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problem.py
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problem.py
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from flopt.variable import VarElement
from flopt.expression import Expression, CustomExpression, Const
from flopt.constraint import Constraint
from flopt.solution import Solution
from flopt.constants import (
VariableType,
ExpressionType,
OptimizationType,
array_classes,
)
from flopt.env import setup_logger
logger = setup_logger(__name__)
class Problem:
"""
Interface between User and Solver
Parameters
----------
name : str
name of problem
sense : str, optional
minimize, maximize
(future satisfiability is added)
Attributes
----------
name : str
name of problem
sense : str, optional
minimize, maximize
(future satisfiability is added)
obj : Expression family
obj_name : str
name of objective
__variables : set of VarElement family
solver : Solver or None
time : float
solving time
prob_type : list of str
type of problems
Examples
--------
>>> prob = Problem(name='test')
When we want to solve the maximize problem, then
>>> prob = Problem(name='test', sense='maximize')
Input solver, when we solve
>>> solve = Solver(algo=...)
>>> prob.solve(solver=solver, timelimit=10)
After solving, we can obtain the objective value.
>>> prob.getObjectiveValue()
"""
def __init__(self, name=None, sense=OptimizationType.Minimize):
if sense == "minimize" or sense == "maximize":
logger.warning(
f"'minimize' and 'maximize' is deprecated. You have to use 'Minimize', 'Maximize', flopt.Minimize or flopt.Maximize"
)
self.type = "Problem"
self.name = name
self.sense = str(sense)
self.obj = Const(0)
self.obj_name = None
self.constraints = []
self.__variables = set()
self.solver = None
self.time = None
self.prob_type = ["blackbox"]
def setObjective(self, obj, name=None):
"""set objective function. __iadd__(), "+=" operations call this function.
Parameters
----------
obj : int, float, Variable family or Expression family
objective function
"""
if isinstance(obj, (int, float)):
obj = Const(obj)
elif isinstance(obj, VarElement):
obj = Expression(obj, Const(0), "+")
self.obj = obj
self.obj_name = name
try:
self.__variables |= obj.getVariables()
except RecursionError:
import sys
logger.warning(f"recursion reaches {sys.getrecursionlimit}")
sys.setrecursionlimit(sys.getrecursionlimit() * 100)
self.__variables |= obj.getVariables()
except Exception as e:
raise e
def setSolver(self, solver):
"""
Parameters
----------
solver : Solver
"""
self.solver = solver
def addConstraint(self, const, name=None):
"""add constraint into problem. __iadd__(), "+=" operations call this function.
Parameters
----------
const : Constraint
constraint
name : str or None
constraint name
Examples
--------
>>> import flopt
>>> prob = flopt.Problem(algo=...)
>>> x = flopt.Variable("x")
>>> y = flopt.Variable("y")
>>> prob.addConstraint(x + y >= 2)
"""
assert isinstance(
const, Constraint
), f"assume Constraint class, but got {type(const)}"
const.name = name
self.constraints.append(const)
self.__variables |= const.getVariables()
def addConstraints(self, consts, name=None):
for i, const in enumerate(consts):
_name = None if name is None else name + f"_{i}"
self.addConstraint(const, _name)
def removeDuplicatedConstraints(self):
"""Remove duplicated constraints in problem
Examples
--------
>>> import flopt
>>> a = flopt.Variable("a")
>>> b = flopt.Variable("b")
>>> c = flopt.Variable("c")
>>>
>>> prob = flopt.Problem(name="Test")
>>> prob += a + b >= 0
>>> prob += a + b >= 0
>>> prob += a >= -b
>>> prob += 0 >= -a - b
>>> prob += Sum([a, b]) >= 0
>>>
>>> len(prob.constraints)
>>> 5
>>>
>>> prob.removeDuplicatedConstraints()
>>> len(prob.constraints)
>>> 1
"""
for const in self.constraints:
const.expression = const.expression.expand()
self.constraints = list(set(self.constraints))
def getObjectiveValue(self):
"""
Returns
-------
float or int
the objective value
"""
return self.obj.value()
def getVariables(self):
"""
Returns
-------
set
set of VarElement used in this problem
"""
return self.__variables
def getConstraints(self):
"""
Returns
-------
list of Constraint
list of constraints in this problem
"""
return self.constraints
def resetVariables(self):
self.__variables = self.obj.getVariables()
for const in self.constraints:
self.__variables |= const.getVariables()
def solve(self, solver=None, timelimit=None, lowerbound=None, msg=False, **kwargs):
"""solve this problem
Parameters
----------
solver : Solver
timelimit : float
lowerbound : float
solver terminates when it obtains the solution whose objective value is lower than this
msg : bool
if true, display the message from solver
Returns
-------
Status
return the status of solving
Log
return log object
Examples
--------
>>> import flopt
>>> a = flopt.Variable("a")
>>> b = flopt.Variable("b")
>>> c = flopt.Variable("c")
>>>
>>> prob = flopt.Problem(name="Test")
>>> prob += a + b
>>> prob += a + b >= 0
>>>
>>> solver = flopt.Solver("auto")
>>> status, logs = prob.solve(solver=solver)
"""
assert solver is not None or self.solver is not None, f"solver is not specified"
if solver is not None:
self.solver = solver
if timelimit is not None:
solver.setParams(timelimit=timelimit)
if lowerbound is not None:
solver.setParams(lowerbound=lowerbound)
solver.setParams(**kwargs)
if self.sense == "maximize" or self.sense == "Maximize":
self.obj = -self.obj
solution = Solution("s", self.getVariables())
status, log, self.time = self.solver.solve(
solution,
self,
msg=msg,
)
if self.sense == "maximize" or self.sense == "Maximize":
self.obj = -self.obj
return status, log
def getSolution(self, k=1):
"""get the k-top solution
Parameters
----------
k : int
return k-top solution
"""
assert k >= 1
if k == 1:
return self.solver.best_solution
return self.solver.log.getSolution(k=k)
def setSolution(self, k=1):
"""set the k-top solution to variables
Parameters
----------
k : int
set k-top solution data to variables
"""
assert k >= 1
solution = self.getSolution(k)
var_dict = solution.toDict()
for var in self.getVariables():
var.setValue(var_dict[var.name].value())
def toProblemType(self):
"""
Returns
-------
problem_type : dict
key is "Variable", "Objective", "Constraint"
"""
problem_type = dict()
variable_types = [
VariableType.Binary,
VariableType.Integer,
VariableType.Continuous,
VariableType.Permutation,
VariableType.Number,
VariableType.Any,
]
expression_types = [
ExpressionType.Linear,
ExpressionType.Quadratic,
ExpressionType.Any,
]
# variables
prob_variables_types = set(var.type() for var in self.getVariables())
for variable_type in variable_types:
if prob_variables_types <= variable_type.expand():
problem_type["Variable"] = variable_type
break
# objective
for expression_type in expression_types:
for elm in self.obj.traverse():
if isinstance(elm, CustomExpression):
problem_type["Objective"] = ExpressionType.BlackBox
break
else:
if self.obj.type() in expression_type.expand():
problem_type["Objective"] = expression_type
break
# constraint
if not self.constraints:
problem_type["Constraint"] = ExpressionType.Non
else:
prob_expression_types = set(
const.expression.type() for const in self.getConstraints()
)
for expression_type in expression_types:
if prob_expression_types <= expression_type.expand():
problem_type["Constraint"] = expression_type
break
return problem_type
def __iadd__(self, other):
if not isinstance(other, tuple):
other = (other,)
if isinstance(other[0], Constraint):
self.addConstraint(*other)
elif isinstance(other[0], array_classes):
self.addConstraints(*other)
else:
self.setObjective(*other)
return self
def __str__(self):
from collections import defaultdict
variables_dict = defaultdict(int)
for var in self.getVariables():
variables_dict[var.type()] += 1
variables_str = ", ".join(
[
f'{str(key).replace("VariableType.", "")} {value}'
for key, value in sorted(variables_dict.items())
]
)
obj_name = "" if self.obj_name is None else f"{self.obj_name}, "
s = f"Name: {self.name}\n"
s += f" Type : {self.type}\n"
s += f" sense : {self.sense}\n"
s += f" objective : {obj_name}{self.obj.name}\n"
s += f" #constraints : {len(self.constraints)}\n"
s += f" #variables : {len(self.getVariables())} ({variables_str})"
return s
def show(self):
s = str(self) + "\n\n"
for ix, const in enumerate(self.constraints):
s += f" C {ix}, name {const.name}, {str(const)}\n"
return s