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Added slack to CostOptimiser in the case of no feasible solution
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3 changed files with 38 additions and 4 deletions
2
.idea/Model.iml
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.idea/Model.iml
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@ -7,7 +7,7 @@
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<sourceFolder url="file://$MODULE_DIR$/open_uprn" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/recommendations" isTestSource="false" />
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</content>
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<orderEntry type="jdk" jdkName="Python 3.10 (simulation_system_prediction)" jdkType="Python SDK" />
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<orderEntry type="jdk" jdkName="Python 3.10 (backend)" jdkType="Python SDK" />
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<orderEntry type="sourceFolder" forTests="false" />
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</component>
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</module>
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2
.idea/misc.xml
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2
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@ -1,6 +1,6 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<project version="4">
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<component name="ProjectRootManager" version="2" project-jdk-name="Python 3.10 (simulation_system_prediction)" project-jdk-type="Python SDK" />
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<component name="ProjectRootManager" version="2" project-jdk-name="Python 3.10 (backend)" project-jdk-type="Python SDK" />
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<component name="PythonCompatibilityInspectionAdvertiser">
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<option name="version" value="3" />
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</component>
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@ -1,4 +1,7 @@
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from mip import Model, xsum, minimize, BINARY
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from mip import Model, xsum, minimize, BINARY, OptimizationStatus
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from utils.logger import setup_logger
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logger = setup_logger()
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class CostOptimiser:
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@ -9,6 +12,7 @@ class CostOptimiser:
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def __init__(self, components, min_gain):
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self.components = components
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self.min_gain = min_gain
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self.gain_constraint = None
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self.m = None
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self.variables = []
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self.solution = []
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@ -42,21 +46,51 @@ class CostOptimiser:
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# This constrain ensures that sum of gain_ig * x_ig >= min_gain, where gain_ig represents the gain for the ith
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# component
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# in group g, and x_ig is the binary decision variable for the ith component in group g
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self.m += xsum(
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gain_expression = xsum(
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item['gain'] * var for group, group_vars in zip(self.components, self.variables) for item, var in
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zip(group, group_vars)
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) >= self.min_gain
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self.gain_constraint = self.m.add_constr(gain_expression)
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# At most one item from each group
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# This constraint ensures that at most one item from each group is selected
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# This is expressed by summing up the decision variables for each group and ensuring that the sum is <= 1
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for group_vars in self.variables:
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self.m += xsum(var for var in group_vars) <= 1
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def setup_slack(self):
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# Remove the original gain constraint
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self.m.remove(self.gain_constraint)
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# Add slack variable
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s = self.m.add_var(lb=0)
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# Modify the constraint
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self.m += xsum(
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item['gain'] * var for group, group_vars in zip(self.components, self.variables) for item, var in
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zip(group, group_vars)
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) + s >= self.min_gain
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# Modify the objective to penalize the use of slack
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penalty = 10000 # you can adjust this based on how much you want to penalize the use of slack
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self.m.objective = minimize(
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xsum(
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component['cost'] * var for group, group_vars in zip(self.components, self.variables) for component, var
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in
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zip(group, group_vars)
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) + penalty * s
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)
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def solve(self):
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# Solve the problem
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self.m.optimize()
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if self.m.status == OptimizationStatus.INFEASIBLE:
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logger.info("We have an infeasible model, setting up slack model")
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self.setup_slack()
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self.m.optimize()
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self.solution = [
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item for group, group_vars in zip(self.components, self.variables) for item, var in zip(group, group_vars)
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if
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