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Add marginal costs to output file

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This commit is contained in:
Alinson S. Xavier
2020-05-29 17:32:25 -05:00
parent a368076ea2
commit b8cf6537a0
6 changed files with 234 additions and 83 deletions
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59
Manifest.toml
View File

@@ -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"

1
Project.toml
View File

@@ -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"

138
instances/solutions/s1.json
View File

@@ -47,8 +47,8 @@
0.0
],
"capacity": [
1.0e8,
1.0e8
15000.0,
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,
212.97
212.97000000000003,
212.97000000000003
],
"latitude": 84.0,
"distance": 8889.75,
@@ -145,8 +145,8 @@
6389.1
],
"transportation cost": [
3.19455,
3.19455
3.1945500000000004,
3.1945500000000004
]
},
"C7": {
@@ -168,19 +168,19 @@
},
"C5": {
"amount": [
510.33,
510.33
510.3299999999999,
510.3299999999999
],
"latitude": 32.0,
"distance": 9148.52,
"longitude": 92.0,
"variable operating cost": [
15309.9,
15309.9
15309.899999999998,
15309.899999999998
],
"transportation cost": [
7.6549499999999995,
7.6549499999999995
7.654949999999999,
7.654949999999999
]
},
"C9": {
@@ -218,14 +218,14 @@
747.728
],
"P3": [
1869.3199999999997,
1869.3199999999997
1869.32,
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,
1869.3199999999997
1869.32,
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,
1.0e8
10000.0,
10000.0
]
}
},
@@ -547,19 +547,19 @@
},
"L2": {
"amount": [
1869.3199999999997,
1869.3199999999997
1869.32,
1869.32
],
"latitude": 0.5,
"distance": 6828.89,
"longitude": 0.5,
"variable operating cost": [
-28039.799999999996,
-28039.799999999996
-28039.8,
-28039.8
],
"transportation cost": [
23.3665,
23.3665
23.366500000000002,
23.366500000000002
]
}
},
@@ -588,8 +588,72 @@
0.0
],
"capacity": [
1.0e8,
1.0e8
10000.0,
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,
216916.282057
221416.282057,
221031.05805700002
],
"transportation": [
133.464057,

74
instances/solutions/s1.log
View File

@@ -1,36 +1,56 @@
Gurobi Optimizer version 9.0.0 build v9.0.0rc2 (linux64)
Optimize a model with 112 rows, 141 columns and 378 nonzeros
Model fingerprint: 0xf1c6e6cc
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)
Welcome to the CBC MILP Solver
Version: 2.10.3
Build Date: Oct 7 2019
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
Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time
Result - Optimal solution found
0 0 1871009.93 0 2 1999822.16 1871009.93 6.44% - 0s
H 0 0 1871552.8257 1871009.93 0.03% - 0s
Objective value: 1871178.96166262
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
Thread count was 4 (of 16 available processors)
Total time (CPU seconds): 0.01 (Wallclock seconds): 0.01
Solution count 3: 1.87155e+06 1.99982e+06 2.00018e+06
Optimal solution found (tolerance 1.00e-02)
Best objective 1.871552825663e+06, best bound 1.871009926997e+06, gap 0.0290%
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)
Clp0006I 16 Obj 1871179
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...

44
src/model.jl
View File

@@ -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]

1
test/model_test.jl
View File

@@ -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