Add marginal costs to output file

Manifest.toml

@@ -11,9 +11,9 @@ version = "0.5.0"
 
 [[BinaryProvider]]
 deps = ["Libdl", "Logging", "SHA"]
-git-tree-sha1 = "428e9106b1ff27593cbd979afac9b45b82372b8c"
+git-tree-sha1 = "ecdec412a9abc8db54c0efc5548c64dfce072058"
 uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
-version = "0.5.9"
+version = "0.5.10"
 
 [[Bzip2_jll]]
 deps = ["Libdl", "Pkg"]
@@ -21,6 +21,11 @@ git-tree-sha1 = "3663bfffede2ef41358b6fc2e1d8a6d50b3c3904"
 uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0"
 version = "1.0.6+2"
 
+[[CEnum]]
+git-tree-sha1 = "1b77a77c3b28e0b3f413f7567c9bb8dd9bdccd14"
+uuid = "fa961155-64e5-5f13-b03f-caf6b980ea82"
+version = "0.3.0"
+
 [[Calculus]]
 deps = ["LinearAlgebra"]
 git-tree-sha1 = "f641eb0a4f00c343bbc32346e1217b86f3ce9dad"
@@ -33,6 +38,18 @@ git-tree-sha1 = "62d80f448b5d77b3f0a59cecf6197aad2a3aa280"
 uuid = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
 version = "0.6.7"
 
+[[Clp]]
+deps = ["BinaryProvider", "CEnum", "Clp_jll", "Libdl", "MathOptInterface", "SparseArrays"]
+git-tree-sha1 = "cb38198edf176b720461273fd4a6c678ef9b2ec5"
+uuid = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
+version = "0.8.0"
+
+[[Clp_jll]]
+deps = ["CoinUtils_jll", "CompilerSupportLibraries_jll", "Libdl", "OpenBLAS32_jll", "Osi_jll", "Pkg"]
+git-tree-sha1 = "70fe9e52fd95fa37f645e3d30f08f436cc5b1457"
+uuid = "06985876-5285-5a41-9fcb-8948a742cc53"
+version = "1.17.6+5"
+
 [[CodeTracking]]
 deps = ["InteractiveUtils", "UUIDs"]
 git-tree-sha1 = "cab4da992adc0a64f63fa30d2db2fd8bec40cab4"
@@ -41,9 +58,9 @@ version = "0.5.11"
 
 [[CodecBzip2]]
 deps = ["Bzip2_jll", "Libdl", "TranscodingStreams"]
-git-tree-sha1 = "2fee975d68f9a8b22187ae86e33c0829b30cf231"
+git-tree-sha1 = "2e62a725210ce3c3c2e1a3080190e7ca491f18d7"
 uuid = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
-version = "0.7.1"
+version = "0.7.2"
 
 [[CodecZlib]]
 deps = ["TranscodingStreams", "Zlib_jll"]
@@ -51,6 +68,12 @@ git-tree-sha1 = "ded953804d019afa9a3f98981d99b33e3db7b6da"
 uuid = "944b1d66-785c-5afd-91f1-9de20f533193"
 version = "0.7.0"
 
+[[CoinUtils_jll]]
+deps = ["CompilerSupportLibraries_jll", "Libdl", "OpenBLAS32_jll", "Pkg"]
+git-tree-sha1 = "ee1f06ab89337b7f194c29377ab174e752cdf60d"
+uuid = "be027038-0da8-5614-b30d-e42594cb92df"
+version = "2.11.3+3"
+
 [[CommonSubexpressions]]
 deps = ["Test"]
 git-tree-sha1 = "efdaf19ab11c7889334ca247ff4c9f7c322817b0"
@@ -71,9 +94,9 @@ version = "0.6.0"
 
 [[DataStructures]]
 deps = ["InteractiveUtils", "OrderedCollections"]
-git-tree-sha1 = "7d7578b00789cf16c5f68fad71868e773edd58a2"
+git-tree-sha1 = "af6d9c86e191c917c2276fbede1137e8ea20157f"
 uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
-version = "0.17.16"
+version = "0.17.17"
 
 [[Dates]]
 deps = ["Printf"]
@@ -112,9 +135,9 @@ version = "0.5.0"
 
 [[HTTP]]
 deps = ["Base64", "Dates", "IniFile", "MbedTLS", "Sockets"]
-git-tree-sha1 = "fe31f4ff144392ad8176f5c7c03cca6ba320271c"
+git-tree-sha1 = "ec87d5e2acbe1693789efbbe14f5ea7525758f71"
 uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3"
-version = "0.8.14"
+version = "0.8.15"
 
 [[IniFile]]
 deps = ["Test"]
@@ -146,9 +169,9 @@ version = "0.21.2"
 
 [[JuliaInterpreter]]
 deps = ["CodeTracking", "InteractiveUtils", "Random", "UUIDs"]
-git-tree-sha1 = "4ab65b7deb5af83f022f26ad3351a3bd5d80c6e2"
+git-tree-sha1 = "adfa56c6a1066d3baadb5d2a070d0f966d880a6d"
 uuid = "aa1ae85d-cabe-5617-a682-6adf51b2e16a"
-version = "0.7.16"
+version = "0.7.17"
 
 [[LibGit2]]
 deps = ["Printf"]
@@ -212,6 +235,12 @@ git-tree-sha1 = "928b8ca9b2791081dc71a51c55347c27c618760f"
 uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
 version = "0.3.3"
 
+[[OpenBLAS32_jll]]
+deps = ["CompilerSupportLibraries_jll", "Libdl", "Pkg"]
+git-tree-sha1 = "793b33911239d2651c356c823492b58d6490d36a"
+uuid = "656ef2d0-ae68-5445-9ca0-591084a874a2"
+version = "0.3.9+4"
+
 [[OpenSpecFun_jll]]
 deps = ["CompilerSupportLibraries_jll", "Libdl", "Pkg"]
 git-tree-sha1 = "d51c416559217d974a1113522d5919235ae67a87"
@@ -223,6 +252,12 @@ git-tree-sha1 = "12ce190210d278e12644bcadf5b21cbdcf225cd3"
 uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
 version = "1.2.0"
 
+[[Osi_jll]]
+deps = ["CoinUtils_jll", "CompilerSupportLibraries_jll", "Libdl", "OpenBLAS32_jll", "Pkg"]
+git-tree-sha1 = "bd436a97280df40938e66ae8d18e57aceb072856"
+uuid = "7da25872-d9ce-5375-a4d3-7a845f58efdd"
+version = "0.108.5+3"
+
 [[Parsers]]
 deps = ["Dates", "Test"]
 git-tree-sha1 = "f0abb338b4d00306500056a3fd44c221b8473ef2"
@@ -253,9 +288,9 @@ uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [[Revise]]
 deps = ["CodeTracking", "Distributed", "FileWatching", "JuliaInterpreter", "LibGit2", "LoweredCodeUtils", "OrderedCollections", "Pkg", "REPL", "UUIDs", "Unicode"]
-git-tree-sha1 = "3185d2ee31756af9e20ce045ddfaedcd0df9e4aa"
+git-tree-sha1 = "adb8b66d5e53151628a9bcf51049ed70c8fa7626"
 uuid = "295af30f-e4ad-537b-8983-00126c2a3abe"
-version = "2.6.6"
+version = "2.7.0"
 
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"

Project.toml

@@ -5,6 +5,7 @@ version = "0.1.0"
 
 [deps]
 Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
+Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
 Geodesy = "0ef565a4-170c-5f04-8de2-149903a85f3d"
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 JSONSchema = "7d188eb4-7ad8-530c-ae41-71a32a6d4692"

instances/solutions/s1.json

@@ -47,8 +47,8 @@
           0.0
         ],
         "capacity": [
-          1.0e8,
+          15000.0,
-          1.0e8
+          15000.0
         ]
       }
     },
@@ -66,8 +66,8 @@
         },
         "latitude": 0.0,
         "expansion cost": [
-          750.0,
+          0.0,
-          0.0
+          750.0
         ],
         "output": {
           "dispose": {
@@ -134,8 +134,8 @@
           "Origin": {
             "C3": {
               "amount": [
-                212.97,
+                212.97000000000003,
-                212.97
+                212.97000000000003
               ],
               "latitude": 84.0,
               "distance": 8889.75,
@@ -145,8 +145,8 @@
                 6389.1
               ],
               "transportation cost": [
-                3.19455,
+                3.1945500000000004,
-                3.19455
+                3.1945500000000004
               ]
             },
             "C7": {
@@ -168,19 +168,19 @@
             },
             "C5": {
               "amount": [
-                510.33,
+                510.3299999999999,
-                510.33
+                510.3299999999999
               ],
               "latitude": 32.0,
               "distance": 9148.52,
               "longitude": 92.0,
               "variable operating cost": [
-                15309.9,
+                15309.899999999998,
-                15309.9
+                15309.899999999998
               ],
               "transportation cost": [
-                7.6549499999999995,
+                7.654949999999999,
-                7.6549499999999995
+                7.654949999999999
               ]
             },
             "C9": {
@@ -218,14 +218,14 @@
             747.728
           ],
           "P3": [
-            1869.3199999999997,
+            1869.32,
-            1869.3199999999997
+            1869.32
           ]
         },
         "latitude": 0.5,
         "expansion cost": [
-          3738.6399999999967,
+          0.0,
-          0.0
+          3364.7759999999994
         ],
         "output": {
           "dispose": {},
@@ -247,8 +247,8 @@
               "F4": {
                 "L6": {
                   "amount": [
-                    1869.3199999999997,
+                    1869.32,
-                    1869.3199999999997
+                    1869.32
                   ],
                   "latitude": 50.0,
                   "distance": 6828.89,
@@ -391,12 +391,12 @@
           }
         },
         "opening cost": [
-          1000.0,
+          999.9999999999999,
           0.0
         ],
         "capacity": [
           3738.6399999999994,
-          3738.6399999999967
+          3738.6399999999994
         ]
       }
     },
@@ -496,12 +496,12 @@
           }
         },
         "opening cost": [
-          3000.0,
+          2999.9999999999995,
           0.0
         ],
         "capacity": [
-          946.728,
+          10000.0,
-          1.0e8
+          10000.0
         ]
       }
     },
@@ -547,19 +547,19 @@
             },
             "L2": {
               "amount": [
-                1869.3199999999997,
+                1869.32,
-                1869.3199999999997
+                1869.32
               ],
               "latitude": 0.5,
               "distance": 6828.89,
               "longitude": 0.5,
               "variable operating cost": [
-                -28039.799999999996,
+                -28039.8,
-                -28039.799999999996
+                -28039.8
               ],
               "transportation cost": [
-                23.3665,
+                23.366500000000002,
-                23.3665
+                23.366500000000002
               ]
             }
           },
@@ -588,8 +588,72 @@
           0.0
         ],
         "capacity": [
-          1.0e8,
+          10000.0,
-          1.0e8
+          10000.0
+        ]
+      }
+    }
+  },
+  "products": {
+    "P1": {
+      "C1": {
+        "marginal cost": [
+          133.59,
+          134.49
+        ]
+      },
+      "C2": {
+        "marginal cost": [
+          150.81,
+          151.71
+        ]
+      },
+      "C3": {
+        "marginal cost": [
+          250.83,
+          251.73
+        ]
+      },
+      "C8": {
+        "marginal cost": [
+          199.65,
+          200.55
+        ]
+      },
+      "C6": {
+        "marginal cost": [
+          217.26,
+          218.16
+        ]
+      },
+      "C10": {
+        "marginal cost": [
+          208.54,
+          209.44
+        ]
+      },
+      "C4": {
+        "marginal cost": [
+          160.36,
+          161.26
+        ]
+      },
+      "C5": {
+        "marginal cost": [
+          254.71,
+          255.61
+        ]
+      },
+      "C7": {
+        "marginal cost": [
+          245.38,
+          246.28
+        ]
+      },
+      "C9": {
+        "marginal cost": [
+          240.5,
+          241.4
         ]
       }
     }
@@ -600,8 +664,8 @@
       0.0
     ],
     "expansion": [
-      4488.639999999997,
+      0.0,
-      0.0
+      4114.776
     ],
     "variable operating": [
       216672.818,
@@ -612,8 +676,8 @@
       130.0
     ],
     "total": [
-      225904.922057,
+      221416.282057,
-      216916.282057
+      221031.05805700002
     ],
     "transportation": [
       133.464057,

instances/solutions/s1.log

@@ -1,36 +1,56 @@
-Gurobi Optimizer version 9.0.0 build v9.0.0rc2 (linux64)
+Welcome to the CBC MILP Solver 
-Optimize a model with 112 rows, 141 columns and 378 nonzeros
+Version: 2.10.3 
-Model fingerprint: 0xf1c6e6cc
+Build Date: Oct  7 2019 
-Variable types: 117 continuous, 24 integer (24 binary)
-Coefficient statistics:
-  Matrix range     [5e-02, 1e+08]
-  Objective range  [1e+00, 3e+03]
-  Bounds range     [1e+00, 1e+08]
-  RHS range        [3e+01, 1e+08]
-Found heuristic solution: objective 2000175.3046
-Presolve removed 89 rows and 110 columns
-Presolve time: 0.00s
-Presolved: 23 rows, 31 columns, 68 nonzeros
-Found heuristic solution: objective 1999822.1568
-Variable types: 25 continuous, 6 integer (6 binary)
 
-Root relaxation: objective 1.871010e+06, 9 iterations, 0.00 seconds
+command line - Cbc_C_Interface -solve -quit (default strategy 1)
+Continuous objective value is 1.86768e+06 - 0.00 seconds
+Cgl0003I 7 fixed, 0 tightened bounds, 9 strengthened rows, 0 substitutions
+Cgl0003I 0 fixed, 0 tightened bounds, 2 strengthened rows, 0 substitutions
+Cgl0003I 0 fixed, 0 tightened bounds, 1 strengthened rows, 0 substitutions
+Cgl0004I processed model has 35 rows, 55 columns (9 integer (9 of which binary)) and 211 elements
+Cbc0012I Integer solution of 1871179 found by DiveCoefficient after 0 iterations and 0 nodes (0.00 seconds)
+Cbc0038I Full problem 35 rows 55 columns, reduced to 18 rows 37 columns
+Cbc0006I The LP relaxation is infeasible or too expensive
+Cbc0013I At root node, 0 cuts changed objective from 1869627.3 to 1871179 in 1 passes
+Cbc0014I Cut generator 0 (Probing) - 0 row cuts average 0.0 elements, 1 column cuts (1 active)  in 0.000 seconds - new frequency is 1
+Cbc0014I Cut generator 1 (Gomory) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0014I Cut generator 6 (TwoMirCuts) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0014I Cut generator 7 (ZeroHalf) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
+Cbc0001I Search completed - best objective 1871178.961662621, took 2 iterations and 0 nodes (0.00 seconds)
+Cbc0035I Maximum depth 0, 5 variables fixed on reduced cost
+Cuts at root node changed objective from 1.86963e+06 to 1.87118e+06
+Probing was tried 1 times and created 1 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+Gomory was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+Knapsack was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+Clique was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+MixedIntegerRounding2 was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+FlowCover was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+TwoMirCuts was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
+ZeroHalf was tried 0 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds)
 
-    Nodes    |    Current Node    |     Objective Bounds      |     Work
+Result - Optimal solution found
- Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time
 
-     0     0 1871009.93    0    2 1999822.16 1871009.93  6.44%     -    0s
+Objective value:                1871178.96166262
-H    0     0                    1871552.8257 1871009.93  0.03%     -    0s
+Enumerated nodes:               0
+Total iterations:               2
+Time (CPU seconds):             0.01
+Time (Wallclock seconds):       0.01
 
-Explored 1 nodes (9 simplex iterations) in 0.00 seconds
+Total time (CPU seconds):       0.01   (Wallclock seconds):       0.01
-Thread count was 4 (of 16 available processors)
 
-Solution count 3: 1.87155e+06 1.99982e+06 2.00018e+06 
+Coin0506I Presolve 24 (-100) rows, 38 (-103) columns and 164 (-236) elements
-
+Clp0006I 0  Obj 1590708.5 Primal inf 13041.309 (4) Dual inf 429.24088 (24)
-Optimal solution found (tolerance 1.00e-02)
+Clp0006I 16  Obj 1871179
-Best objective 1.871552825663e+06, best bound 1.871009926997e+06, gap 0.0290%
+Clp0000I Optimal - objective value 1871179
+Coin0511I After Postsolve, objective 1871179, infeasibilities - dual 0 (0), primal 0 (0)
+Clp0032I Optimal objective 1871178.962 - 16 iterations time 0.002, Presolve 0.00
 Reading s1.json...
 Building graph...
 Building optimization model...
-Optimizing...
+Optimizing MILP...
+Re-optimizing with integer variables fixed...
 Extracting solution...

src/model.jl

@@ -2,19 +2,20 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-using JuMP, LinearAlgebra, Geodesy, Cbc, ProgressBars
+using JuMP, LinearAlgebra, Geodesy, Cbc, Clp, ProgressBars
 
 
 mutable struct ManufacturingModel
     mip::JuMP.Model
     vars::DotDict
+    eqs::DotDict
     instance::Instance
     graph::Graph
 end
 
 
 function build_model(instance::Instance, graph::Graph, optimizer)::ManufacturingModel
-    model = ManufacturingModel(Model(optimizer), DotDict(), instance, graph)
+    model = ManufacturingModel(Model(optimizer), DotDict(), DotDict(), instance, graph)
     create_vars!(model)
     create_objective_function!(model)
     create_shipping_node_constraints!(model)
@@ -133,11 +134,16 @@ end
 
 function create_shipping_node_constraints!(model::ManufacturingModel)
     mip, vars, graph, T = model.mip, model.vars, model.graph, model.instance.time
+    eqs = model.eqs
+    
+    eqs.balance = Dict()
     
     for t in 1:T
         # Collection centers
         for n in graph.collection_shipping_nodes
-            @constraint(mip, sum(vars.flow[a, t] for a in n.outgoing_arcs) == n.location.amount[t])
+            eqs.balance[n, t] = @constraint(mip,
+                                            sum(vars.flow[a, t] for a in n.outgoing_arcs)
+                                              == n.location.amount[t])
         end
 
         # Plants
@@ -188,7 +194,7 @@ function create_process_node_constraints!(model::ManufacturingModel)
     end
 end
 
-function solve(filename::String; optimizer=Cbc.Optimizer)
+function solve(filename::String; optimizer=Cbc.Optimizer, lp_optimizer=Clp.Optimizer)
     println("Reading $filename...")
     instance = RELOG.load(filename)
     
@@ -198,7 +204,19 @@ function solve(filename::String; optimizer=Cbc.Optimizer)
     println("Building optimization model...")
     model = RELOG.build_model(instance, graph, optimizer)
     
-    println("Optimizing...")
+    println("Optimizing MILP...")
+    JuMP.optimize!(model.mip)
+    
+    println("Re-optimizing with integer variables fixed...")
+    all_vars = JuMP.all_variables(model.mip)
+    vals = Dict(var => JuMP.value(var) for var in all_vars)
+    JuMP.set_optimizer(model.mip, lp_optimizer)
+    for var in all_vars
+        if JuMP.is_binary(var)
+            JuMP.unset_binary(var)
+            JuMP.fix(var, vals[var])
+        end
+    end
     JuMP.optimize!(model.mip)
     
     println("Extracting solution...")
@@ -206,11 +224,12 @@ function solve(filename::String; optimizer=Cbc.Optimizer)
 end
 
 function get_solution(model::ManufacturingModel)
-    mip, vars, graph, instance = model.mip, model.vars, model.graph, model.instance
+    mip, vars, eqs, graph, instance = model.mip, model.vars, model.eqs, model.graph, model.instance
     T = instance.time
     
     output = Dict(
         "plants" => Dict(),
+        "products" => Dict(),
         "costs" => Dict(
             "fixed operating" => zeros(T),
             "variable operating" => zeros(T),
@@ -231,6 +250,19 @@ function get_solution(model::ManufacturingModel)
         end
     end
     
+    # Products
+    for n in graph.collection_shipping_nodes
+        location_dict = Dict{Any, Any}(
+            "marginal cost" => [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] = Dict()
+        end
+        output["products"][n.product.name][n.location.name] = location_dict
+    end
+    
+    # Plants
     for plant in instance.plants
         skip_plant = true
         process_node = plant_to_process_node[plant]

test/model_test.jl

@@ -39,7 +39,6 @@ using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
         dest = FileFormats.Model(format = FileFormats.FORMAT_LP)
         MOI.copy_to(dest, model.mip)
         MOI.write_to_file(dest, "model.lp")
-
     end
 
     @testset "solve" begin