/usr/share/pyshared/openopt/kernel/MILP.py is in python-openopt 0.34+svn1146-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 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 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 | from numpy import copy
from ooMisc import assignScript
from baseProblem import MatrixProblem
from numpy import asarray, ones, inf, dot, nan, zeros, ceil, floor, argmax
from setDefaultIterFuncs import SMALL_DELTA_X, SMALL_DELTA_F
from LP import LP
class MILP(LP):
_optionalData = ['A', 'Aeq', 'b', 'beq', 'lb', 'ub', 'intVars', 'boolVars']
storeIterPoints = False
probType = 'MILP'
expectedArgs = ['f', 'x0']
allowedGoals = ['minimum', 'min', 'max', 'maximum']
showGoal = True
_milp_prepared = False
def _Prepare(self):
if self._milp_prepared: return
self._milp_prepared = True
LP._Prepare(self)
r = []
if type(self.intVars) not in [list, tuple, set]:
self.intVars = [self.intVars]
if self.isFDmodel:
for iv in self.intVars:
if self.fixedVars is not None and iv in self.fixedVars or\
self.freeVars is not None and iv not in self.freeVars:
continue
r1, r2 = self._oovarsIndDict[iv]
r += range(r1, r2)
self.intVars, self._intVars = r, self.intVars
self._intVars_vector = self.intVars
if SMALL_DELTA_X in self.kernelIterFuncs: self.kernelIterFuncs.pop(SMALL_DELTA_X)
if SMALL_DELTA_F in self.kernelIterFuncs: self.kernelIterFuncs.pop(SMALL_DELTA_F)
def getMaxResidualWithIntegerConstraints(x, retAll = False):
r, fname, ind = self.getMaxResidual2(x, True)
intV = x[self.intVars]
intDifference = abs(intV-intV.round())
intConstraintNumber = argmax(intDifference)
intConstraint = intDifference[intConstraintNumber]
#print 'intConstraint:', intConstraint
if intConstraint > r:
intConstraintNumber = self.intVars[intConstraintNumber]
r, fname, ind = intConstraint, 'int', intConstraintNumber
if retAll:
return r, fname, ind
else:
return r
self.getMaxResidual, self.getMaxResidual2 = getMaxResidualWithIntegerConstraints, self.getMaxResidual
# TODO:
# 1) ADD BOOL VARS
self.lb, self.ub = copy(self.lb), copy(self.ub)
self.lb[self.intVars] = ceil(self.lb[self.intVars])
self.ub[self.intVars] = floor(self.ub[self.intVars])
# if self.goal in ['max', 'maximum']:
# self.f = -self.f
def __finalize__(self):
LP.__finalize__(self)
if self.isFDmodel: self.intVars = self._intVars
# def __finalize__(self):
# MatrixProblem.__finalize__(self)
# if self.goal in ['max', 'maximum']:
# self.f = -self.f
# for fn in ['fk', ]:#not ff - it's handled in other place in RunProbSolver.py
# if hasattr(self, fn):
# setattr(self, fn, -getattr(self, fn))
# def __init__(self, *args, **kwargs):
# LP.__init__(self, *args, **kwargs)
def objFunc(self, x):
return dot(self.f, x) + self._c
#return dot(self.f, x)
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