├── .gitignore ├── LICENSE ├── LargeScaleFrmk ├── .vs │ └── LargeScaleFrmk │ │ └── v14 │ │ └── .suo ├── LargeScaleFrmk.sln └── LargeScaleFrmk │ ├── App.config │ ├── Benders.cs │ ├── CG - backup.cs │ ├── CG.cs │ ├── ColumnGeneration.cs │ ├── DataStructure.cs │ ├── LagrangianRelaFrmk.cs │ ├── LargeScaleFrmk.csproj │ ├── OriginalModel.cs │ ├── Program.cs │ ├── Properties │ └── AssemblyInfo.cs │ ├── Solver.cs │ └── bin │ └── Debug │ ├── Arc.csv │ ├── Node.csv │ ├── Org_Data │ ├── Arc.csv │ └── Node.csv │ └── Small │ ├── Arc.csv │ └── Node.csv └── 大规模整数规划分解算法介绍20180322.pdf /.gitignore: -------------------------------------------------------------------------------- 1 | bin/ 2 | obj/ 3 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | GNU GENERAL PUBLIC LICENSE 2 | Version 3, 29 June 2007 3 | 4 | Copyright (C) 2007 Free Software Foundation, Inc. 5 | Everyone is permitted to copy and distribute verbatim copies 6 | of this license document, but changing it is not allowed. 7 | 8 | Preamble 9 | 10 | The GNU General Public License is a free, copyleft license for 11 | software and other kinds of works. 12 | 13 | The licenses for most software and other practical works are designed 14 | to take away your freedom to share and change the works. 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If not, see . 649 | 650 | Also add information on how to contact you by electronic and paper mail. 651 | 652 | If the program does terminal interaction, make it output a short 653 | notice like this when it starts in an interactive mode: 654 | 655 | Copyright (C) 656 | This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. 657 | This is free software, and you are welcome to redistribute it 658 | under certain conditions; type `show c' for details. 659 | 660 | The hypothetical commands `show w' and `show c' should show the appropriate 661 | parts of the General Public License. Of course, your program's commands 662 | might be different; for a GUI interface, you would use an "about box". 663 | 664 | You should also get your employer (if you work as a programmer) or school, 665 | if any, to sign a "copyright disclaimer" for the program, if necessary. 666 | For more information on this, and how to apply and follow the GNU GPL, see 667 | . 668 | 669 | The GNU General Public License does not permit incorporating your program 670 | into proprietary programs. If your program is a subroutine library, you 671 | may consider it more useful to permit linking proprietary applications with 672 | the library. If this is what you want to do, use the GNU Lesser General 673 | Public License instead of this License. But first, please read 674 | . 675 | -------------------------------------------------------------------------------- /LargeScaleFrmk/.vs/LargeScaleFrmk/v14/.suo: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lzw37/DecompositionAlgorithm/03c7b267e0ed8d1df9f3f6ff427524d9ec842580/LargeScaleFrmk/.vs/LargeScaleFrmk/v14/.suo -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk.sln: -------------------------------------------------------------------------------- 1 |  2 | Microsoft Visual Studio Solution File, Format Version 12.00 3 | # Visual Studio 14 4 | VisualStudioVersion = 14.0.25420.1 5 | MinimumVisualStudioVersion = 10.0.40219.1 6 | Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "LargeScaleFrmk", "LargeScaleFrmk\LargeScaleFrmk.csproj", "{59143988-A243-4D7C-AAD3-C65D14BD8405}" 7 | EndProject 8 | Global 9 | GlobalSection(SolutionConfigurationPlatforms) = preSolution 10 | Debug|Any CPU = Debug|Any CPU 11 | Release|Any CPU = Release|Any CPU 12 | EndGlobalSection 13 | GlobalSection(ProjectConfigurationPlatforms) = postSolution 14 | {59143988-A243-4D7C-AAD3-C65D14BD8405}.Debug|Any CPU.ActiveCfg = Debug|Any CPU 15 | {59143988-A243-4D7C-AAD3-C65D14BD8405}.Debug|Any CPU.Build.0 = Debug|Any CPU 16 | {59143988-A243-4D7C-AAD3-C65D14BD8405}.Release|Any CPU.ActiveCfg = Release|Any CPU 17 | {59143988-A243-4D7C-AAD3-C65D14BD8405}.Release|Any CPU.Build.0 = Release|Any CPU 18 | EndGlobalSection 19 | GlobalSection(SolutionProperties) = preSolution 20 | HideSolutionNode = FALSE 21 | EndGlobalSection 22 | EndGlobal 23 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/App.config: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/Benders.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using Gurobi; 6 | 7 | namespace LargeScaleFrmk 8 | { 9 | class Benders 10 | { 11 | public DataStructure Data = new DataStructure (); 12 | public List ConstrPool = new List(); 13 | public SlaveObjCoef SlaveObj; 14 | public class LazyConstr 15 | { 16 | public int ID; 17 | public Dictionary Alpha = new Dictionary (); 18 | public Dictionary Beta = new Dictionary (); 19 | public Dictionary Gamma = new Dictionary(); 20 | public string Type; 21 | } 22 | 23 | public class SlaveObjCoef 24 | { 25 | public Dictionary x = new Dictionary (); 26 | } 27 | 28 | /// 29 | /// 主问题 30 | /// 31 | class Master 32 | { 33 | public Benders Frmk; 34 | GRBEnv _env; 35 | GRBModel _model; 36 | /// 37 | /// 求解主问题 38 | /// 39 | /// 40 | public bool Solve() 41 | { 42 | _env = new GRBEnv(); 43 | _env.OutputFlag = 0; 44 | _env.LogToConsole = 0; 45 | 46 | _model = new GRBModel(_env); 47 | 48 | BuildVar(); 49 | BuildConst(); 50 | 51 | _model.Write("Benders_Master.lp"); 52 | _model.Optimize(); 53 | if (_model.Status == GRB.Status.OPTIMAL) 54 | { 55 | Frmk.SlaveObj = new SlaveObjCoef(); 56 | foreach (Node n in Frmk.Data.NodeSet) 57 | { 58 | double x = _model.GetVarByName("x_" + n.ID).X; 59 | Frmk.SlaveObj.x.Add(n, Convert.ToInt32(x)); 60 | } 61 | Output(); 62 | return true; 63 | } 64 | else 65 | { 66 | throw new ApplicationException("没可行解！"); 67 | return false; 68 | } 69 | } 70 | public void Output() 71 | { 72 | Console.WriteLine("---x value---"); 73 | foreach(Node n in Frmk.Data.NodeSet) 74 | { 75 | double x = _model.GetVarByName("x_" + n.ID).X; 76 | Console.WriteLine("x_{0}={1}", n.ID, x.ToString()); 77 | } 78 | } 79 | public double ObjValue 80 | { 81 | get 82 | { 83 | return _model.ObjVal; 84 | } 85 | } 86 | public void Dispose() 87 | { 88 | _model.Dispose(); 89 | _env.Dispose(); 90 | } 91 | private void BuildVar() 92 | { 93 | foreach(Node n in Frmk.Data.NodeSet) 94 | { 95 | GRBVar x = _model.AddVar(0.0, 1.0, Frmk.Data.ServerInstalationFee, GRB.BINARY, "x_" + n.ID); 96 | } 97 | GRBVar z = _model.AddVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, "z"); 98 | _model.Update(); 99 | } 100 | private void BuildConst() 101 | { 102 | //GRBLinExpr myExpr = 0; 103 | //foreach (Node n in Frmk.Data.NodeSet) 104 | //{ 105 | // myExpr += _model.GetVarByName("x_" + n.ID); 106 | //} 107 | //_model.AddConstr(myExpr >= 9, "custom"); 108 | foreach (LazyConstr constr in Frmk.ConstrPool) 109 | { 110 | GRBLinExpr expr = 0; 111 | foreach(Node n in constr.Alpha.Keys) 112 | { 113 | expr += (-Frmk.Data.M * constr.Alpha[n]) * _model.GetVarByName("x_" + n.ID); 114 | } 115 | foreach(Node n in constr.Beta.Keys) 116 | { 117 | expr += n.Demand * constr.Beta[n]; 118 | } 119 | foreach(Arc a in constr.Gamma.Keys) 120 | { 121 | expr += (-a.Capacity) * constr.Gamma[a]; 122 | } 123 | if(constr.Type=="OPTIMAL") 124 | { 125 | _model.AddConstr(expr <= _model.GetVarByName("z"), "ct_o_" + constr.ID); 126 | } 127 | else if(constr.Type=="FEASIBLE") 128 | { 129 | _model.AddConstr(expr <= 0, "ct_f_" + constr.ID); 130 | } 131 | } 132 | } 133 | } 134 | 135 | /// 136 | /// 约束生成子问题 137 | /// 138 | class Slave 139 | { 140 | public Benders Frmk; 141 | GRBEnv _env; 142 | GRBModel _model; 143 | public bool Solve() 144 | { 145 | _env = new GRBEnv(); 146 | _env.OutputFlag = 0; 147 | _env.LogToConsole = 0; 148 | 149 | _model = new GRBModel(_env); 150 | _model.Parameters.InfUnbdInfo = 1; 151 | 152 | BuildVar(); 153 | BuildConstr(); 154 | 155 | _model.Write("Benders_Slave.lp"); 156 | _model.Optimize(); 157 | 158 | if (_model.Status == GRB.Status.OPTIMAL) 159 | { 160 | LazyConstr newConstr = new LargeScaleFrmk.Benders.LazyConstr(); 161 | foreach(Node n in Frmk.Data.NodeSet) 162 | { 163 | newConstr.Alpha.Add(n, _model.GetVarByName("alpha_" + n.ID).X); 164 | newConstr.Beta.Add(n, _model.GetVarByName("beta_" + n.ID).X); 165 | } 166 | foreach (Arc a in Frmk.Data.ArcSet) 167 | { 168 | newConstr.Gamma.Add(a, _model.GetVarByName("gamma_" + a.FromNode.ID + "_" + a.ToNode.ID).X); 169 | } 170 | newConstr.Type = "OPTIMAL"; 171 | newConstr.ID = Frmk.ConstrPool.Count; 172 | Frmk.ConstrPool.Add(newConstr); 173 | 174 | Output(); 175 | return true; 176 | } 177 | else if (_model.Status == GRB.Status.UNBOUNDED) 178 | { 179 | LazyConstr newConstr = new LazyConstr(); 180 | foreach (Node n in Frmk.Data.NodeSet) 181 | { 182 | newConstr.Alpha.Add(n, _model.GetVarByName("alpha_" + n.ID).Get(GRB.DoubleAttr.UnbdRay)); 183 | newConstr.Beta.Add(n, _model.GetVarByName("beta_" + n.ID).Get(GRB.DoubleAttr.UnbdRay)); 184 | } 185 | foreach(Arc a in Frmk.Data.ArcSet) 186 | { 187 | newConstr.Gamma.Add(a, _model.GetVarByName("gamma_" + a.FromNode.ID + "_" + a.ToNode.ID).Get(GRB.DoubleAttr.UnbdRay)); 188 | } 189 | newConstr.Type = "FEASIBLE"; 190 | newConstr.ID = Frmk.ConstrPool.Count; 191 | Frmk.ConstrPool.Add(newConstr); 192 | 193 | Console.WriteLine("---Unbounded!!---"); 194 | return true; 195 | } 196 | else if (_model.Status == GRB.Status.INFEASIBLE) 197 | { 198 | return false; 199 | } 200 | else 201 | return false; 202 | 203 | } 204 | private void Output() 205 | { 206 | Console.WriteLine("---g---"); 207 | foreach(Node n in Frmk.Data.NodeSet) 208 | { 209 | double g = _model.GetConstrByName("ct_g_" + n.ID).Pi; 210 | Console.WriteLine("g_{0}={1}", n.ID, g.ToString()); 211 | } 212 | Console.WriteLine("---f---"); 213 | foreach(Arc a in Frmk.Data.ArcSet) 214 | { 215 | double fPlus = _model.GetConstrByName("ct_f+_" + a.FromNode.ID + "_" + a.ToNode.ID).Pi; 216 | double fMinus = _model.GetConstrByName("ct_f-_" + a.FromNode.ID + "_" + a.ToNode.ID).Pi; 217 | Console.WriteLine("f+_{0}_{1}={2}", a.FromNode.ID, a.ToNode.ID, fPlus.ToString()); 218 | Console.WriteLine("f-_{0}_{1}={2}", a.FromNode.ID, a.ToNode.ID, fMinus.ToString()); 219 | } 220 | } 221 | public double ObjValue 222 | { 223 | get 224 | { 225 | if (_model.Status == GRB.Status.UNBOUNDED) 226 | return GRB.INFINITY; 227 | double masterObjValue = 0; 228 | foreach(Node n in Frmk.Data.NodeSet) 229 | { 230 | masterObjValue += Frmk.SlaveObj.x[n] * Frmk.Data.ServerInstalationFee; 231 | } 232 | return _model.ObjVal + masterObjValue; 233 | } 234 | } 235 | public void Dispose() 236 | { 237 | _model.Dispose(); 238 | _env.Dispose(); 239 | } 240 | private void BuildVar() 241 | { 242 | foreach (Node n in Frmk.Data.NodeSet) 243 | { 244 | GRBVar alpha = _model.AddVar(0.0, GRB.INFINITY, -Frmk.Data.M * Frmk.SlaveObj.x[n], GRB.CONTINUOUS, "alpha_" + n.ID); 245 | GRBVar beta = _model.AddVar(-GRB.INFINITY, GRB.INFINITY, n.Demand, GRB.CONTINUOUS, "beta_" + n.ID); 246 | } 247 | foreach(Arc a in Frmk.Data.ArcSet) 248 | { 249 | GRBVar gamma = _model.AddVar(0.0, GRB.INFINITY, -a.Capacity, GRB.CONTINUOUS, "gamma_" + a.FromNode.ID + "_" + a.ToNode.ID); 250 | } 251 | _model.Update(); 252 | _model.ModelSense = GRB.MAXIMIZE; 253 | } 254 | private void BuildConstr() 255 | { 256 | foreach(Node n in Frmk.Data.NodeSet) 257 | { 258 | GRBVar alpha = _model.GetVarByName("alpha_" + n.ID); 259 | GRBVar beta = _model.GetVarByName("beta_" + n.ID); 260 | _model.AddConstr(-alpha + beta <= 0, "ct_g_" + n.ID); 261 | } 262 | foreach(Arc a in Frmk.Data.ArcSet) 263 | { 264 | GRBVar fromBeta = _model.GetVarByName("beta_" + a.FromNode.ID); 265 | GRBVar toBeta = _model.GetVarByName("beta_" + a.ToNode.ID); 266 | GRBVar gamma = _model.GetVarByName("gamma_" + a.FromNode.ID + "_" + a.ToNode.ID); 267 | _model.AddConstr(-fromBeta + toBeta - gamma <= Frmk.Data.FlowFeePerUnit, "ct_f+_" + a.FromNode.ID + "_" + a.ToNode.ID); 268 | _model.AddConstr(fromBeta - toBeta - gamma <= Frmk.Data.FlowFeePerUnit, "ct_f-_" + a.FromNode.ID + "_" + a.ToNode.ID); 269 | } 270 | } 271 | } 272 | 273 | public void Optimize() 274 | { 275 | Data.LoadData(); 276 | 277 | do 278 | { 279 | Master master = new Master(); 280 | master.Frmk = this; 281 | if (!master.Solve()) 282 | throw new ApplicationException("主问题不可行！"); 283 | 284 | Slave slave = new Slave(); 285 | slave.Frmk = this; 286 | if (!slave.Solve()) 287 | throw new ApplicationException("子问题出错！"); 288 | 289 | if (Math.Abs(master.ObjValue - slave.ObjValue) < 0.001) 290 | { 291 | master.Dispose(); 292 | slave.Dispose(); 293 | break; 294 | } 295 | master.Dispose(); 296 | slave.Dispose(); 297 | } 298 | while (true); 299 | 300 | } 301 | } 302 | } 303 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/CG - backup.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using Gurobi; 6 | 7 | namespace LargeScaleFrmk 8 | { 9 | class CG : ISolver 10 | { 11 | class Scheme 12 | { 13 | public int ID; 14 | 15 | public Dictionary Value = new Dictionary(); 16 | 17 | public double GetTotalInstallationFee(double installFee) 18 | { 19 | double total = 0; 20 | foreach (Node n in Value.Keys) 21 | { 22 | total += Value[n] * installFee; 23 | } 24 | return total; 25 | } 26 | } 27 | 28 | class ExtremePoint 29 | { 30 | public int ID; 31 | public Dictionary Value = new Dictionary(); 32 | public double TotalCost; 33 | } 34 | 35 | class BranchNode 36 | { 37 | public BranchNode ParentNode; 38 | public BranchNode LeftChild; 39 | public BranchNode RightChild; 40 | 41 | public Dictionary ConstrPool; 42 | public double LB; 43 | } 44 | 45 | List SchemeColumnPool = new List(); 46 | List EPColumnPool = new List(); 47 | 48 | Dictionary DualSolution = new Dictionary(); 49 | double SchemeDualValue = 0; 50 | double FADualValue = 0; 51 | 52 | DataStructure Data = new DataStructure(); 53 | 54 | 55 | 56 | GRBEnv _envMaster; 57 | GRBModel _grbModelMaster; 58 | 59 | 60 | public void Optimize() 61 | { 62 | Data.LoadData(); 63 | 64 | GenerateInitialFeasibleSolution(); 65 | 66 | while (true) 67 | { 68 | 69 | _envMaster = new GRBEnv("CG_Model.log"); 70 | _grbModelMaster = new GRBModel(_envMaster); 71 | 72 | 73 | BuildVar(); 74 | GenerateConst(); 75 | 76 | _grbModelMaster.Write("CG_Model.lp"); 77 | _grbModelMaster.Optimize(); 78 | 79 | GetDual(); 80 | 81 | OutputSolution(); 82 | 83 | OptimizeSchemeSub(); 84 | OptimizeFASub(); 85 | 86 | bool IsActive = AddColumn(); 87 | 88 | _grbModelMaster.Dispose(); 89 | _envMaster.Dispose(); 90 | _grbModel_SchemeGenerateSub.Dispose(); 91 | _env_SchemeGenerateSub.Dispose(); 92 | _grbModel_FlowAssignmentSub.Dispose(); 93 | _env_FlowAssignmentSub.Dispose(); 94 | 95 | if (!IsActive) 96 | { 97 | break; 98 | } 99 | } 100 | } 101 | 102 | private void OutputSolution() 103 | { 104 | GRBVar[] varArray = _grbModelMaster.GetVars(); 105 | GRBConstr[] constArray = _grbModelMaster.GetConstrs(); 106 | foreach (GRBVar v in varArray) 107 | { 108 | Console.WriteLine("{0}:{1}", v.VarName, v.X); 109 | } 110 | foreach (GRBConstr ct in constArray) 111 | { 112 | Console.WriteLine("{0}:{1}", ct.ConstrName, ct.Pi); 113 | } 114 | } 115 | 116 | private void GetDual() 117 | { 118 | SchemeDualValue = _grbModelMaster.GetConstrByName("ct1").Pi; 119 | FADualValue = _grbModelMaster.GetConstrByName("ct2").Pi; 120 | 121 | DualSolution.Clear(); 122 | foreach (Node n in Data.NodeSet) 123 | { 124 | GRBConstr constr = _grbModelMaster.GetConstrByName("ct3_" + n.ID); 125 | double dualValue = constr.Pi; 126 | DualSolution.Add(n, dualValue); 127 | } 128 | } 129 | 130 | #region 分支定界 131 | private void BranchAndBound() 132 | { 133 | 134 | } 135 | 136 | private void BuildBranchingTree(BranchNode branchNode) 137 | { 138 | Dictionary nodeTestingValue = new Dictionary(); 139 | foreach (Node n in Data.NodeSet) 140 | { 141 | double nodeValue = 0; 142 | foreach (Scheme s in SchemeColumnPool) 143 | { 144 | double var = _grbModelMaster.GetVarByName("lambda_" + s.ID).X; 145 | nodeValue += s.Value[n] * var; 146 | } 147 | nodeTestingValue.Add(n, nodeValue); 148 | } 149 | Node currentNode = nodeTestingValue.Max().Key; 150 | 151 | 152 | BranchNode leftBranchNode = new BranchNode();/*优势分支*/ 153 | branchNode.LeftChild = leftBranchNode; 154 | leftBranchNode.ParentNode = branchNode; 155 | 156 | leftBranchNode.ConstrPool = new Dictionary(branchNode.ConstrPool);/*generate constraint pool*/ 157 | if (nodeTestingValue[currentNode]>0.5) 158 | { 159 | leftBranchNode.ConstrPool.Add(currentNode, 1); 160 | } 161 | else 162 | { 163 | leftBranchNode.ConstrPool.Add(currentNode, 0); 164 | } 165 | Branching(leftBranchNode); 166 | 167 | BranchNode rightBranchNode = new BranchNode();/*劣势分支*/ 168 | rightBranchNode.ConstrPool = new Dictionary(branchNode.ConstrPool);/*generate constraint pool*/ 169 | if (nodeTestingValue[currentNode] > 0.5) 170 | { 171 | rightBranchNode.ConstrPool.Add(currentNode, 1); 172 | } 173 | else 174 | { 175 | rightBranchNode.ConstrPool.Add(currentNode, 0); 176 | } 177 | Branching(rightBranchNode); 178 | } 179 | private void Branching(BranchNode branchingNode) 180 | { 181 | /*CG, Update LB of this branch, cut decision*/ 182 | 183 | 184 | /*feasibility test, Update global UB, stop criteria*/ 185 | 186 | BuildBranchingTree(branchingNode); 187 | } 188 | #endregion 189 | 190 | 191 | 192 | 193 | #region 限制主问题 194 | 195 | private void BuildVar() 196 | { 197 | foreach (Scheme s in SchemeColumnPool) 198 | { 199 | _grbModelMaster.AddVar(0.0, 1.0, s.GetTotalInstallationFee(Data.ServerInstalationFee), GRB.CONTINUOUS, "lambda_" + s.ID); 200 | } 201 | foreach (ExtremePoint e in EPColumnPool) 202 | { 203 | _grbModelMaster.AddVar(0.0, 1.0, e.TotalCost, GRB.CONTINUOUS, "mu_" + e.ID); 204 | } 205 | _grbModelMaster.Update(); 206 | } 207 | public void GenerateInitialFeasibleSolution() 208 | { 209 | 210 | //foreach (Node n in Data.NodeSet) 211 | //{ 212 | // Scheme s = new LargeScaleFrmk.CG.Scheme(); 213 | // foreach (Node n2 in Data.NodeSet) 214 | // { 215 | // if (n == n2) 216 | // { 217 | // s.Value.Add(n2, 1); 218 | // continue; 219 | // } 220 | // s.Value.Add(n2, 0); 221 | // } 222 | // s.ID = SchemeColumnPool.Count; 223 | // SchemeColumnPool.Add(s); 224 | //} 225 | 226 | Scheme s = new LargeScaleFrmk.CG.Scheme(); 227 | foreach (Node n2 in Data.NodeSet) 228 | { 229 | s.Value.Add(n2, 1); 230 | } 231 | s.ID = SchemeColumnPool.Count; 232 | SchemeColumnPool.Add(s); 233 | 234 | 235 | //s = new LargeScaleFrmk.CG.Scheme(); 236 | //foreach (Node n2 in Data.NodeSet) 237 | //{ 238 | // if (n2.ID == "1") 239 | // { 240 | // s.Value.Add(n2, 1); 241 | // continue; 242 | // } 243 | // s.Value.Add(n2, 0); 244 | //} 245 | //s.ID = SchemeColumnPool.Count; 246 | //SchemeColumnPool.Add(s); 247 | 248 | 249 | 250 | 251 | 252 | 253 | ExtremePoint e = new ExtremePoint(); 254 | foreach (Node n in Data.NodeSet) 255 | { 256 | e.Value.Add(n, n.Demand); 257 | } 258 | e.ID = 0; 259 | e.TotalCost = 0; 260 | EPColumnPool.Add(e); 261 | } 262 | 263 | private void GenerateConst() 264 | { 265 | GRBLinExpr expr1 = 0; 266 | foreach (Scheme s in SchemeColumnPool) 267 | { 268 | expr1 += _grbModelMaster.GetVarByName("lambda_" + s.ID); 269 | } 270 | _grbModelMaster.AddConstr(expr1 == 1, "ct1"); 271 | 272 | GRBLinExpr expr2 = 0; 273 | foreach (ExtremePoint e in EPColumnPool) 274 | { 275 | expr2 += _grbModelMaster.GetVarByName("mu_" + e.ID); 276 | } 277 | _grbModelMaster.AddConstr(expr2 == 1, "ct2"); 278 | 279 | foreach (Node n in Data.NodeSet) 280 | { 281 | GRBLinExpr expr = 0; 282 | foreach (Scheme s in SchemeColumnPool) 283 | { 284 | GRBVar lambda = _grbModelMaster.GetVarByName("lambda_" + s.ID); 285 | expr += Data.ServerCapacity * s.Value[n] * lambda; 286 | } 287 | foreach (ExtremePoint e in EPColumnPool) 288 | { 289 | GRBVar mu = _grbModelMaster.GetVarByName("mu_" + e.ID); 290 | expr += -e.Value[n] * mu; 291 | } 292 | _grbModelMaster.AddConstr(expr >= 0, "ct3_" + n.ID); 293 | } 294 | } 295 | 296 | 297 | #endregion 298 | 299 | 300 | #region 定价子问题 301 | GRBEnv _env_SchemeGenerateSub; 302 | GRBModel _grbModel_SchemeGenerateSub; 303 | 304 | private void OptimizeSchemeSub() 305 | { 306 | _env_SchemeGenerateSub = new GRBEnv("SchemeSub.log"); 307 | _grbModel_SchemeGenerateSub = new GRBModel(_env_SchemeGenerateSub); 308 | 309 | BuildVar_SG(); 310 | BuildObj_SG(); 311 | BuildConst_SG(); 312 | 313 | _grbModel_SchemeGenerateSub.Write("SchemeSub.lp"); 314 | 315 | _grbModel_SchemeGenerateSub.Optimize(); 316 | 317 | OutputSolution_SchemeSub(); 318 | 319 | //_grbModel_SchemeGenerateSub.Dispose(); 320 | //_env_SchemeGenerateSub.Dispose(); 321 | } 322 | 323 | private void OutputSolution_SchemeSub() 324 | { 325 | Console.WriteLine("SchemeSub----"); 326 | GRBVar[] varArray = _grbModel_SchemeGenerateSub.GetVars(); 327 | foreach (GRBVar v in varArray) 328 | { 329 | Console.WriteLine("{0}:{1}", v.VarName, v.X); 330 | } 331 | } 332 | 333 | private bool AddColumn() 334 | { 335 | if (_grbModel_SchemeGenerateSub.ObjVal > _grbModel_FlowAssignmentSub.ObjVal) 336 | { 337 | if (_grbModel_SchemeGenerateSub.ObjVal > 0) 338 | { 339 | Scheme s = new Scheme(); 340 | foreach (Node n in Data.NodeSet) 341 | { 342 | double Y = _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID).X; 343 | 344 | s.Value.Add(n, Convert.ToInt32(Y)); 345 | } 346 | s.ID = SchemeColumnPool.Count; 347 | SchemeColumnPool.Add(s); 348 | return true; 349 | } 350 | else 351 | return false; 352 | } 353 | else 354 | { 355 | if (_grbModel_FlowAssignmentSub.ObjVal > 0) 356 | { 357 | foreach (Node n in Data.NodeSet) 358 | { 359 | ExtremePoint e = new ExtremePoint(); 360 | double G = _grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID).X; 361 | e.Value.Add(n, G); 362 | } 363 | return true; 364 | } 365 | else 366 | return false; 367 | } 368 | } 369 | 370 | private void BuildVar_SG() 371 | { 372 | foreach (Node n in Data.NodeSet) 373 | { 374 | GRBVar y = _grbModel_SchemeGenerateSub.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "y_" + n.ID); 375 | } 376 | _grbModel_SchemeGenerateSub.Update(); 377 | } 378 | 379 | private void BuildObj_SG() 380 | { 381 | GRBLinExpr expr = 0; 382 | expr += SchemeDualValue * 1 + FADualValue * 0; 383 | foreach (Node n in Data.NodeSet) 384 | { 385 | expr += DualSolution[n] * Data.ServerCapacity * _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 386 | } 387 | foreach (Node n in Data.NodeSet) 388 | { 389 | expr += -Data.ServerInstalationFee * _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 390 | } 391 | _grbModel_SchemeGenerateSub.SetObjective(expr, GRB.MAXIMIZE); 392 | } 393 | private void BuildConst_SG() 394 | { 395 | GRBLinExpr expr = 0; 396 | foreach (Node n in Data.NodeSet) 397 | { 398 | expr += _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 399 | } 400 | _grbModel_SchemeGenerateSub.AddConstr(expr >= 1, "ct_1"); 401 | } 402 | 403 | 404 | GRBEnv _env_FlowAssignmentSub; 405 | GRBModel _grbModel_FlowAssignmentSub; 406 | 407 | private void OptimizeFASub() 408 | { 409 | _env_FlowAssignmentSub = new GRBEnv("FASub.log"); 410 | _grbModel_FlowAssignmentSub = new GRBModel(_env_FlowAssignmentSub); 411 | 412 | 413 | BuildVar_FA(); 414 | BuildObj_FA(); 415 | BuildConst_FA(); 416 | 417 | _grbModel_FlowAssignmentSub.Write("FASub.lp"); 418 | 419 | _grbModel_FlowAssignmentSub.Optimize(); 420 | OutputValue(); 421 | 422 | } 423 | private void OutputValue() 424 | { 425 | Console.WriteLine("FASub----"); 426 | GRBVar[] varArray = _grbModel_FlowAssignmentSub.GetVars(); 427 | foreach (GRBVar v in varArray) 428 | { 429 | Console.WriteLine("{0}:{1}", v.VarName, v.X); 430 | } 431 | } 432 | private void BuildVar_FA() 433 | { 434 | foreach (Arc a in Data.ArcSet) 435 | { 436 | GRBVar x = _grbModel_FlowAssignmentSub.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "x_" + a.FromNode.ID + "_" + a.ToNode.ID); 437 | } 438 | foreach (Node n in Data.NodeSet) 439 | { 440 | GRBVar g = _grbModel_FlowAssignmentSub.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "g_" + n.ID); 441 | //GRBVar d = _grbModel_FlowAssignmentSub.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "d_" + n.ID); 442 | } 443 | _grbModel_FlowAssignmentSub.Update(); 444 | } 445 | private void BuildObj_FA() 446 | { 447 | GRBLinExpr expr1 = 0; 448 | expr1 += SchemeDualValue * 0 + FADualValue * 1; 449 | foreach (Node n in Data.NodeSet) 450 | { 451 | expr1 += DualSolution[n] * (-_grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID)); 452 | } 453 | 454 | foreach (Arc a in Data.ArcSet) 455 | { 456 | expr1 += -Data.FlowFeePerUnit * _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 457 | } 458 | _grbModel_FlowAssignmentSub.SetObjective(expr1, GRB.MAXIMIZE); 459 | } 460 | private void BuildConst_FA() 461 | { 462 | BuildFlowBalanceConst(); 463 | BuildCapacityConst(); 464 | } 465 | private void BuildFlowBalanceConst() 466 | { 467 | foreach (Node n in Data.NodeSet) 468 | { 469 | GRBLinExpr exprLeft = 0; 470 | foreach (Arc a in Data.ArcSet) 471 | { 472 | if (a.FromNode == n) 473 | { 474 | GRBVar x = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 475 | exprLeft += x; 476 | } 477 | } 478 | exprLeft += n.Demand; 479 | GRBLinExpr exprRight = 0; 480 | foreach (Arc a in Data.ArcSet) 481 | { 482 | if (a.ToNode == n) 483 | { 484 | GRBVar x = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 485 | exprRight += x; 486 | } 487 | } 488 | exprRight += _grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID); 489 | 490 | _grbModel_FlowAssignmentSub.AddConstr(exprLeft == exprRight, "ct_FlBal_" + n.ID); 491 | } 492 | } 493 | 494 | private void BuildCapacityConst() 495 | { 496 | foreach (Arc a in Data.ArcSet) 497 | { 498 | GRBVar x = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 499 | _grbModel_FlowAssignmentSub.AddConstr(x <= a.Capacity, "ct_Cap_" + a.FromNode.ID + "_" + a.ToNode.ID); 500 | } 501 | } 502 | #endregion 503 | } 504 | } 505 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/CG.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using Gurobi; 6 | using System.IO; 7 | 8 | namespace LargeScaleFrmk 9 | { 10 | class CG 11 | { 12 | 13 | DataStructure Data; 14 | double GlobalUB = 2000000; 15 | Dictionary OptimalConstrPool; 16 | 17 | class Scheme 18 | { 19 | public int ID; 20 | 21 | public Dictionary Value = new Dictionary(); 22 | 23 | public double GetTotalInstallationFee(double installFee) 24 | { 25 | double total = 0; 26 | foreach (Node n in Value.Keys) 27 | { 28 | total += Value[n] * installFee; 29 | } 30 | return total; 31 | } 32 | } 33 | 34 | class ExtremePoint : IDisposable 35 | { 36 | public int ID; 37 | public Dictionary Value = new Dictionary(); 38 | public double TotalCost; 39 | public void Dispose() 40 | { 41 | Value = null; 42 | } 43 | } 44 | 45 | class BranchNode 46 | { 47 | public BranchNode ParentNode; 48 | public BranchNode LeftChild; 49 | public BranchNode RightChild; 50 | 51 | public Dictionary ConstrPool; 52 | public double LB; 53 | public CGFramework ColumnGenerationFrmk; 54 | } 55 | 56 | 57 | class CGFramework 58 | { 59 | public List SchemeColumnPool = new List(); 60 | public List EPColumnPool = new List(); 61 | 62 | Dictionary DualSolution = new Dictionary(); 63 | double SchemeDualValue = 0; 64 | double FADualValue = 0; 65 | GRBEnv _envMaster; 66 | GRBModel _grbModelMaster; 67 | 68 | public DataStructure Data = new DataStructure(); 69 | 70 | public BranchNode CurrentBranchNode; 71 | 72 | public double Optimize() 73 | { 74 | ///*输出当前节点标识*/ 75 | //StreamWriter sw = File.AppendText("NodeLabel.txt"); 76 | //sw.WriteLine("-----***-----"); 77 | //foreach (Node n in CurrentBranchNode.ConstrPool.Keys) 78 | //{ 79 | // sw.WriteLine("{0},{1}", n.ID, CurrentBranchNode.ConstrPool[n]); 80 | //} 81 | //sw.WriteLine("---"); 82 | //sw.Close(); 83 | 84 | 85 | /*查看某一分支*/ 86 | //string idSequence = ""; 87 | //string valueSequence = ""; 88 | //foreach (Node n in CurrentBranchNode.ConstrPool.Keys) 89 | //{ 90 | // idSequence += n.ID; 91 | // valueSequence += CurrentBranchNode.ConstrPool[n]; 92 | //} 93 | //if(idSequence=="4123" && valueSequence=="1100") 94 | //{ 95 | 96 | //} 97 | 98 | if (!GenerateInitialFeasibleSolution()) 99 | return -1; 100 | double objVal = -1; 101 | 102 | while (true) 103 | { 104 | _envMaster = new GRBEnv(/*"CG_Model.log"*/); 105 | _grbModelMaster = new GRBModel(_envMaster); 106 | 107 | 108 | BuildVar(); 109 | GenerateConst(); 110 | 111 | _grbModelMaster.Write("CG_Model.lp"); 112 | _grbModelMaster.Optimize(); 113 | 114 | if(_grbModelMaster.Status==GRB.Status.INFEASIBLE) 115 | { 116 | _grbModelMaster.Dispose(); 117 | _envMaster.Dispose(); 118 | return -1; 119 | } 120 | 121 | GetDual(); 122 | 123 | OutputSolution(); 124 | 125 | OptimizeSchemeSub(); 126 | OptimizeFASub(); 127 | 128 | bool IsActive = AddColumn(); 129 | objVal = _grbModelMaster.ObjVal; 130 | 131 | 132 | 133 | if (!IsActive) 134 | { 135 | break; 136 | } 137 | } 138 | 139 | /*输出当前节点标识*/ 140 | StreamWriter sw = File.AppendText("NodeLabel.txt"); 141 | sw.WriteLine("-----***-----"); 142 | foreach (Node n in CurrentBranchNode.ConstrPool.Keys) 143 | { 144 | sw.WriteLine("{0},{1},{2}", n.ID, CurrentBranchNode.ConstrPool[n],objVal); 145 | } 146 | sw.WriteLine("---"); 147 | sw.Close(); 148 | /*************/ 149 | 150 | return objVal; 151 | } 152 | public void DisposeModels() 153 | { 154 | _grbModelMaster.Dispose(); 155 | _envMaster.Dispose(); 156 | _grbModel_SchemeGenerateSub.Dispose(); 157 | _env_SchemeGenerateSub.Dispose(); 158 | _grbModel_FlowAssignmentSub.Dispose(); 159 | _env_FlowAssignmentSub.Dispose(); 160 | DualSolution.Clear(); 161 | } 162 | 163 | public double GetLambda(Scheme s) 164 | { 165 | return _grbModelMaster.GetVarByName("lambda_" + s.ID).X; 166 | } 167 | private void OutputSolution() 168 | { 169 | GRBVar[] varArray = _grbModelMaster.GetVars(); 170 | GRBConstr[] constArray = _grbModelMaster.GetConstrs(); 171 | foreach (GRBVar v in varArray) 172 | { 173 | Console.WriteLine("{0}:{1}", v.VarName, v.X); 174 | } 175 | foreach (GRBConstr ct in constArray) 176 | { 177 | Console.WriteLine("{0}:{1}", ct.ConstrName, ct.Pi); 178 | } 179 | } 180 | 181 | private void GetDual() 182 | { 183 | SchemeDualValue = _grbModelMaster.GetConstrByName("ct1").Pi; 184 | FADualValue = _grbModelMaster.GetConstrByName("ct2").Pi; 185 | 186 | DualSolution.Clear(); 187 | foreach (Node n in Data.NodeSet) 188 | { 189 | GRBConstr constr = _grbModelMaster.GetConstrByName("ct3_" + n.ID); 190 | double dualValue = constr.Pi; 191 | DualSolution.Add(n, dualValue); 192 | } 193 | } 194 | 195 | 196 | #region 限制主问题 197 | 198 | private void BuildVar() 199 | { 200 | foreach (Scheme s in SchemeColumnPool) 201 | { 202 | _grbModelMaster.AddVar(0.0, 1.0, s.GetTotalInstallationFee(Data.ServerInstalationFee), GRB.CONTINUOUS, "lambda_" + s.ID); 203 | } 204 | foreach (ExtremePoint e in EPColumnPool) 205 | { 206 | _grbModelMaster.AddVar(0.0, 1.0, e.TotalCost, GRB.CONTINUOUS, "mu_" + e.ID); 207 | } 208 | _grbModelMaster.Update(); 209 | } 210 | public bool GenerateInitialFeasibleSolution() 211 | { 212 | 213 | //foreach (Node n in Data.NodeSet) 214 | //{ 215 | // Scheme s = new LargeScaleFrmk.CG.Scheme(); 216 | // foreach (Node n2 in Data.NodeSet) 217 | // { 218 | // if (n == n2) 219 | // { 220 | // s.Value.Add(n2, 1); 221 | // continue; 222 | // } 223 | // s.Value.Add(n2, 0); 224 | // } 225 | // s.ID = SchemeColumnPool.Count; 226 | // SchemeColumnPool.Add(s); 227 | //} 228 | 229 | Scheme s = new LargeScaleFrmk.CG.Scheme(); 230 | foreach (Node n2 in Data.NodeSet) 231 | { 232 | if (CurrentBranchNode.ConstrPool.ContainsKey(n2)) 233 | { 234 | s.Value.Add(n2, Convert.ToInt32(CurrentBranchNode.ConstrPool[n2])); 235 | } 236 | else 237 | { 238 | s.Value.Add(n2, 1); 239 | } 240 | } 241 | s.ID = SchemeColumnPool.Count; 242 | SchemeColumnPool.Add(s); 243 | 244 | 245 | //s = new LargeScaleFrmk.CG.Scheme(); 246 | //foreach (Node n2 in Data.NodeSet) 247 | //{ 248 | // if (n2.ID == "1") 249 | // { 250 | // s.Value.Add(n2, 1); 251 | // continue; 252 | // } 253 | // s.Value.Add(n2, 0); 254 | //} 255 | //s.ID = SchemeColumnPool.Count; 256 | //SchemeColumnPool.Add(s); 257 | 258 | 259 | _env_FlowAssignmentSub = new GRBEnv(); 260 | _grbModel_FlowAssignmentSub = new GRBModel(_env_FlowAssignmentSub); 261 | 262 | BuildVar_FA(); 263 | //BuildObj_FA(); 264 | BuildConst_FA(); 265 | 266 | _grbModel_FlowAssignmentSub.Write("FASub.lp"); 267 | 268 | _grbModel_FlowAssignmentSub.Optimize(); 269 | 270 | if(_grbModel_FlowAssignmentSub.Status==GRB.Status.INFEASIBLE) 271 | { 272 | _grbModel_FlowAssignmentSub.Dispose(); 273 | _env_FlowAssignmentSub.Dispose(); 274 | return false; 275 | } 276 | 277 | 278 | ExtremePoint e = new ExtremePoint(); 279 | foreach (Node n in Data.NodeSet) 280 | { 281 | double value = _grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID).X; 282 | e.Value.Add(n, value); 283 | } 284 | foreach(Arc a in Data.ArcSet) 285 | { 286 | double flow = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID).X + 287 | _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.ToNode.ID + "_" + a.FromNode.ID).X; 288 | e.TotalCost += flow * Data.FlowFeePerUnit; 289 | } 290 | e.ID = 0; 291 | 292 | EPColumnPool.Add(e); 293 | 294 | _grbModel_FlowAssignmentSub.Dispose(); 295 | _env_FlowAssignmentSub.Dispose(); 296 | 297 | return true; 298 | } 299 | 300 | private void GenerateConst() 301 | { 302 | GRBLinExpr expr1 = 0; 303 | foreach (Scheme s in SchemeColumnPool) 304 | { 305 | expr1 += _grbModelMaster.GetVarByName("lambda_" + s.ID); 306 | } 307 | _grbModelMaster.AddConstr(expr1 == 1, "ct1"); 308 | 309 | GRBLinExpr expr2 = 0; 310 | foreach (ExtremePoint e in EPColumnPool) 311 | { 312 | expr2 += _grbModelMaster.GetVarByName("mu_" + e.ID); 313 | } 314 | _grbModelMaster.AddConstr(expr2 == 1, "ct2"); 315 | 316 | foreach (Node n in Data.NodeSet) 317 | { 318 | GRBLinExpr expr = 0; 319 | foreach (Scheme s in SchemeColumnPool) 320 | { 321 | GRBVar lambda = _grbModelMaster.GetVarByName("lambda_" + s.ID); 322 | expr += Data.ServerCapacity * s.Value[n] * lambda; 323 | } 324 | foreach (ExtremePoint e in EPColumnPool) 325 | { 326 | GRBVar mu = _grbModelMaster.GetVarByName("mu_" + e.ID); 327 | expr += -e.Value[n] * mu; 328 | } 329 | _grbModelMaster.AddConstr(expr >= 0, "ct3_" + n.ID); 330 | } 331 | } 332 | 333 | 334 | #endregion 335 | 336 | 337 | #region 定价子问题 338 | GRBEnv _env_SchemeGenerateSub; 339 | GRBModel _grbModel_SchemeGenerateSub; 340 | 341 | private void OptimizeSchemeSub() 342 | { 343 | _env_SchemeGenerateSub = new GRBEnv(/*"SchemeSub.log"*/); 344 | _grbModel_SchemeGenerateSub = new GRBModel(_env_SchemeGenerateSub); 345 | 346 | BuildVar_SG(); 347 | BuildObj_SG(); 348 | BuildConst_SG(); 349 | 350 | _grbModel_SchemeGenerateSub.Write("SchemeSub.lp"); 351 | 352 | _grbModel_SchemeGenerateSub.Optimize(); 353 | 354 | OutputSolution_SchemeSub(); 355 | 356 | //_grbModel_SchemeGenerateSub.Dispose(); 357 | //_env_SchemeGenerateSub.Dispose(); 358 | } 359 | 360 | private void OutputSolution_SchemeSub() 361 | { 362 | Console.WriteLine("SchemeSub----"); 363 | GRBVar[] varArray = _grbModel_SchemeGenerateSub.GetVars(); 364 | foreach (GRBVar v in varArray) 365 | { 366 | Console.WriteLine("{0}:{1}", v.VarName, v.X); 367 | } 368 | } 369 | 370 | private bool AddColumn() 371 | { 372 | if (_grbModel_SchemeGenerateSub.ObjVal > _grbModel_FlowAssignmentSub.ObjVal) 373 | { 374 | if (_grbModel_SchemeGenerateSub.ObjVal > 0.0000001) 375 | { 376 | Scheme s = new Scheme(); 377 | foreach (Node n in Data.NodeSet) 378 | { 379 | double Y = _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID).X; 380 | 381 | s.Value.Add(n, Convert.ToInt32(Y)); 382 | } 383 | s.ID = SchemeColumnPool.Count; 384 | SchemeColumnPool.Add(s); 385 | return true; 386 | } 387 | else 388 | return false; 389 | } 390 | else 391 | { 392 | if (_grbModel_FlowAssignmentSub.ObjVal > 0.0000001) 393 | { 394 | ExtremePoint e = new ExtremePoint(); 395 | foreach (Node n in Data.NodeSet) 396 | { 397 | double G = _grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID).X; 398 | e.Value.Add(n, G); 399 | } 400 | foreach (Arc a in Data.ArcSet) 401 | { 402 | double flow = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID).X + 403 | _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.ToNode.ID + "_" + a.FromNode.ID).X; 404 | e.TotalCost += flow * Data.FlowFeePerUnit; 405 | } 406 | e.ID = EPColumnPool.Count; 407 | EPColumnPool.Add(e); 408 | return true; 409 | } 410 | else 411 | return false; 412 | } 413 | } 414 | 415 | private void BuildVar_SG() 416 | { 417 | foreach (Node n in Data.NodeSet) 418 | { 419 | GRBVar y = _grbModel_SchemeGenerateSub.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "y_" + n.ID); 420 | } 421 | _grbModel_SchemeGenerateSub.Update(); 422 | } 423 | 424 | private void BuildObj_SG() 425 | { 426 | GRBLinExpr expr = 0; 427 | expr += SchemeDualValue * 1 + FADualValue * 0; 428 | foreach (Node n in Data.NodeSet) 429 | { 430 | expr += DualSolution[n] * Data.ServerCapacity * _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 431 | } 432 | foreach (Node n in Data.NodeSet) 433 | { 434 | expr += -Data.ServerInstalationFee * _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 435 | } 436 | _grbModel_SchemeGenerateSub.SetObjective(expr, GRB.MAXIMIZE); 437 | } 438 | private void BuildConst_SG() 439 | { 440 | GRBLinExpr expr = 0; 441 | foreach (Node n in Data.NodeSet) 442 | { 443 | expr += _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 444 | } 445 | _grbModel_SchemeGenerateSub.AddConstr(expr >= 1, "ct_1"); 446 | 447 | 448 | /*分支定界的约束*/ 449 | foreach(Node n in CurrentBranchNode.ConstrPool.Keys) 450 | { 451 | GRBVar var = _grbModel_SchemeGenerateSub.GetVarByName("y_" + n.ID); 452 | _grbModel_SchemeGenerateSub.AddConstr(var == CurrentBranchNode.ConstrPool[n], "ct_2" + "_" + n.ID); 453 | } 454 | } 455 | 456 | 457 | GRBEnv _env_FlowAssignmentSub; 458 | GRBModel _grbModel_FlowAssignmentSub; 459 | 460 | private void OptimizeFASub() 461 | { 462 | _env_FlowAssignmentSub = new GRBEnv(/*"FASub.log"*/); 463 | _grbModel_FlowAssignmentSub = new GRBModel(_env_FlowAssignmentSub); 464 | 465 | 466 | BuildVar_FA(); 467 | BuildObj_FA(); 468 | BuildConst_FA(); 469 | 470 | _grbModel_FlowAssignmentSub.Write("FASub.lp"); 471 | 472 | _grbModel_FlowAssignmentSub.Optimize(); 473 | OutputValue(); 474 | 475 | } 476 | private void OutputValue() 477 | { 478 | Console.WriteLine("FASub----"); 479 | GRBVar[] varArray = _grbModel_FlowAssignmentSub.GetVars(); 480 | foreach (GRBVar v in varArray) 481 | { 482 | Console.WriteLine("{0}:{1}", v.VarName, v.X); 483 | } 484 | } 485 | private void BuildVar_FA() 486 | { 487 | foreach (Arc a in Data.ArcSet) 488 | { 489 | GRBVar x1 = _grbModel_FlowAssignmentSub.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "x_" + a.FromNode.ID + "_" + a.ToNode.ID);/*正向*/ 490 | GRBVar x2 = _grbModel_FlowAssignmentSub.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "x_" + a.ToNode.ID + "_" + a.FromNode.ID);/*反向*/ 491 | } 492 | foreach (Node n in Data.NodeSet) 493 | { 494 | GRBVar g = _grbModel_FlowAssignmentSub.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "g_" + n.ID); 495 | //GRBVar d = _grbModel_FlowAssignmentSub.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "d_" + n.ID); 496 | } 497 | _grbModel_FlowAssignmentSub.Update(); 498 | } 499 | private void BuildObj_FA() 500 | { 501 | GRBLinExpr expr1 = 0; 502 | expr1 += SchemeDualValue * 0 + FADualValue * 1; 503 | foreach (Node n in Data.NodeSet) 504 | { 505 | expr1 += DualSolution[n] * (-_grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID)); 506 | } 507 | 508 | foreach (Arc a in Data.ArcSet) 509 | { 510 | expr1 += -Data.FlowFeePerUnit * (_grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID)+ _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.ToNode.ID + "_" + a.FromNode.ID)); 511 | } 512 | _grbModel_FlowAssignmentSub.SetObjective(expr1, GRB.MAXIMIZE); 513 | } 514 | private void BuildConst_FA() 515 | { 516 | BuildFlowBalanceConst(); 517 | BuildCapacityConst(); 518 | BuildRestrictionConst(); 519 | } 520 | private void BuildFlowBalanceConst() 521 | { 522 | foreach (Node n in Data.NodeSet) 523 | { 524 | GRBLinExpr exprLeft = 0; 525 | foreach (Arc a in Data.ArcSet) 526 | { 527 | if (a.FromNode == n) 528 | { 529 | GRBVar x1 = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 530 | exprLeft += x1; 531 | } 532 | if(a.ToNode==n) 533 | { 534 | GRBVar x2 = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.ToNode.ID + "_" + a.FromNode.ID); 535 | exprLeft += x2; 536 | } 537 | } 538 | exprLeft += n.Demand; 539 | GRBLinExpr exprRight = 0; 540 | foreach (Arc a in Data.ArcSet) 541 | { 542 | if (a.ToNode == n) 543 | { 544 | GRBVar x1 = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 545 | exprRight += x1; 546 | } 547 | if (a.FromNode == n) 548 | { 549 | GRBVar x2 = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.ToNode.ID + "_" + a.FromNode.ID); 550 | exprRight += x2; 551 | } 552 | } 553 | exprRight += _grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID); 554 | 555 | _grbModel_FlowAssignmentSub.AddConstr(exprLeft == exprRight, "ct_FlBal_" + n.ID); 556 | } 557 | } 558 | 559 | private void BuildCapacityConst() 560 | { 561 | foreach (Arc a in Data.ArcSet) 562 | { 563 | GRBVar x1 = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.FromNode.ID + "_" + a.ToNode.ID); 564 | //_grbModel_FlowAssignmentSub.AddConstr(x1 <= a.Capacity, "ct_Cap_" + a.FromNode.ID + "_" + a.ToNode.ID); 565 | 566 | GRBVar x2 = _grbModel_FlowAssignmentSub.GetVarByName("x_" + a.ToNode.ID + "_" + a.FromNode.ID); 567 | _grbModel_FlowAssignmentSub.AddConstr(x1 + x2 <= a.Capacity, "ct_Cap_" + a.ToNode.ID + "_" + a.FromNode.ID); 568 | } 569 | } 570 | 571 | private void BuildRestrictionConst() 572 | { 573 | foreach(Node n in CurrentBranchNode.ConstrPool.Keys) 574 | { 575 | if (CurrentBranchNode.ConstrPool[n] == 0) 576 | { 577 | GRBVar g = _grbModel_FlowAssignmentSub.GetVarByName("g_" + n.ID); 578 | _grbModel_FlowAssignmentSub.AddConstr(g == 0, "ct_Res_" + n.ID); 579 | } 580 | } 581 | } 582 | #endregion 583 | } 584 | 585 | 586 | 587 | 588 | #region 分支定界 589 | private void BranchAndBound() 590 | { 591 | BranchNode rootBranchNode = new LargeScaleFrmk.CG.BranchNode(); 592 | rootBranchNode.ConstrPool = new Dictionary(); 593 | rootBranchNode.ParentNode = null; 594 | Branching(rootBranchNode); 595 | } 596 | 597 | private void BuildBranchingTree(BranchNode branchNode) 598 | { 599 | Dictionary nodeTestingValue = new Dictionary(); 600 | foreach (Node n in branchNode.ColumnGenerationFrmk.Data.NodeSet) 601 | { 602 | double nodeValue = 0; 603 | foreach (Scheme s in branchNode.ColumnGenerationFrmk.SchemeColumnPool) 604 | { 605 | double var = branchNode.ColumnGenerationFrmk.GetLambda(s); 606 | nodeValue += s.Value[n] * var; 607 | } 608 | nodeTestingValue.Add(n, nodeValue); 609 | } 610 | Node currentNode = null; 611 | double currentMaxValue = 0; 612 | foreach(Node n in nodeTestingValue.Keys) 613 | { 614 | if (!branchNode.ConstrPool.ContainsKey(n) && nodeTestingValue[n] > currentMaxValue) 615 | { 616 | currentMaxValue = nodeTestingValue[n]; 617 | currentNode = n; 618 | } 619 | } 620 | 621 | branchNode.ColumnGenerationFrmk.DisposeModels(); 622 | 623 | if (currentNode == null) 624 | { 625 | return; 626 | } 627 | //nodeTestingValue = null; 628 | //if(currentNode.ID=="11") 629 | //{ 630 | 631 | //} 632 | 633 | BranchNode leftBranchNode = new BranchNode();/*创建优势分支*/ 634 | branchNode.LeftChild = leftBranchNode; 635 | leftBranchNode.ParentNode = branchNode; 636 | leftBranchNode.ConstrPool = new Dictionary(branchNode.ConstrPool);/*generate constraint pool*/ 637 | 638 | BranchNode rightBranchNode = new BranchNode();/*创建劣势分支*/ 639 | branchNode.RightChild = rightBranchNode; 640 | rightBranchNode.ParentNode = branchNode; 641 | rightBranchNode.ConstrPool = new Dictionary(branchNode.ConstrPool);/*generate constraint pool*/ 642 | 643 | //释放当前节点资源 644 | //branchNode.ConstrPool.Clear(); 645 | branchNode.ConstrPool = null; 646 | branchNode.ColumnGenerationFrmk.DisposeModels(); 647 | branchNode.ColumnGenerationFrmk.EPColumnPool = null; 648 | //branchNode.ColumnGenerationFrmk.SchemeColumnPool.Clear(); 649 | branchNode.ColumnGenerationFrmk = null; 650 | //System.GC.Collect(); 651 | 652 | 653 | //开始求解优势分支 654 | if (nodeTestingValue[currentNode]>0.5) 655 | { 656 | if(!leftBranchNode.ConstrPool.ContainsKey(currentNode)) 657 | leftBranchNode.ConstrPool.Add(currentNode, 1); 658 | } 659 | else 660 | { 661 | if (!leftBranchNode.ConstrPool.ContainsKey(currentNode)) 662 | leftBranchNode.ConstrPool.Add(currentNode, 0); 663 | } 664 | Branching(leftBranchNode); 665 | 666 | //递归返回，做一次上下界监测 667 | if (branchNode.LB > GlobalUB) 668 | return; 669 | 670 | 671 | //开始求解劣势分支 672 | if (nodeTestingValue[currentNode] > 0.5) 673 | { 674 | rightBranchNode.ConstrPool.Add(currentNode, 0); 675 | } 676 | else 677 | { 678 | rightBranchNode.ConstrPool.Add(currentNode, 1); 679 | } 680 | Branching(rightBranchNode); 681 | 682 | //递归返回，做一次上下界监测 683 | if (branchNode.LB > GlobalUB) 684 | return; 685 | 686 | 687 | } 688 | private void Branching(BranchNode branchingNode) 689 | { 690 | /*CG, Update LB of this branch, cut decision*/ 691 | branchingNode.ColumnGenerationFrmk = new CGFramework(); 692 | branchingNode.ColumnGenerationFrmk.Data = this.Data; 693 | branchingNode.ColumnGenerationFrmk.CurrentBranchNode = branchingNode; 694 | 695 | branchingNode.LB = branchingNode.ColumnGenerationFrmk.Optimize(); 696 | if (branchingNode.LB == -1)/*infeasible*/ 697 | { 698 | return; 699 | } 700 | if (branchingNode.LB >= GlobalUB) 701 | { 702 | branchingNode.ColumnGenerationFrmk.DisposeModels(); 703 | return; 704 | } 705 | 706 | /*feasibility test, Update global UB, stop criteria*/ 707 | if(FeasibilityTest(branchingNode)) 708 | { 709 | if(GlobalUB > branchingNode.LB) 710 | { 711 | GlobalUB = branchingNode.LB; 712 | OptimalConstrPool = branchingNode.ConstrPool; 713 | 714 | /*输出可行解*/ 715 | StreamWriter sw = File.AppendText("NodeLabel.txt"); 716 | sw.WriteLine("************Get Feasible! ObjVal={0}***************", GlobalUB); 717 | sw.Close(); 718 | /*********/ 719 | } 720 | branchingNode.ColumnGenerationFrmk.DisposeModels(); 721 | } 722 | else 723 | { 724 | BuildBranchingTree(branchingNode); 725 | } 726 | } 727 | private bool FeasibilityTest(BranchNode branchingNode) 728 | { 729 | foreach (Node n in branchingNode.ColumnGenerationFrmk.Data.NodeSet) 730 | { 731 | double nodeValue = 0; 732 | foreach (Scheme s in branchingNode.ColumnGenerationFrmk.SchemeColumnPool) 733 | { 734 | double var = branchingNode.ColumnGenerationFrmk.GetLambda(s); 735 | nodeValue += s.Value[n] * var; 736 | } 737 | if (nodeValue % 1 > 0.00001) 738 | return false; 739 | } 740 | return true; 741 | } 742 | #endregion 743 | 744 | public void Optimize() 745 | { 746 | Data = new LargeScaleFrmk.DataStructure(); 747 | Data.LoadData(); 748 | 749 | BranchAndBound(); 750 | } 751 | } 752 | } 753 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/ColumnGeneration.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using Gurobi; 6 | 7 | namespace LargeScaleFrmk 8 | { 9 | class ColumnGeneration : ISolver 10 | { 11 | const int M = 50000; 12 | 13 | DataStructure Data; 14 | 15 | GRBEnv _env; 16 | GRBModel _grbModel; 17 | 18 | 19 | Dictionary Dual = new Dictionary(); 20 | List> SchemeSet = new List>(); 21 | 22 | public void Optimize() 23 | { 24 | Data = new DataStructure(); 25 | Data.LoadData(); 26 | 27 | Initialize(); 28 | 29 | BuildModel_RestrMaster(); 30 | if(SolveMaster()) 31 | ParseSolution(); 32 | 33 | 34 | Console.WriteLine("Dual:"); 35 | foreach (Node n in Data.NodeSet) 36 | { 37 | Console.WriteLine(Dual[n]); 38 | } 39 | 40 | //BuildModel_Slave(); 41 | //if (SolveSlave()) 42 | //{ 43 | // foreach (Node n in Data.NodeSet) 44 | // { 45 | // Console.WriteLine(n.IsServerLocationSelected); 46 | // } 47 | //} 48 | } 49 | 50 | void Initialize() 51 | { 52 | Dictionary initialScheme = new Dictionary(); 53 | SchemeSet.Add(initialScheme); 54 | foreach (Node n in Data.NodeSet) 55 | { 56 | Dual.Add(n, 0); 57 | 58 | if (n.ID == "1" || n.ID == "5") 59 | { 60 | initialScheme.Add(n, 1); 61 | n.IsServerLocationSelected = 1; 62 | } 63 | else 64 | { 65 | initialScheme.Add(n, 0); 66 | n.IsServerLocationSelected = 0; 67 | } 68 | 69 | } 70 | 71 | initialScheme = new Dictionary(); 72 | SchemeSet.Add(initialScheme); 73 | foreach (Node n in Data.NodeSet) 74 | { 75 | 76 | initialScheme.Add(n, 1); 77 | //n.IsServerLocationSelected = 1; 78 | } 79 | 80 | initialScheme = new Dictionary(); 81 | SchemeSet.Add(initialScheme); 82 | foreach (Node n in Data.NodeSet) 83 | { 84 | 85 | initialScheme.Add(n, 0); 86 | //n.IsServerLocationSelected = 1; 87 | } 88 | 89 | 90 | } 91 | 92 | void BuildModel_RestrMaster() 93 | { 94 | _env = new GRBEnv("SolutionLog.log"); 95 | _env.Set(GRB.DoubleParam.MIPGap, 0.0); 96 | _env.Set(GRB.DoubleParam.TimeLimit, 500); 97 | _grbModel = new GRBModel(_env); 98 | 99 | //决策变量 100 | foreach (Node n in Data.NodeSet) 101 | { 102 | n.Result_GenerateFlow = _grbModel.AddVar(0.0, M, 0.0, GRB.CONTINUOUS, "g_" + n.ID); 103 | } 104 | 105 | foreach (Dictionary scheme in SchemeSet) 106 | { 107 | _grbModel.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "k_" + SchemeSet.IndexOf(scheme)); 108 | } 109 | 110 | foreach (Arc a in Data.ArcSet) 111 | { 112 | a.Result_FlowF = _grbModel.AddVar(0.0, M, 0.0, GRB.CONTINUOUS, "fF_" + a.FromNode.ID + "_" + a.ToNode.ID); 113 | a.Result_FlowR = _grbModel.AddVar(0.0, M, 0.0, GRB.CONTINUOUS, "fR_" + a.FromNode.ID + "_" + a.ToNode.ID); 114 | } 115 | _grbModel.Update(); 116 | 117 | //目标函数 118 | GRBLinExpr expr1 = 0; 119 | foreach (Dictionary scheme in SchemeSet) 120 | { 121 | foreach (Node n in Data.NodeSet) 122 | expr1 += scheme[n] * Data.ServerInstalationFee * _grbModel.GetVarByName("k_" + SchemeSet.IndexOf(scheme)); 123 | } 124 | GRBLinExpr expr2 = 0; 125 | foreach (Arc a in Data.ArcSet) 126 | expr2 += (a.Result_FlowF + a.Result_FlowR) * Data.FlowFeePerUnit; 127 | 128 | _grbModel.SetObjective(expr1 + expr2, GRB.MINIMIZE); 129 | 130 | 131 | //约束条件 132 | 133 | foreach (Node n in Data.NodeSet) 134 | { 135 | GRBLinExpr expr = 0; 136 | foreach (Dictionary scheme in SchemeSet) 137 | { 138 | expr += scheme[n] * _grbModel.GetVarByName("k_" + SchemeSet.IndexOf(scheme)) * M; 139 | } 140 | _grbModel.AddConstr(expr - n.Result_GenerateFlow >= 0, "ct1_" + n.ID); 141 | } 142 | 143 | foreach (Node n in Data.NodeSet) 144 | { 145 | GRBLinExpr sum1 = 0; 146 | GRBLinExpr sum2 = 0; 147 | GRBLinExpr sum3 = 0; 148 | GRBLinExpr sum4 = 0; 149 | foreach (Arc a in n.ArcSet) 150 | { 151 | if (a.ToNode == n)//进 152 | { 153 | sum1 += a.Result_FlowF; 154 | sum3 += a.Result_FlowR; 155 | } 156 | else//出 157 | { 158 | sum2 += a.Result_FlowR; 159 | sum4 += a.Result_FlowF; 160 | } 161 | } 162 | _grbModel.AddConstr(n.Result_GenerateFlow + sum1 + sum2 == n.Demand + sum3 + sum4, "ct2_" + n.ID); 163 | } 164 | foreach (Arc a in Data.ArcSet) 165 | { 166 | _grbModel.AddConstr(a.Result_FlowF + a.Result_FlowR <= a.Capacity, "ct3_" + a.FromNode.ID + "_" + a.ToNode.ID); 167 | } 168 | 169 | GRBLinExpr exprCtr = 0; 170 | foreach (Dictionary scheme in SchemeSet) 171 | { 172 | exprCtr += _grbModel.GetVarByName("k_" + SchemeSet.IndexOf(scheme)); 173 | } 174 | _grbModel.AddConstr(exprCtr == 1, "ct4"); 175 | } 176 | bool SolveMaster() 177 | { 178 | _grbModel.Optimize(); 179 | int status = _grbModel.Get(GRB.IntAttr.Status); 180 | int solution = _grbModel.Get(GRB.IntAttr.SolCount); 181 | if (status == GRB.Status.OPTIMAL || (status == GRB.Status.TIME_LIMIT && solution > 0)) 182 | { 183 | foreach (Node n in Data.NodeSet) 184 | { 185 | GRBConstr constr = _grbModel.GetConstrByName("ct1_" + n.ID); 186 | Dual[n] = constr.Get(GRB.DoubleAttr.Pi); 187 | n.ParseSolution(2); 188 | n.ParseSolution(1); 189 | } 190 | foreach (Arc a in Data.ArcSet) 191 | { 192 | a.ParseSolution(); 193 | } 194 | 195 | double k0 = _grbModel.GetVarByName("k_0").Get(GRB.DoubleAttr.X); 196 | double k1 = _grbModel.GetVarByName("k_1").Get(GRB.DoubleAttr.X); 197 | 198 | return true; 199 | } 200 | else 201 | { 202 | return false; 203 | } 204 | } 205 | void BuildModel_Slave() 206 | { 207 | //决策变量 208 | foreach (Node n in Data.NodeSet) 209 | { 210 | n.Result_IsServerLoacationSelected = _grbModel.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "x_" + n.ID); 211 | } 212 | _grbModel.Update(); 213 | 214 | //目标函数 215 | GRBLinExpr expr1 = 0; 216 | foreach (Node n in Data.NodeSet) 217 | expr1 += n.Result_IsServerLoacationSelected * Data.ServerInstalationFee; 218 | GRBLinExpr expr2 = 0; 219 | foreach (Node n in Data.NodeSet) 220 | expr2 += Dual[n] * n.Result_IsServerLoacationSelected; 221 | 222 | _grbModel.SetObjective(expr2 - expr1, GRB.MAXIMIZE); 223 | 224 | 225 | } 226 | 227 | bool SolveSlave() 228 | { 229 | _grbModel.Optimize(); 230 | int status = _grbModel.Get(GRB.IntAttr.Status); 231 | int solution = _grbModel.Get(GRB.IntAttr.SolCount); 232 | if (status == GRB.Status.OPTIMAL || (status == GRB.Status.TIME_LIMIT && solution > 0)) 233 | { 234 | double objValue = _grbModel.Get(GRB.DoubleAttr.ObjVal); 235 | if (objValue <= 0) 236 | { 237 | } 238 | foreach (Node n in Data.NodeSet) 239 | { 240 | n.ParseSolution(1); 241 | } 242 | Dictionary newScheme = new Dictionary(); 243 | foreach (Node n in Data.NodeSet) 244 | { 245 | newScheme.Add(n, Convert.ToInt32(n.IsServerLocationSelected)); 246 | SchemeSet.Add(newScheme); 247 | } 248 | return true; 249 | } 250 | else 251 | return false; 252 | } 253 | 254 | void ParseSolution() 255 | { 256 | Console.WriteLine("NODE ID\tSELECT\tGENERATE FLOW"); 257 | foreach (Node n in Data.NodeSet) 258 | { 259 | n.ParseSolution(1); 260 | n.ParseSolution(2); 261 | 262 | Console.WriteLine("{0}\t{1}\t{2}", n.ID, n.IsServerLocationSelected, n.GenerateFlow); 263 | } 264 | Console.WriteLine(); 265 | Console.WriteLine("FROM ID\tTO ID\tFLOW F\tFLOW R"); 266 | foreach (Arc a in Data.ArcSet) 267 | { 268 | a.ParseSolution(); 269 | Console.WriteLine("{0}\t{1}\t{2}\t{3}", a.FromNode.ID, a.ToNode.ID, a.FlowF, a.FlowR); 270 | } 271 | } 272 | } 273 | } 274 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/DataStructure.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | using Gurobi; 7 | using System.IO; 8 | 9 | namespace LargeScaleFrmk 10 | { 11 | public class DataStructure 12 | { 13 | 14 | public double M = 800.0; 15 | public double ServerInstalationFee = 100000.0; 16 | public double FlowFeePerUnit = 1000.0; 17 | public double ServerCapacity = 800.0; 18 | 19 | public List NodeSet = new List(); 20 | public List ArcSet = new List(); 21 | Node GetNodeByID(string NodeID) 22 | { 23 | foreach (Node n in NodeSet) 24 | if (n.ID == NodeID) 25 | return n; 26 | return null; 27 | } 28 | 29 | public void LoadData() 30 | { 31 | FileStream fs = new FileStream("Node.csv", FileMode.Open); 32 | StreamReader sr = new StreamReader(fs); 33 | sr.ReadLine(); 34 | string line = sr.ReadLine(); 35 | while (line != null && line != "") 36 | { 37 | string[] data = line.Split(','); 38 | Node n = new Node(); 39 | n.ID = data[0]; 40 | n.Demand = Convert.ToDouble(data[1]); 41 | NodeSet.Add(n); 42 | line = sr.ReadLine(); 43 | } 44 | sr.Close(); 45 | fs.Close(); 46 | fs = new FileStream("Arc.csv", FileMode.Open); 47 | sr = new StreamReader(fs); 48 | sr.ReadLine(); 49 | line = sr.ReadLine(); 50 | while (line != null && line != "") 51 | { 52 | string[] data = line.Split(','); 53 | Arc a = new Arc(); 54 | a.FromNode = GetNodeByID(data[0]); 55 | a.ToNode = GetNodeByID(data[1]); 56 | a.FromNode.ArcSet.Add(a); 57 | a.ToNode.ArcSet.Add(a); 58 | a.Capacity = Convert.ToDouble(data[2]); 59 | ArcSet.Add(a); 60 | line = sr.ReadLine(); 61 | } 62 | sr.Close(); 63 | sr.Close(); 64 | } 65 | } 66 | 67 | public class Node 68 | { 69 | public List ArcSet = new List(); 70 | 71 | public string ID; 72 | public double Demand; 73 | 74 | public GRBVar Result_GenerateFlow; 75 | public GRBVar Result_IsServerLoacationSelected; 76 | 77 | public double GenerateFlow 78 | { 79 | get; set; 80 | } 81 | 82 | public double IsServerLocationSelected 83 | { 84 | get; set; 85 | } 86 | 87 | public void ParseSolution(int i) 88 | { 89 | if (i==2 && Result_GenerateFlow as object != null) 90 | GenerateFlow = Result_GenerateFlow.Get(GRB.DoubleAttr.X); 91 | if (i==1 && Result_IsServerLoacationSelected as object != null) 92 | IsServerLocationSelected = Result_IsServerLoacationSelected.Get(GRB.DoubleAttr.X); 93 | } 94 | 95 | } 96 | public class Arc 97 | { 98 | public Node FromNode; 99 | public Node ToNode; 100 | 101 | public double Capacity; 102 | 103 | public GRBVar Result_FlowF; 104 | public GRBVar Result_FlowR; 105 | 106 | public double FlowF { get; set; } 107 | public double FlowR { get; set; } 108 | 109 | public void ParseSolution() 110 | { 111 | if (Result_FlowF as object != null) 112 | FlowF = Result_FlowF.Get(GRB.DoubleAttr.X); 113 | if (Result_FlowR as object != null) 114 | FlowR = Result_FlowR.Get(GRB.DoubleAttr.X); 115 | } 116 | } 117 | } 118 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/LagrangianRelaFrmk.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using Gurobi; 6 | using System.IO; 7 | 8 | namespace LargeScaleFrmk 9 | { 10 | class LagrangianRelaFrmk 11 | { 12 | DataStructure Data; 13 | 14 | GRBEnv _env; 15 | GRBModel _grbModel; 16 | 17 | 18 | Dictionary multiplier_p = new Dictionary(); 19 | public int IterationTimes = 500; 20 | 21 | public void Optimize() 22 | { 23 | 24 | Data = new DataStructure(); 25 | Data.LoadData(); 26 | 27 | //生成乘子 28 | foreach (Node n in Data.NodeSet) 29 | { 30 | multiplier_p.Add(n, 0); 31 | } 32 | 33 | for (int i = 1; i <= IterationTimes; i++) 34 | { 35 | double LB = 0; 36 | BuildModel_SubProblem1(); 37 | if (Solve()) 38 | { 39 | ParseSolution_SubProblem1(); 40 | LB += _grbModel.Get(GRB.DoubleAttr.ObjVal); 41 | } 42 | _grbModel.Dispose(); 43 | _env.Dispose(); 44 | 45 | 46 | BuildModel_SubProblem2(); 47 | if (Solve()) 48 | { 49 | ParseSolution_SubProblem2(); 50 | LB += _grbModel.Get(GRB.DoubleAttr.ObjVal); 51 | } 52 | 53 | _grbModel.Dispose(); 54 | _env.Dispose(); 55 | UpdateMultiplier(i); 56 | 57 | 58 | BuildFeasibleSolutionModel(); 59 | if (Solve()) 60 | { 61 | ParseSolution_SubProblem2(); 62 | StreamWriter sw = File.AppendText("solution.csv"); 63 | sw.Write("{0},{1},{2}", i, _grbModel.Get(GRB.DoubleAttr.ObjVal), LB); 64 | sw.WriteLine(); 65 | sw.Close(); 66 | } 67 | else 68 | { 69 | StreamWriter sw = File.AppendText("solution.csv"); 70 | sw.Write("{0},{1},{2}", i, "infeasible", LB); 71 | sw.WriteLine(); 72 | sw.Close(); 73 | } 74 | _grbModel.Dispose(); 75 | _env.Dispose(); 76 | 77 | } 78 | 79 | 80 | ParseSolution(); 81 | 82 | } 83 | 84 | void BuildModel_SubProblem1() 85 | { 86 | _env = new GRBEnv("SolutionLog.log"); 87 | _env.Set(GRB.DoubleParam.MIPGap, 0.0); 88 | _env.Set(GRB.DoubleParam.TimeLimit, 500); 89 | _grbModel = new GRBModel(_env); 90 | //决策变量 91 | foreach (Node n in Data.NodeSet) 92 | { 93 | n.Result_IsServerLoacationSelected = _grbModel.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "x_" + n.ID); 94 | } 95 | _grbModel.Update(); 96 | 97 | //目标函数 98 | GRBLinExpr expr1 = 0; 99 | foreach (Node n in Data.NodeSet) 100 | expr1 += n.Result_IsServerLoacationSelected * (Data.ServerInstalationFee - multiplier_p[n] * Data.M); 101 | _grbModel.SetObjective(expr1, GRB.MINIMIZE); 102 | 103 | } 104 | 105 | void BuildModel_SubProblem2() 106 | { 107 | _env = new GRBEnv("SolutionLog.log"); 108 | _env.Set(GRB.DoubleParam.MIPGap, 0.0); 109 | _env.Set(GRB.DoubleParam.TimeLimit, 500); 110 | _grbModel = new GRBModel(_env); 111 | 112 | //决策变量 113 | foreach (Node n in Data.NodeSet) 114 | { 115 | n.Result_GenerateFlow = _grbModel.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "g_" + n.ID); 116 | } 117 | foreach (Arc a in Data.ArcSet) 118 | { 119 | a.Result_FlowF = _grbModel.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "fF_" + a.FromNode.ID + "_" + a.ToNode.ID); 120 | a.Result_FlowR = _grbModel.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "fR_" + a.FromNode.ID + "_" + a.ToNode.ID); 121 | } 122 | _grbModel.Update(); 123 | 124 | //目标函数 125 | GRBLinExpr expr1 = 0; 126 | foreach (Node n in Data.NodeSet) 127 | expr1 += n.Result_GenerateFlow * multiplier_p[n]; 128 | GRBLinExpr expr2 = 0; 129 | foreach (Arc a in Data.ArcSet) 130 | expr2 += (a.Result_FlowF + a.Result_FlowR) * Data.FlowFeePerUnit; 131 | 132 | _grbModel.SetObjective(expr1 + expr2, GRB.MINIMIZE); 133 | 134 | 135 | //约束条件 136 | foreach (Node n in Data.NodeSet) 137 | { 138 | GRBLinExpr sum1 = 0; 139 | GRBLinExpr sum2 = 0; 140 | GRBLinExpr sum3 = 0; 141 | GRBLinExpr sum4 = 0; 142 | foreach (Arc a in n.ArcSet) 143 | { 144 | if (a.ToNode == n)//进 145 | { 146 | sum1 += a.Result_FlowF; 147 | sum3 += a.Result_FlowR; 148 | } 149 | else//出 150 | { 151 | sum2 += a.Result_FlowR; 152 | sum4 += a.Result_FlowF; 153 | } 154 | } 155 | _grbModel.AddConstr(n.Result_GenerateFlow + sum1 + sum2 == n.Demand + sum3 + sum4, "ct2_" + n.ID); 156 | } 157 | foreach (Arc a in Data.ArcSet) 158 | { 159 | _grbModel.AddConstr(a.Result_FlowF + a.Result_FlowR <= a.Capacity, "ct3_" + a.FromNode.ID + "_" + a.ToNode.ID); 160 | } 161 | } 162 | 163 | 164 | 165 | void UpdateMultiplier(double currentIteration) 166 | { 167 | foreach(Node n in Data.NodeSet) 168 | { 169 | double newMultiplier = multiplier_p[n] + (n.GenerateFlow - n.IsServerLocationSelected * Data.M) * (0.004 / (1 + currentIteration)); 170 | if (newMultiplier < 0) 171 | multiplier_p[n] = 0; 172 | else 173 | multiplier_p[n] = newMultiplier; 174 | } 175 | } 176 | 177 | void BuildFeasibleSolutionModel() 178 | { 179 | _env = new GRBEnv("SolutionLog.log"); 180 | _env.Set(GRB.DoubleParam.MIPGap, 0.0); 181 | _env.Set(GRB.DoubleParam.TimeLimit, 500); 182 | _grbModel = new GRBModel(_env); 183 | 184 | //决策变量 185 | foreach (Node n in Data.NodeSet) 186 | { 187 | n.Result_GenerateFlow = _grbModel.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "g_" + n.ID); 188 | } 189 | foreach (Arc a in Data.ArcSet) 190 | { 191 | a.Result_FlowF = _grbModel.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "fF_" + a.FromNode.ID + "_" + a.ToNode.ID); 192 | a.Result_FlowR = _grbModel.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "fR_" + a.FromNode.ID + "_" + a.ToNode.ID); 193 | } 194 | _grbModel.Update(); 195 | 196 | //目标函数 197 | GRBLinExpr expr1 = 0; 198 | foreach (Node n in Data.NodeSet) 199 | expr1 += n.IsServerLocationSelected * Data.ServerInstalationFee; 200 | GRBLinExpr expr2 = 0; 201 | foreach (Arc a in Data.ArcSet) 202 | expr2 += (a.Result_FlowF + a.Result_FlowR) * Data.FlowFeePerUnit; 203 | 204 | _grbModel.SetObjective(expr1 + expr2, GRB.MINIMIZE); 205 | 206 | 207 | //约束条件 208 | foreach (Node n in Data.NodeSet) 209 | _grbModel.AddConstr(n.Result_GenerateFlow <= n.IsServerLocationSelected * Data.M, "ct1_" + n.ID); 210 | foreach (Node n in Data.NodeSet) 211 | { 212 | GRBLinExpr sum1 = 0; 213 | GRBLinExpr sum2 = 0; 214 | GRBLinExpr sum3 = 0; 215 | GRBLinExpr sum4 = 0; 216 | foreach (Arc a in n.ArcSet) 217 | { 218 | if (a.ToNode == n)//进 219 | { 220 | sum1 += a.Result_FlowF; 221 | sum3 += a.Result_FlowR; 222 | } 223 | else//出 224 | { 225 | sum2 += a.Result_FlowR; 226 | sum4 += a.Result_FlowF; 227 | } 228 | } 229 | _grbModel.AddConstr(n.Result_GenerateFlow + sum1 + sum2 == n.Demand + sum3 + sum4, "ct2_" + n.ID); 230 | } 231 | foreach (Arc a in Data.ArcSet) 232 | { 233 | _grbModel.AddConstr(a.Result_FlowF + a.Result_FlowR <= a.Capacity, "ct3_" + a.FromNode.ID + "_" + a.ToNode.ID); 234 | } 235 | } 236 | 237 | 238 | bool Solve() 239 | { 240 | _grbModel.Optimize(); 241 | int status = _grbModel.Get(GRB.IntAttr.Status); 242 | int solution = _grbModel.Get(GRB.IntAttr.SolCount); 243 | if (status == GRB.Status.OPTIMAL || (status == GRB.Status.TIME_LIMIT && solution > 0)) 244 | return true; 245 | else 246 | return false; 247 | } 248 | 249 | void ParseSolution_SubProblem1() 250 | { 251 | foreach (Node n in Data.NodeSet) 252 | n.ParseSolution(1); 253 | } 254 | 255 | void ParseSolution_SubProblem2() 256 | { 257 | foreach (Node n in Data.NodeSet) 258 | n.ParseSolution(2); 259 | foreach (Arc a in Data.ArcSet) 260 | a.ParseSolution(); 261 | } 262 | 263 | 264 | void ParseSolution() 265 | { 266 | Console.WriteLine("NODE ID\tSELECT\tGENERATE FLOW\tMULTIPLIER"); 267 | foreach (Node n in Data.NodeSet) 268 | { 269 | Console.WriteLine("{0}\t{1}\t{2}\t{3}", n.ID, n.IsServerLocationSelected, n.GenerateFlow, multiplier_p[n]); 270 | } 271 | Console.WriteLine(); 272 | Console.WriteLine("FROM ID\tTO ID\tFLOW F\tFLOW R"); 273 | foreach (Arc a in Data.ArcSet) 274 | { 275 | Console.WriteLine("{0}\t{1}\t{2}\t{3}", a.FromNode.ID, a.ToNode.ID, a.FlowF, a.FlowR); 276 | } 277 | } 278 | } 279 | } 280 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/LargeScaleFrmk.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {59143988-A243-4D7C-AAD3-C65D14BD8405} 8 | Exe 9 | Properties 10 | LargeScaleFrmk 11 | LargeScaleFrmk 12 | v4.0 13 | 512 14 | 15 | 16 | 17 | AnyCPU 18 | true 19 | full 20 | false 21 | bin\Debug\ 22 | DEBUG;TRACE 23 | prompt 24 | 4 25 | 26 | 27 | AnyCPU 28 | pdbonly 29 | true 30 | bin\Release\ 31 | TRACE 32 | prompt 33 | 4 34 | 35 | 36 | 37 | C:\gurobi751\win64\bin\Gurobi75.NET.dll 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 69 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/OriginalModel.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | using Gurobi; 7 | 8 | namespace LargeScaleFrmk 9 | { 10 | 11 | //数学模型Latex代码 12 | //Minimize \sum_{i \in N}(x_i \times C_i)+\sum_{(i,j) \in A}[c_{i, j} \times(f_{ (i, j)}^F+f_{(i,j)}^R)] 13 | 14 | //s.t. 15 | /* 16 | g_i \leq x_i \times M, \forall i \in N 17 | g_j+\sum_{i:(i, j) \in A}f_{(i,j)}^F + \sum_{k:(j,k) \in A}f_{(j,k)}^R = 18 | D_j+\sum_{i:(i,j) \in A}f_{(i,j)}^R+ \sum_{k:(j,k)\in A}f_{(j,k)}^F , \forall j \in N 19 | f_{(i, j)}^F+f_{(i,j)}^R \leq V_ {(i,j)} , \forall(i, j) \in A 20 | */ 21 | 22 | 23 | class OriginalModel 24 | { 25 | DataStructure Data; 26 | 27 | GRBEnv _env; 28 | GRBModel _grbModel; 29 | 30 | void BuildGRBModel() 31 | { 32 | _env = new GRBEnv("SolutionLog.log"); 33 | _env.Set(GRB.DoubleParam.MIPGap, 0.0); 34 | _env.Set(GRB.DoubleParam.TimeLimit, 500); 35 | _env.Set(GRB.DoubleParam.Heuristics, 0.5); 36 | _grbModel = new GRBModel(_env); 37 | 38 | //决策变量 39 | foreach (Node n in Data.NodeSet) 40 | { 41 | n.Result_GenerateFlow = _grbModel.AddVar(0.0, Data.M, 0.0, GRB.CONTINUOUS, "g_" + n.ID); 42 | n.Result_IsServerLoacationSelected = _grbModel.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "x_" + n.ID); 43 | } 44 | foreach (Arc a in Data.ArcSet) 45 | { 46 | a.Result_FlowF = _grbModel.AddVar(0.0, Data.M, 0.0, GRB.CONTINUOUS, "fF_" + a.FromNode.ID + "_" + a.ToNode.ID); 47 | a.Result_FlowR = _grbModel.AddVar(0.0, Data.M, 0.0, GRB.CONTINUOUS, "fR_" + a.FromNode.ID + "_" + a.ToNode.ID); 48 | } 49 | _grbModel.Update(); 50 | 51 | //目标函数 52 | GRBLinExpr expr1 = 0; 53 | foreach (Node n in Data.NodeSet) 54 | expr1 += n.Result_IsServerLoacationSelected * Data.ServerInstalationFee; 55 | GRBLinExpr expr2 = 0; 56 | foreach (Arc a in Data.ArcSet) 57 | expr2 += (a.Result_FlowF + a.Result_FlowR) * Data.FlowFeePerUnit; 58 | 59 | _grbModel.SetObjective(expr1 + expr2, GRB.MINIMIZE); 60 | 61 | 62 | //约束条件 63 | foreach (Node n in Data.NodeSet) 64 | _grbModel.AddConstr(n.Result_GenerateFlow <= n.Result_IsServerLoacationSelected * Data.M, "ct1_" + n.ID); 65 | foreach (Node n in Data.NodeSet) 66 | { 67 | GRBLinExpr sum1 = 0; 68 | GRBLinExpr sum2 = 0; 69 | GRBLinExpr sum3 = 0; 70 | GRBLinExpr sum4 = 0; 71 | foreach (Arc a in n.ArcSet) 72 | { 73 | if (a.ToNode == n)//进 74 | { 75 | sum1 += a.Result_FlowF; 76 | sum3 += a.Result_FlowR; 77 | } 78 | else//出 79 | { 80 | sum2 += a.Result_FlowR; 81 | sum4 += a.Result_FlowF; 82 | } 83 | } 84 | _grbModel.AddConstr(n.Result_GenerateFlow + sum1 + sum2 == n.Demand + sum3 + sum4, "ct2_" + n.ID); 85 | } 86 | foreach (Arc a in Data.ArcSet) 87 | { 88 | _grbModel.AddConstr(a.Result_FlowF + a.Result_FlowR <= a.Capacity, "ct3_" + a.FromNode.ID + "_" + a.ToNode.ID); 89 | } 90 | } 91 | 92 | bool Solve() 93 | { 94 | _grbModel.Write("OrgModel.lp"); 95 | _grbModel.Optimize(); 96 | 97 | int status = _grbModel.Get(GRB.IntAttr.Status); 98 | int solution = _grbModel.Get(GRB.IntAttr.SolCount); 99 | if (status == GRB.Status.OPTIMAL || (status == GRB.Status.TIME_LIMIT && solution > 0)) 100 | return true; 101 | else 102 | return false; 103 | } 104 | void ParseSolution() 105 | { 106 | Console.WriteLine("NODE ID\tSELECT\tGENERATE FLOW"); 107 | foreach (Node n in Data.NodeSet) 108 | { 109 | n.ParseSolution(1); 110 | n.ParseSolution(2); 111 | 112 | Console.WriteLine("{0}\t{1}\t{2}", n.ID, n.IsServerLocationSelected, n.GenerateFlow); 113 | } 114 | Console.WriteLine(); 115 | Console.WriteLine("FROM ID\tTO ID\tFLOW F\tFLOW R"); 116 | foreach (Arc a in Data.ArcSet) 117 | { 118 | a.ParseSolution(); 119 | Console.WriteLine("{0}\t{1}\t{2}\t{3}", a.FromNode.ID, a.ToNode.ID, a.FlowF, a.FlowR); 120 | } 121 | } 122 | public void Optimize() 123 | { 124 | Data = new DataStructure(); 125 | Data.LoadData(); 126 | BuildGRBModel(); 127 | if (Solve()) 128 | ParseSolution(); 129 | _grbModel.Dispose(); 130 | _env.Dispose(); 131 | } 132 | } 133 | } 134 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/Program.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace LargeScaleFrmk 8 | { 9 | class Program 10 | { 11 | static void Main(string[] args) 12 | { 13 | DateTime startTime = DateTime.Now; 14 | OriginalModel orgModel = new LargeScaleFrmk.OriginalModel(); 15 | orgModel.Optimize(); 16 | 17 | //LagrangianRelaFrmk lrModel = new LagrangianRelaFrmk(); 18 | //lrModel.Optimize(); 19 | 20 | //CG cgModel = new CG(); 21 | //cgModel.Optimize(); 22 | 23 | //Benders bendersModel = new Benders(); 24 | //bendersModel.Optimize(); 25 | 26 | TimeSpan totalRunningTime = DateTime.Now - startTime; 27 | 28 | Console.WriteLine("Total computational time:{0} ms", totalRunningTime.TotalMilliseconds); 29 | Console.ReadLine(); 30 | } 31 | } 32 | } 33 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("LargeScaleFrmk")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("LargeScaleFrmk")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2017")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("59143988-a243-4d7c-aad3-c65d14bd8405")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/Solver.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | 6 | namespace LargeScaleFrmk 7 | { 8 | /// 9 | /// 求解算法抽象类 10 | /// 11 | public abstract class SolutionAlgorithm 12 | { 13 | /// 14 | /// 数据集 15 | /// 16 | public virtual DataStructure Data { get; set; } 17 | 18 | /// 19 | /// 求解方法 20 | /// 21 | /// 22 | public virtual bool Optimize() 23 | { 24 | return false; 25 | } 26 | 27 | /// 28 | /// 输出结果 29 | /// 30 | public virtual void Output() 31 | { 32 | 33 | } 34 | } 35 | } 36 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/bin/Debug/Arc.csv: -------------------------------------------------------------------------------- 1 | FromID,ToID,Capacity 2 | 1,13,20 3 | 3,13,20 4 | 13,2,20 5 | 13,4,20 6 | 13,5,20 7 | 19,5,20 8 | 19,16,20 9 | 6,16,20 10 | 16,11,20 11 | 5,4,20 12 | 5,16,20 13 | 16,18,20 14 | 2,4,20 15 | 4,18,20 16 | 18,14,20 17 | 18,17,20 18 | 17,7,20 19 | 14,7,20 20 | 4,14,20 21 | 2,15,20 22 | 4,15,20 23 | 14,15,20 24 | 14,20,20 25 | 7,12,20 26 | 20,12,20 27 | 20,10,20 28 | 20,9,20 29 | 15,9,20 30 | 15,8,20 31 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/bin/Debug/Node.csv: -------------------------------------------------------------------------------- 1 | ID,Demand 2 | 1,70 3 | 2,50 4 | 3,30 5 | 4,55 6 | 5,30 7 | 6,20 8 | 7,17 9 | 8,70 10 | 9,50 11 | 10,30 12 | 11,55 13 | 12,30 14 | 13,30 15 | 14,20 16 | 15,17 17 | 16,70 18 | 17,50 19 | 18,30 20 | 19,20 21 | 20,17 22 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/bin/Debug/Org_Data/Arc.csv: -------------------------------------------------------------------------------- 1 | FromID,ToID,Capacity 2 | 1,2,20 3 | 1,5,20 4 | 1,6,20 5 | 2,3,20 6 | 2,6,20 7 | 2,7,20 8 | 3,4,20 9 | 3,7,20 10 | 4,5,20 11 | 4,7,20 12 | 5,6,20 13 | 6,7,20 14 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/bin/Debug/Org_Data/Node.csv: -------------------------------------------------------------------------------- 1 | ID,Demand 2 | 1,70 3 | 2,50 4 | 3,30 5 | 4,55 6 | 5,30 7 | 6,0 8 | 7,0 9 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/bin/Debug/Small/Arc.csv: -------------------------------------------------------------------------------- 1 | FromID,ToID,Capacity 2 | 1,2,20 3 | 2,3,20 4 | 3,4,20 5 | 1,3,20 6 | 2,4,20 7 | -------------------------------------------------------------------------------- /LargeScaleFrmk/LargeScaleFrmk/bin/Debug/Small/Node.csv: -------------------------------------------------------------------------------- 1 | ID,Demand 2 | 1,70 3 | 2,50 4 | 3,30 5 | 4,55 6 | -------------------------------------------------------------------------------- /大规模整数规划分解算法介绍20180322.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lzw37/DecompositionAlgorithm/03c7b267e0ed8d1df9f3f6ff427524d9ec842580/大规模整数规划分解算法介绍20180322.pdf --------------------------------------------------------------------------------