I'm new to Pyomo and I need help writing this equation in Pyomo.
I'm trying to write a (ranged inequality) constraint equation in Pyomo.
Here is the equation:
So far I wrote these 2 versions:
Version 1: Not sure if this correct
model.amount_of_energy_con = pe.ConstraintList()
for t in model.time:
lhs = 0
rhs = sum(model.c_ratings[s] * model.boat_capacity * model.charging[b, t, s] * model.boats_availability[b][t] for b in model.boats for s in model.chargers)
body = sum(model.charge_energy[b, t, s] for b in model.boats for s in model.chargers)
model.amount_of_energy_con.add(lhs <= body)
model.amount_of_energy_con.add(body <= rhs)
Version 2: I think this is not correct
model.amount_of_energy_con = pe.ConstraintList()
for t in model.time:
lhs = 0
rhs = sum(model.c_ratings[s] * model.boat_capacity * model.charging[b, t, s] * model.boats_availability[b][t] for b in model.boats for s in model.chargers)
body = sum(model.charge_energy[b, t, s] for b in model.boats for s in model.chargers)
#model.amount_of_energy_con.add(expr=pe.inequality(lhs, body, rhs))
model.amount_of_energy_con.add(lhs, body, rhs)
Note:
All the subscripts in the equation are elements of 3 different sets. s Elements of Set S (model.chargers), b Elements of Set B (model.boats), t Elements of Set T (model.time).
C-rate, Availability, Battery capacity are given parameters while E and Charging are Variables in Pyomo.
Please, let me know what you think and how to write it in Pyomo. Generally if there is something you think I'm doing wrong, please me know and also if you need my full code, data and further explanation let me know as well.
Thank you so much for your help
This solution works for me:
model.amount_of_energy_con = pe.ConstraintList()
for t in model.time:
for b in model.boats:
for s in model.chargers:
lhs = model.charge_energy[b, t, s]
rhs = model.c_rating[s] * model.boat_battery_capacity * boats_availability[b, t] * model.charging[b, t, s]
model.amount_of_energy_con.add(expr= (lhs <= rhs))
The problem with those previous versions I posted above in the question are:
The sum() function/ method will do sum of the variables and parameters which is not what I want because the equation doesn't have summation. The 2 versions above will work if we are trying to do summation of the variables on the right and left hand side separately.
The 0 in the range inequalities/ left hand side was covered using the "within parameter" when writing the charge_energy variable as follows model.charge_energy = pe.Var(model.boats, model.time, model.chargers, within=pe.NonNegativeReals).
Thank you.
I'm trying to do one task, but I just can't figure it out.
This is my function:
1/(x**1/n) + 1/(y**1/n) + 1/(z**1/n) - 1
I want that sum to be as close to 1 as possible.
And these are my input variables (x,y,z):
test = np.array([1.42, 5.29, 7.75])
So n is the only decision variable.
To summarize:
I have a situation like this right now:
1/(1.42**1/1) + 1/(5.29**1/1) + 1/(7.75**1/1) = 1.02229
And I want to get the following:
1/(1.42^(1/0.972782944446024)) + 1/(5.29^(1/0.972782944446024)) + 1/(7.75^(1/0.972782944446024)) = 0.999625
So far I have roughly nothing, and any help is welcome.
import numpy as np
from scipy.optimize import minimize
def objectiv(xyz):
x = xyz[0]
y = xyz[1]
z = xyz[2]
n = 1
return 1/(x**(1/n)) + 1/(y**(1/n)) + 1/(z**(1/n))
test = np.array([1.42, 5.29, 7.75])
print(objectiv(test))
OUTPUT: 1.0222935270013889
How to properly define a constraint?
def conconstraint(xyz):
x = xyz[0]
y = xyz[1]
z = xyz[2]
n = 1
return 1/(x**(1/n)) + 1/(y**(1/n)) + 1/(z**(1/n)) - 1
And it is not at all clear to me how and what to do with n?
EDIT
I managed to do the following:
def objective(n,*args):
x = odds[0]
y = odds[1]
z = odds[2]
return abs((1/(x**(1/n)) + 1/(y**(1/n)) + 1/(z**(1/n))) - 1)
odds = [1.42,5.29,7.75]
solve = minimize(objective,1.0,args=(odds))
And my output:
fun: -0.9999999931706812
x: array([0.01864994])
And really when put in the formula:
(1/(1.42^(1/0.01864994)) + 1/(5.29^(1/0.01864994)) + 1/(7.75^(1/0.01864994))) -1 = -0.999999993171
Unfortunately I need a positive 1 and I have no idea what to change.
We want to find n that gets our result for a fixed x, y, and z as close as possible to 1. minimize tries to get the lowest possible value for something, without negative bound; -3 is better than -2, and so on.
So what we actually want is called least-squares optimization. Similar idea, though. This documentation is a bit hard to understand, so I'll try to clarify:
All these optimization functions have a common design where you pass in a callable that takes at least one parameter, the one you want to optimize for (in your case, n). Then you can have it take more parameters, whose values will be fixed according to what you pass in.
In your case, you want to be able to solve the optimization problem for different values of x, y and z. So you make your callback accept n, x, y, and z, and pass the x, y, and z values to use when you call scipy.optimize.least_squares. You pass these using the args keyword argument (notice that it is not *args). We can also supply an initial guess of 1 for the n value, which the algorithm will refine.
The rest is customization that is not relevant for our purposes.
So, first let us make the callback:
def objective(n, x, y, z):
return 1/(x**(1/n)) + 1/(y**(1/n)) + 1/(z**(1/n))
Now our call looks like:
best_n = least_squares(objective, 1.0, args=np.array([1.42, 5.29, 7.75]))
(You can call minimize the same way, and it will instead look for an n value to make the objective function return as low a value as possible. If I am thinking clearly: the guess for n should trend towards zero, making the denominators increase without bound, making the sum of the reciprocals go towards zero; negative values are not possible. However, it will stop when it gets close to zero, according to the default values for ftol, xtol and gtol. To understand this part properly is beyond the scope of this answer; please try on math.stackexchange.com.)
I want to solve a (convex) mixed integer program as well as its continuous relaxation using cvxpy. Is there a way to use the same implementation of the objective and the constraints for both calculations?
As an example, take a look at the MIP example problem from the cvxpy website with some added constraint 'x[0]>=2':
np.random.seed(0)
m, n= 40, 25
A = np.random.rand(m, n)
b = np.random.randn(m)
# Construct a CVXPY problem
x = cp.Variable(n, integer=True) # x is an integer variable
obj = cp.sum_squares(A#x - b)
objective = cp.Minimize(obj)
constraint = [x[0] >= 2]
prob = cp.Problem(objective, constraint)
prob.solve()
print("The optimal value is", prob.value)
print("A solution x is")
print(x.value)
x = cp.Variable(n) # Now, x is no longer an integer variable but continuous
obj = cp.sum_squares(A#x - b) # I want to leave out this line (1)
constraint = [x[0] >= 2] # I want to leave out this line (2)
objective = cp.Minimize(obj)
prob = cp.Problem(objective, constraint)
prob.solve()
print("The optimal value is", prob.value)
print("A solution x is")
print(x.value)
When leaving out line (2), the problem is solved without the constraint. When leaving out line (1), the mixed integer problem is solved (so, changing 'x' to a continuous variable did not have any effect).
I want to avoid reimplementing the objective function and constraints because a missed copy and paste may lead to weird, hard-to-find errors.
Thank you for your help!
Edit: Thank you, Sascha, for your reply. You are right, outsourcing the model building solves the problem. So
class ModelBuilder:
m, n = 40, 25
A = np.random.rand(m, n)
b = np.random.randn(m)
def __init__(self, solve_continuous):
np.random.seed(0)
if solve_continuous:
self.x = cp.Variable(self.n)
else:
self.x = cp.Variable(self.n, integer=True)
#staticmethod
def constraint_func(x):
return [x[0] >= 2]
def objective_func(self, x):
return cp.sum_squares(self.A#x - self.b)
def build_problem(self):
objective = cp.Minimize(self.objective_func(self.x))
constraint = self.constraint_func(self.x)
return cp.Problem(objective, constraint)
# Construct and solve mixed integer problem
build_cont_model = False
MIP_Model = ModelBuilder(build_cont_model)
MIP_problem = MIP_Model.build_problem()
MIP_problem.solve()
print("The optimal value is", MIP_problem.value)
print("A solution x is")
print(MIP_Model.x.value)
# Construct and solve continuous problem
build_cont_model = True
Cont_Model = ModelBuilder(build_cont_model)
Cont_problem = Cont_Model.build_problem()
Cont_problem.solve()
print("The optimal value is", Cont_problem.value)
print("A solution x is")
print(Cont_Model.x.value)
works just as expected. Since I did not have this simple idea, it shows me that I do not yet understand the concept of applying a cvxpy.Variable to an expression.
In my first attempt, I defined variable x and used it when defining obj. Then, I changed the value of x (one line before (1)). I thought that obj was linked to x by a pointer or something similar, so that it would change its behavior, as well. Apparently, this is not the case.
Do you know any resources that could help me understand this behavior? Or is it obvious to anyone that is familiar with Python? Then, where could I learn about it?
The subset sum problem is well-known for being NP-complete, but there are various tricks to solve versions of the problem somewhat quickly.
The usual dynamic programming algorithm requires space that grows with the target sum. My question is: can we reduce this space requirement?
I am trying to solve a subset sum problem with a modest number of elements but a very large target sum. The number of elements is too large for the exponential time algorithm (and shortcut method) and the target sum is too large for the usual dynamic programming method.
Consider this toy problem that illustrates the issue. Given the set A = [2, 3, 6, 8] find the number of subsets that sum to target = 11 . Enumerating all subsets we see the answer is 2: (3, 8) and (2, 3, 6).
The dynamic programming solution gives the same result, of course - ways[11] returns 2:
def subset_sum(A, target):
ways = [0] * (target + 1)
ways[0] = 1
ways_next = ways[:]
for x in A:
for j in range(x, target + 1):
ways_next[j] += ways[j - x]
ways = ways_next[:]
return ways[target]
Now consider targeting the sum target = 1100 the set A = [200, 300, 600, 800]. Clearly there are still 2 solutions: (300, 800) and (200, 300, 600). However, the ways array has grown by a factor of 100.
Is it possible to skip over certain weights when filling out the dynamic programming storage array? For my example problem I could compute the greatest common denominator of the input set and then reduce all items by that constant, but this won't work for my real application.
This SO question is related, but those answers don't use the approach I have in mind. The second comment by Akshay on this page says:
...in the cases where n is very small (eg. 6) and sum is very large
(eg. 1 million) then the space complexity will be too large. To avoid
large space complexity n HASHTABLES can be used.
This seems closer to what I'm looking for, but I can't seem to actually implement the idea. Is this really possible?
Edited to add: A smaller example of a problem to solve. There is 1 solution.
target = 5213096522073683233230240000
A = [2316931787588303659213440000,
1303274130518420808307560000,
834095443531789317316838400,
579232946897075914803360000,
425558899761116998631040000,
325818532629605202076890000,
257436865287589295468160000,
208523860882947329329209600,
172333769324749858949760000,
144808236724268978700840000,
123386899930738064691840000,
106389724940279249657760000,
92677271503532146368537600,
81454633157401300519222500,
72153585080604612224640000,
64359216321897323867040000,
57762842349846905631360000,
52130965220736832332302400,
47284322195679666514560000,
43083442331187464737440000,
39418499221729173786240000,
36202059181067244675210000,
33363817741271572692673536,
30846724982684516172960000,
28604096143065477274240000,
26597431235069812414440000,
24794751591313594450560000,
23169317875883036592134400,
21698632766175580575360000,
20363658289350325129805625,
19148196591638873216640000,
18038396270151153056160000,
17022355990444679945241600]
A real problem is:
target = 262988806539946324131984661067039976436265064677212251086885351040000
A = [116883914017753921836437627140906656193895584300983222705282378240000,
65747201634986581032996165266759994109066266169303062771721337760000,
42078209046391411861117545770726396229802410348353960173901656166400,
29220978504438480459109406785226664048473896075245805676320594560000,
21468474003260924418937523352411426647858372626711204170357987840000,
16436800408746645258249041316689998527266566542325765692930334440000,
12987101557528213537381958571211850688210620477887024745031375360000,
10519552261597852965279386442681599057450602587088490043475414041600,
8693844844295746252297013588993057072273225278585528961549928960000,
7305244626109620114777351696306666012118474018811451419080148640000,
6224587137040149683597270084426981690799173128454727836375984640000,
5367118500815231104734380838102856661964593156677801042589496960000,
4675356560710156873457505085636266247755823372039328908211295129600,
4109200102186661314562260329172499631816641635581441423232583610000,
3639983481521748430892521260443459881470796742937193786669693440000,
3246775389382053384345489642802962672052655119471756186257843840000,
2914003396564502206448583502127866774917064428556368433095682560000,
2629888065399463241319846610670399764362650646772122510868853510400,
2385386000362324935437502594712380738650930291856800463373109760000,
2173461211073936563074253397248264268068306319646382240387482240000,
1988573206351200938616141104476672789688204647842814753019927040000,
1826311156527405028694337924076666503029618504702862854770037160000,
1683128361855656474444701830829055849192096413934158406956066246656,
1556146784260037420899317521106745422699793282113681959093996160000,
1443011284169801504153550952356872298690068941987447193892375040000,
1341779625203807776183595209525714165491148289169450260647374240000,
1250838556670374906691960338012080744048823137584838292922165760000,
1168839140177539218364376271409066561938955843009832227052823782400,
1094646437211014876720019400903392201607763016346356924399106560000,
1027300025546665328640565082293124907954160408895360355808145902500,
965982760477305139144112620999228563585913919842836551283325440000,
909995870380437107723130315110864970367699185734298446667423360000,
858738960130436976757500934096457065914334905068448166814319513600,
811693847345513346086372410700740668013163779867939046564460960000,
768411414287644482489363509326632509674989232073666182868912640000,
728500849141125551612145875531966693729266107139092108273920640000,
691620793004461075955252231602997965644352569828303092930664960000,
657472016349865810329961652667599941090662661693030627717213377600,
625791330255672395317036671188673352614551016483550865168079360000,
596346500090581233859375648678095184662732572964200115843277440000,
568931977371436071675467087219123799753953628290345594563299840000,
543365302768484140768563349312066067017076579911595560096870560000,
519484062301128541495278342848474027528424819115480989801255014400,
497143301587800234654035276119168197422051161960703688254981760000,
476213321032044045508347054897310957784092466595223632570186240000,
456577789131851257173584481019166625757404626175715713692509290000,
438132122515529069774235170457376054037925971973698044293020160000,
420782090463914118611175457707263962298024103483539601739016561664,
404442609057972047876946806715939986830088526993021531852188160000,
389036696065009355224829380276686355674948320528420489773499040000,
374494562534633427030238036407319297168052779889230688624970240000,
360752821042450376038387738089218074672517235496861798473093760000,
347753793771829850091880543559722282890929011143421158461997158400,
335444906300951944045898802381428541372787072292362565161843560000,
323778155173833578494287055791985197213007158728485381455075840000,
312709639167593726672990084503020186012205784396209573230541440000,
302199145693704480473409550206308504954053507241841138853071360000,
292209785044384804591094067852266640484738960752458056763205945600,
282707666261699891568916593460940582033071824431295083135592960000,
273661609302753719180004850225848050401940754086589231099776640000,
265042888929147215048611399412486748738992254650755607041456640000,
256825006386666332160141270573281226988540102223840088952036475625,
248983485481605987343890803377079267631966925138189113455039385600,
241495690119326284786028155249807140896478479960709137820831360000,
234340660761814501342824380545368657996226388663143017230461440000,
227498967595109276930782578777716242591924796433574611666855840000,
220952578483466770957349011608519198854244960871423861446658560000,
214684740032609244189375233524114266478583726267112041703579878400,
208679870295533683104133831435857945991878646837700655494453760000,
202923461836378336521593102675185167003290944966984761641115240000,
197401994025105141026072179446079922264038329650750423033879040000,
192102853571911120622340877331658127418747308018416545717228160000,
187014262428406274938300203425450649910232934881573156328451805184,
182125212285281387903036468882991673432316526784773027068480160000,
177425404985627474536673746714144021883127046501745489011223040000,
172905198251115268988813057900749491411088142457075773232666240000,
168555556186474170249629649778586749838977769381324948621621760000,
164368004087466452582490413166899985272665665423257656929303344400]
In the particular comment you linked to, the suggestion is to use a hashtable to only store values which actually arise as a sum of some subset. In the worst case, this is exponential in the number of elements, so it is basically equivalent to the brute force approach you already mentioned and ruled out.
In general, there are two parameters to the problem - the number of elements in the set and the size of the target sum. Naive brute force is exponential in the first, while the standard dynamic programming solution is exponential in the second. This works well when one of the parameters is small, but you already indicated that both parameters are too big for an exponential solution. Therefore, you are stuck with the "hard" general case of the problem.
Most NP-Complete problems have some underlying graph whether implicit or explicit. Using graph partitioning and DP, it can be solved exponential in the treewidth of the graph but only polynomial in the size of the graph with treewidth held constant. Of course, without access to your data, it is impossible to say what the underlying graph might look like or whether it is in one of the classes of graphs that have bounded treewidths and hence can be solved efficiently.
Edit: I just wrote the following code to show what I meant by reducing it mod small numbers. The following code solves your first problem in less than a second, but it doesn't work on the larger problem (though it does reduce it to n=57, log(t)=68).
target = 5213096522073683233230240000
A = [2316931787588303659213440000,
1303274130518420808307560000,
834095443531789317316838400,
579232946897075914803360000,
425558899761116998631040000,
325818532629605202076890000,
257436865287589295468160000,
208523860882947329329209600,
172333769324749858949760000,
144808236724268978700840000,
123386899930738064691840000,
106389724940279249657760000,
92677271503532146368537600,
81454633157401300519222500,
72153585080604612224640000,
64359216321897323867040000,
57762842349846905631360000,
52130965220736832332302400,
47284322195679666514560000,
43083442331187464737440000,
39418499221729173786240000,
36202059181067244675210000,
33363817741271572692673536,
30846724982684516172960000,
28604096143065477274240000,
26597431235069812414440000,
24794751591313594450560000,
23169317875883036592134400,
21698632766175580575360000,
20363658289350325129805625,
19148196591638873216640000,
18038396270151153056160000,
17022355990444679945241600]
import itertools, time
from fractions import gcd
def gcd_r(seq):
return reduce(gcd, seq)
def miniSolve(t, vals):
vals = [x for x in vals if x and x <= t]
for k in range(len(vals)):
for sub in itertools.combinations(vals, k):
if sum(sub) == t:
return sub
return None
def tryMod(n, state, answer):
t, vals, mult = state
mods = [x%n for x in vals if x%n]
if (t%n or mods) and sum(mods) < n:
print 'Filtering with', n
print t.bit_length(), len(vals)
else:
return state
newvals = list(vals)
tmod = t%n
if not tmod:
for x in vals:
if x%n:
newvals.remove(x)
else:
if len(set(mods)) != len(mods):
#don't want to deal with the complexity of multisets for now
print 'skipping', n
else:
mini = miniSolve(tmod, mods)
if mini is None:
return None
mini = set(mini)
for x in vals:
mod = x%n
if mod:
if mod in mini:
t -= x
answer.add(x*mult)
newvals.remove(x)
g = gcd_r(newvals + [t])
t = t//g
newvals = [x//g for x in newvals]
mult *= g
return (t, newvals, mult)
def solve(t, vals):
answer = set()
mult = 1
for d in itertools.count(2):
if not t:
return answer
elif not vals or t < min(vals):
return None #no solution'
res = tryMod(d, (t, vals, mult), answer)
if res is None:
return None
t, vals, mult = res
if len(vals) < 23:
break
if (d % 10000) == 0:
print 'd', d
#don't want to deal with the complexity of multisets for now
assert(len(set(vals)) == len(vals))
rest = miniSolve(t, vals)
if rest is None:
return None
answer.update(x*mult for x in rest)
return answer
start_t = time.time()
answer = solve(target, A)
assert(answer <= set(A) and sum(answer) == target)
print answer
I'm trying to model this problem (for details on it, http://www.mpi-hd.mpg.de/personalhomes/bauke/LABS/index.php)
I've seen that the proven minimum for a sequence of 10 digits is 13. However, my application seems to be getting 12 quite frequently. This implies some kind of error in my program. Is there an obvious error in the way I've modeled those summations in this code?
def evaluate(self):
self.fitness = 10000000000 #horrible practice, I know..
h = 0
for g in range(1, len(self.chromosome) - 1):
c = self.evaluateHelper(g)
h += c**2
self.fitness = h
def evaluateHelper(self, g):
"""
Helper for evaluate function. The c sub g function.
"""
totalSum = 0
for i in range(len(self.chromosome) - g - 1):
product = self.chromosome[i] * self.chromosome[(i + g) % (len(self.chromosome))]
totalSum += product
return totalSum
I can't spot any obvious bug offhand, but you're making things really complicated, so maybe a bug's lurking and hiding somewhere. What about
def evaluateHelper(self, g):
return sum(a*b for a, b in zip(self.chromosome, self.chomosome[g:]))
this should return the same values you're computing in that subtle loop (where I think the % len... part is provably redundant). Similarly, the evaluate method seems ripe for a similar 1-liner. But, anyway...
There's a potential off-by-one issue: the formulas in the article you point to are summing for g from 1 to N-1 included -- you're using range(1, len(...)-1), whereby N-1 is excluded. Could that be the root of the problem you observe?
Your bug was here:
for i in range(len(self.chromosome) - g - 1):
The maximum value for i will be len(self.chromosome) - g - 2, because range is exclusive. Thus, you don't consider the last pair. It's basically the same as your other bug, just in a different place.