F4" in keys(solution["Plants"])
     end
+    
+    
+    @testset "solve (heuristic)" begin
+        # Should not crash
+        solution = RELOG.solve("$(pwd())/../instances/s1.json", heuristic=true)
+    end
 
     @testset "infeasible solve" begin
         json = JSON.parsefile("$(pwd())/../instances/s1.json")
@@ -66,7 +72,6 @@ using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
         end
         RELOG.solve(RELOG.parse(json))
     end
-
 end