linear programming utilities

skcriteria/utils/lp.py

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+#!/usr/bin/env python
+# -*- coding: utf-8 -*-
+
+# Copyright (c) 2016-2017, Cabral, Juan; Luczywo, Nadia
+# All rights reserved.
+
+# Redistribution and use in source and binary forms, with or without
+# modification, are permitted provided that the following conditions are met:
+
+# * Redistributions of source code must retain the above copyright notice, this
+# list of conditions and the following disclaimer.
+
+# * Redistributions in binary form must reproduce the above copyright notice,
+# this list of conditions and the following disclaimer in the documentation
+# and/or other materials provided with the distribution.
+
+# * Neither the name of the copyright holder nor the names of its
+# contributors may be used to endorse or promote products derived from
+# this software without specific prior written permission.
+
+# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+# ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+# LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+# CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+# SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+# INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+# CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+# ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+# POSSIBILITY OF SUCH DAMAGE.
+
+# =============================================================================
+# DOCS
+# =============================================================================
+
+"""Utilities for linnear programming based on PuLP
+
+"""
+
+
+# =============================================================================
+# IMPORTS
+# =============================================================================
+
+import operator
+from collections import Mapping
+
+import pulp
+
+import attr
+
+
+# =============================================================================
+# CONSTANTS
+# =============================================================================
+
+VAR_TYPE = {
+    int: pulp.LpInteger,
+    float: pulp.LpContinuous,
+    bool: pulp.LpBinary
+}
+
+SOLVERS = {
+    "pulp": pulp.solvers.PULP_CBC_CMD,
+
+    'coin': pulp.solvers.COIN,
+    'coinmp_dll': pulp.solvers.COINMP_DLL,
+
+    'cplex': pulp.solvers.CPLEX,
+    'cplex_dll': pulp.solvers.CPLEX_DLL,
+    'cplex_py': pulp.solvers.CPLEX_PY,
+
+    'glpk': pulp.solvers.GLPK,
+    'glpk_py': pulp.solvers.PYGLPK,
+
+    'gurobi': pulp.solvers.GUROBI,
+    'gurobi_cmd': pulp.solvers.GUROBI_CMD,
+
+    'scip': pulp.solvers.SCIP,
+    'xpress': pulp.solvers.XPRESS,
+    'yaposib': pulp.solvers.YAPOSIB
+}
+
+
+CMP = {
+    pulp.LpMinimize: operator.ge,
+    pulp.LpMaximize: operator.le
+}
+
+
+# =============================================================================
+# RESULT CLASSES
+# =============================================================================
+
+class Bunch(dict):
+
+    def __getattr__(self, aname):
+        try:
+            return self[aname]
+        except KeyError as err:
+            raise AttributeError(*err.args)
+
+
+@attr.s(frozen=True)
+class Result(object):
+
+    status_code = attr.ib(
+        repr=False,
+        validator=attr.validators.in_(pulp.constants.LpStatus.keys()))
+    status = attr.ib(
+        validator=attr.validators.in_(pulp.constants.LpStatus.values()))
+    objective = attr.ib(
+        validator=attr.validators.instance_of(float))
+    variables = attr.ib(converter=Bunch)
+
+
+class Var(pulp.LpVariable):
+
+    def __init__(self, name, low=None, up=None, type=float, *args, **kwargs):
+        super(Var, self).__init__(
+            name=name, lowBound=low, upBound=up,
+            cat=VAR_TYPE[type], *args, **kwargs)
+
+
+# =============================================================================
+# PROBLEM ABSTRACT CLASS
+# =============================================================================
+
+class _LP(pulp.LpProblem):
+
+    def __init__(self, z, name="no-name", solver=None, **solver_kwds):
+        super(_LP, self).__init__(name, self.sense)
+        if solver:
+            if isinstance(solver, str):
+                cls = SOLVERS[solver]
+                solver = cls(**solver_kwds) if cls else None
+            self.solver = solver
+        self += z, "Z"
+
+    @classmethod
+    def frommtx(cls, c, A, b, x=None, *args, **kwargs):
+        # variables
+        if x is None:
+            x_n = max([len(c), len(b)] + [len(e) for e in A])
+            x = [None] * x_n
+        else:
+            x_n = len(x)
+
+        xkwds = []
+        for xi in x:
+            if xi is None:
+                xi = {"low": 0, "type": float}
+            elif xi in VAR_TYPE:
+                xi = {"low": 0, "type": xi}
+            xkwds.append(xi)
+
+        x_s = [Var("x{}".format(idx + 1), **xkwds[idx]) for idx in range(x_n)]
+
+        # Z
+        z = sum([ci * xi for ci, xi in zip(c, x_s)])
+
+        # restrictions:
+        cmp = CMP[cls.sense]
+
+        restrictions = []
+        for row, bi in zip(A, b):
+
+            left = sum([ri * xi for ri, xi in zip(row, x_s)])
+            restrictions.append(cmp(left, bi))
+
+        model = cls(z=z, *args, **kwargs)
+        model._buff = x_s
+
+        return model.sa(*restrictions)
+
+    def sa(self, *args, **kwargs):
+        for c in args:
+            self += c
+        for n, c in kwargs.items():
+            self += c, n
+        return self
+
+    def solve(self):
+        super(_LP, self).solve()
+        objective = pulp.value(self.objective)
+        variables = {v.name: v.varValue for v in self.variables()}
+        status=pulp.LpStatus[self.status]
+        model.assignVarsVals(dict.fromkeys(variables, None))
+        return Result(status_code=self.status,
+                      status=status,
+                      objective=objective,
+                      variables=variables)
+
+
+# =============================================================================
+# CONCRETE CLASS
+# =============================================================================
+
+class Minimize(_LP):
+    sense = pulp.LpMinimize
+
+
+class Maximize(_LP):
+    sense = pulp.LpMaximize