cplex یزاسهنیهب رازفا مرن شزومآ - sharifie.sharif.edu/~sp/cplex.pdf · 2019....

CPLEX سازی نرم افزار بهینهآموزش

ریزی تصادفیبرنامهدکتر رفیعی

علی کرمانی: تهیه کننده

98آذر

A glimpse of IBM ILOG OPL

CPLEX یک حل کننده(Solver ) ه برای مدل های ریاضی است و قابلیت اتصال به اکثر محیط هاای برااماو GAMSتفااو مداده ب باا ساایر اارا اایارهاای بهیناه ساازی ا یار . اویسی و بهینه سازی را دارسات

LINGOده در این است که، این ارا اایارها محیطی برای توسعه مدل ریاضی بوده و مجدومه ای از حل کنن.را در خود جای داده اادCPLEXها از جدله

CPLEX بیشتر یکsolverصنعتی بوده و هیچ اسخهtrial یاstudent قیدات . برای ب ارائه اشده اساتLicense ب زیاد است و به هدین جهت بسیاری از دااشجویاب ترجیح می دهند از محیط هاای اارا ااایاری

.در ب محیط ها استفاده ادایندsolverدیگر استفاده ادوده و از این

CPLEX Programming Environment


ریزی غیر قطعیدرس برنامه

علی جعفری: اراِئه دهنده

98فروردین

More about OPL projects

OPL projects are located inside directories, typically with the same name as the project, on the

computer's file system. These directories typically contain:

• Model files (.mod)

• Data files (.dat)

• Settings files (.ops)

• Model files contain data declarations, as well as the model definition in terms of decision

variables, the objective function and constraints. Model files may also contain IBMI LOG

Script statements.

• Data files initialize the data declared in the model files. Data can be initialized directly in

the .dat file, or imported from external sources.

• Setting files are used to change the default settings in OPL, for example parameters that

define solution algorithm behavior, display options, and so forth.


ریزی غیر قطعیدرس برنامه

علی جعفری: اراِئه دهنده

98فروردین

CPLEX Programming Environment(mode)

CPLEX Programming Environment (data)

Data-Range

• range Rows=1..10;

• int n = 8;

range Rows = n+1..2*n+1

• range R = 1..100;

forall(I in R) {

//element of a loop

};

• range float myFloatRange= 1.2..2.2;

Arrays-Initializing arrays

• In the model file:

int myIntegerArray[1..4] = [1, 3, 5, 7];

• In the data file:

myIntegerArray = [1, 3, 5, 7];

• range R = 1..4;

int a[R]=[1,2,3,4];

Arrays-multidimensional arrays

• A two-dimensional array declaration and initialization:

int my2DArray[1..2][1..3]=[[5,2,5],[4,4,6]];

• Declaration in the model file:

int my2DArray[1..2][1..3]=...;

• initialization in the data file:

my2DArray=[[5,2,5],[4,4,6]];

• A three-dimensional array declaration and initialization:

int my3DArray[1..2][1..3][1..4]=

[[[1,2,3,4],[5,6,7,8],[9,10,11,12]],[[13,14,15,16],[17,18,19,20],[21,22,23,24]]];

• You can combine different types of indices in multi dimensional arrays,for example:

int numberOfWorkers[Days][1..3]=...;

Data

When declaring data, you need to decide:

• The name for the data item

• The data type:

a. Integer (OPL keyword int)

b. Real (OPL keyword float)

c. String (OPL keyword string)

The data structure, which can be a scalar, a range, a set, an array, or a tuple.

Examples:

float unitProfit=...;

int a[i][j]=...;

Data-initialization

Data can be initialized:

in the model (.mod file)or the data(.dat file)files

read from spread sheets and data bases.

Examples:

Float unitProfit=2.5; in the.mod file

Or

Float unitProfit =…; in the .mod file & unitProfit=2.5; in the.dat file

{int} myIntegerSet={1,3,5,7}; in the.mod file

Or

{int} myIntegerSet=…; in the .mod file & myIntegerSet={1,3,5,7}; in the .dat file

Decision variables

• dvar is the OPL keyword used to declare decision variables.

• float is the OPL keyword used for real numbers, and the + is added to denote that the

quantities are non-negative.

When declaring decision variables, you need to decide:

The name of the variable

The variable type:

Integer (OPL keyword int)

Real (OPL keyword float, for MP only)

Boolean (OPL keyword boolean)

Example:

dvar float+ y[i][j];

Note that all declarations in OPL end with a semicolon.

Objective function

• maximize is the OPL keyword used for maximization problems. minimize is used for

minimization problems.

• sum is the OPL keyword to compute the summation of a collection of expressions.

• Note that we use normal parentheses, as in (p in Products), to denote the selection to sum

over.

• p is an index used to access each element of the set of Products.

Example:

maximize sum(p in Products)profit[p]*production[p];

Constraints

Constraints in OPL are written in a block starting with subject to{and ending

With }.

Example:

subject to{

productionConstraint: production

Constraints

• forall is the OPL keyword used when expressions are similar, except for their indices. In this case, it's used to write only one constraint for all components, seeing that the constraints only differ according to the product or component they refer to.

Example:

subject to{

forall(c in Components)

sum(p in Products)usageFactor[p][c]*production[p]

Operators-numeric

Exchanging data with a spreadsheet

To exchange data with a spreadsheet:

1. Establish a connection between the OPL application and the spreadsheet using

SheetConnection

• SheetConnection takes a handle – OPL will use this as the “pipeline.”

2. Read data from the spreadsheet using SheetRead.

• You can read from one or more sheets in an Excel file.

• You can define a range of cells to read.

3. Write data to the spreadsheet using SheetWrite.

• You can write to one or more sheets in an Excel file.

• You can define a range of cells to write to.


Connecting to a spreadsheet

Before an OPL model can read from and/or write to a spreadsheet, it must connect to

the spreadsheet using the SheetConnection instruction.

This is not done in the .mod file but in the .dat file.

Steps:

1. Write your model in the .mod file exactly as you would any model in a project

with independent data.

2. To initialize the data, use links to the spreadsheet in the .dat file.

Syntax:

SheetConnection ("filename.xls");

Example:

SheetConnection connex ("mySheet.xls");

Establishes a connection connex to a spreadsheet named mySheet.xls in read/write

mode


Reading from a spreadsheet

Once the model is connected to the spreadsheet, data can be read into these data

elements using the SheetRead command:

• One-dimensional arrays

• Two-dimensional arrays or sets

Steps:

1. In the .mod file, declare the array or set, , that you want to fill with data

from the spreadsheet;

2. In the .dat file, call the data to be read using the syntax:

from SheetRead (,“!:”;

is optional. If no is given, and the Excel workbook has more than one

sheet, the currently active sheet is read.


Reading from a spreadsheet

Example:

Streets from SheetRead (connex,”addresses!A1:C13”)

Reads the range of cells from A1 to C13 into a data element named Streets

from the

sheet named addresses that is located in the spreadsheet that uses the

connex

connection.

• is the array or set, declared in the model file, that you want to fill

• is the name of the sheet inside the Excel file that you want to read from.

• is the first cell, in the spreadsheet called by the connection , of the

range that you want to use to fill .

• is the last cell, in the spreadsheet called by the connection

, of the range that you want to use to fill .


Writing to a spreadsheet

You can write into spreadsheets using the SheetWrite command. As with SheetRead, you write the

SheetWrite command in the .dat file.

Steps:

1. You must already have an array or set declared in the .mod file and instantiated, from which you

will write to the spreadsheet. This is represented here by the token .

2. In the .dat file, write the data to a range in the spreadsheet, using the syntax: to SheetWrite

to SheetWrite (, “!:”;


example

1. In the model file, declare the data and variables.

{string} Products =...;

{int} TimePeriods =...;

float rate[Products] =...;

dvar float+ Make[Products][TimePeriods];

dvar float+ Sell[Products][TimePeriods];

2. In the data file, declare the connection to the spreadsheet.

SheetConnection sheet("xsteel.xls");

3. In the data file, write how to read the data values in the spreadsheet.

Products from SheetRead(sheet,"data!A2:A3");

TimePeriods from SheetRead(sheet,"data!A17:A20");

rate from SheetRead(sheet,"data!B2:B3");

4. Also in the data file, add the statements that write the result into the spreadsheet.

Make to SheetWrite(sheet,"RESULT!A2:D3");

Sell to SheetWrite(sheet,"RESULT!A8:D9");

cplex یزاسهنیهب رازفا مرن شزومآ - sharifie.sharif.edu/~sp/cplex.pdf · 2019....

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