5.2.4. Java 的MILP建模与优化¶
在本节中,我们将使用 MindOpt JAVA API,以按行输入的形式来建模以及求解 混合整数线性规划问题示例 中的问题。
首先,引入 Java 包:
24 */
并创建优化模型:
30 // Create model
31 MDOEnv env = new MDOEnv();
32 MDOModel model = new MDOModel(env);
接下来,我们通过 MDOModel.set
设置模型属性 ModelSense,将目标函数设置为 最小化,并调用 MDOModel.addVar
来添加四个优化变量,定义其下界、上界、类型和名称(有关模型属性内容及其设置可参考 属性, 其他API请参考 JAVA API):
35 try {
36 // Change to minimization problem.
37 model.set(MDO.IntAttr.ModelSense, MDO.MINIMIZE);
38
39 // Add variables.
40 MDOVar[] x = new MDOVar[4];
41 x[0] = model.addVar(0.0, 10.0, 1.0, 'I', "x0");
42 x[1] = model.addVar(0.0, MDO.INFINITY, 2.0, 'I', "x1");
43 x[2] = model.addVar(0.0, MDO.INFINITY, 1.0, 'I', "x2");
接着,我们开始添加线性约束:
45 // Add constraints.
46 double[][] consV = new double[][] {
47 { 1.0, 1.0, 2.0, 3.0 },
48 { 1.0, 0, -1.0, 6.0 }
49 };
50
51 MDOLinExpr tempLinExpr1 = new MDOLinExpr();
52 tempLinExpr1.addTerms(consV[0], x);
53 model.addConstr(tempLinExpr1, MDO.GREATER_EQUAL, 1.0, "c0");
54
55 MDOLinExpr tempLinExpr2 = new MDOLinExpr();
56 tempLinExpr2.addTerms(consV[1], x);
问题输入完成后,再调用 MDOModel.optimize
求解优化问题:
60 // Step 3. Solve the problem and populate the result.
最后用 MDOModel.get
和模型属性值 ObjVal 来查看优化结果和最优目标值,以及 MDOVar.get
和变量属性值 X 来查看优化解的目标值。 其他的属性值请查看 属性 章节。
62 // Step 4. Retrive model status and objective.
63 // For MIP(MILP,MIQP, MIQCP) problems, if the solving process
64 // terminates early due to reasons such as timeout or interruption,
65 // the model status will indicate termination by timeout (or
66 // interruption, etc.). However, suboptimal solutions may still
67 // exist, making it necessary to check the SolCount property.
68 if (model.get(MDO.IntAttr.Status) == MDO.OPTIMAL || model.get(MDO.IntAttr.Status) == MDO.SUB_OPTIMAL ||
69 model.get(MDO.IntAttr.SolCount) != 0) {
70 System.out.println("Optimal objective value is: " + model.get(MDO.DoubleAttr.ObjVal));
示例 MdoMiloEx1.java 提供了完整源代码:
1/*
2 * Description
3 * -----------
4 *
5 * Mixed Integer Linear optimization (row-wise input).
6 *
7 * Formulation
8 * -----------
9 *
10 * Minimize
11 * obj: 1 x0 + 2 x1 + 1 x2 + 1 x3
12 * Subject To
13 * c1 : 1 x0 + 1 x1 + 2 x2 + 3 x3 >= 1
14 * c2 : 1 x0 - 1 x2 + 6 x3 = 1
15 * Bounds
16 * 0 <= x0 <= 10
17 * 0 <= x1
18 * 0 <= x2
19 * 0 <= x3
20 * Integers
21 * x0 x1 x2
22 * End
23 */
24import com.alibaba.damo.mindopt.*;
25import java.util.*;
26
27public class MdoMiloEx1 {
28 public static void main(String[] args) throws MDOException {
29 // Create model
30 MDOEnv env = new MDOEnv();
31 MDOModel model = new MDOModel(env);
32 model.set(MDO.StringAttr.ModelName, "MILP_01");
33
34 try {
35 // Change to minimization problem.
36 model.set(MDO.IntAttr.ModelSense, MDO.MINIMIZE);
37
38 // Add variables.
39 MDOVar[] x = new MDOVar[4];
40 x[0] = model.addVar(0.0, 10.0, 1.0, 'I', "x0");
41 x[1] = model.addVar(0.0, MDO.INFINITY, 2.0, 'I', "x1");
42 x[2] = model.addVar(0.0, MDO.INFINITY, 1.0, 'I', "x2");
43 x[3] = model.addVar(0.0, MDO.INFINITY, 1.0, 'C', "x3");
44
45 // Add constraints.
46 double[][] consV = new double[][] {
47 { 1.0, 1.0, 2.0, 3.0 },
48 { 1.0, 0, -1.0, 6.0 }
49 };
50
51 MDOLinExpr tempLinExpr1 = new MDOLinExpr();
52 tempLinExpr1.addTerms(consV[0], x);
53 model.addConstr(tempLinExpr1, MDO.GREATER_EQUAL, 1.0, "c0");
54
55 MDOLinExpr tempLinExpr2 = new MDOLinExpr();
56 tempLinExpr2.addTerms(consV[1], x);
57 model.addConstr(tempLinExpr2, MDO.EQUAL, 1.0, "c1");
58
59 // Step 3. Solve the problem and populate the result.
60 model.optimize();
61
62 // Step 4. Retrive model status and objective.
63 // For MIP(MILP,MIQP, MIQCP) problems, if the solving process
64 // terminates early due to reasons such as timeout or interruption,
65 // the model status will indicate termination by timeout (or
66 // interruption, etc.). However, suboptimal solutions may still
67 // exist, making it necessary to check the SolCount property.
68 if (model.get(MDO.IntAttr.Status) == MDO.OPTIMAL || model.get(MDO.IntAttr.Status) == MDO.SUB_OPTIMAL ||
69 model.get(MDO.IntAttr.SolCount) != 0) {
70 System.out.println("Optimal objective value is: " + model.get(MDO.DoubleAttr.ObjVal));
71 System.out.println("Decision variables: ");
72 for (int i = 0; i < 4; i++) {
73 System.out.println("x[" + i + "] = " + x[i].get(MDO.DoubleAttr.X));
74 }
75 } else {
76 System.out.println("No feasible solution.");
77 }
78 } catch (Exception e) {
79 System.out.println("Exception during optimization");
80 e.printStackTrace();
81 } finally {
82 model.dispose();
83 env.dispose();
84 }
85 }
86}