C#调用iLog Cplex 输出不收敛的约束

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已于 2023-05-20 12:55:17 修改

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分类专栏： a 文章标签： c# Cplex 动态规划优化 infeasible

于 2023-05-20 10:21:45 首次发布

本文链接：https://blog.youkuaiyun.com/xhydongda/article/details/130778406

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文章讲述了如何使用C#调用iLogCplex的API来解决优化问题。当模型不收敛时，通过保存模型文件，重新导入并分析约束冲突，使用冲突精炼方法找出问题所在。代码示例展示了从检查解决方案状态到识别和处理不约束冲突的步骤。

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需求

用C#调用 iLog Cplex 的API 求解规划问题，如果模型不收敛(infeasible)，需要知道是哪里出了问题，根据IBM管网的Java示例，写一个C#版本。

步骤

首先，在构造好模型后需要保存模型文件(*.lp)

cplex.ExportModel("optmodel.lp");

然后，判断求解是否成功，如果不成功则执行下文的逻辑

if (cplex.Solve())
{
    ...
}
else
{
    //下方代码
}

导入optmodel.lp，这样才能获取到矩阵，遍历约束判断是否有冲突，打印冲突的约束，需要时可以打开 optmodel.lp 文件，对照分析约束不满足的原因。

cplex.ImportModel("optmodel.lp");
var matrixEnum = cplex.GetLPMatrixEnumerator();
matrixEnum.MoveNext();
var lp = (ILPMatrix)matrixEnum.Current;
Console.WriteLine($"Solution status = {cplex.GetStatus()}");
Console.WriteLine("Model Infeasible, Calling CONFLICT REFINER");
var rng = lp.Ranges;
int numVars = 0;

//calculate the number of non-boolean variables
for (int c1 = 0; c1 < lp.NumVars.Length; c1++)
	if (lp.NumVars[c1].Type != NumVarType.Bool)
		numVars++;
//find the number of SOSs in the model
int numSOS = cplex.NSOSs;
Console.WriteLine("Number of SOSs=" + numSOS);

int numConstraints = rng.Length + 2 * numVars + numSOS;
var constraints = new IConstraint[numConstraints];
for (int c1 = 0; c1 < rng.Length; c1++)
{
	constraints[c1] = rng[c1];
}
int numVarCounter = 0;
//add variable bounds to the constraints array
for (int c1 = 0; c1 < lp.NumVars.Length; c1++)
{
	if (lp.NumVars[c1].Type != NumVarType.Bool)
	{
		constraints[rng.Length + 2 * numVarCounter] = cplex.AddLe(lp.NumVars[c1].LB, lp.NumVars[c1]);
		constraints[rng.Length + 2 * numVarCounter].Name = lp.NumVars[c1].ToString() + "_LB";
		constraints[rng.Length + 2 * numVarCounter + 1] = cplex.AddGe(lp.NumVars[c1].UB, lp.NumVars[c1]);
		constraints[rng.Length + 2 * numVarCounter + 1].Name = lp.NumVars[c1].ToString() + "_UB";
		numVarCounter++;
	}
}
//add SOSs to the constraints array
if (numSOS > 0)
{
	int s1Counter = 0;
	var s1 = cplex.GetSOS1Enumerator();
	while (s1.MoveNext())
	{
		var cur = (ISOS1)s1.Current;
		Console.WriteLine(cur);
		constraints[rng.Length + numVars * 2 + s1Counter] = cur;
		s1Counter++;
	}
	int s2Counter = 0;
	var s2 = cplex.GetSOS2Enumerator();
	while (s2.MoveNext())
	{
		var cur = (ISOS2)s2.Current;
		Console.WriteLine(cur);
		constraints[rng.Length + numVars * 2 + s1Counter + s2Counter] = cur;
		s2Counter++;
	}
}
double[] prefs = new double[constraints.Length];
for (int c1 = 0; c1 < constraints.Length; c1++)
{
	//Console.WriteLine(constraints[c1]);
	prefs[c1] = 1.0;//change it per your requirements
}
if (cplex.RefineConflict(constraints, prefs))
{
	Console.WriteLine("Conflict Refinement process finished: Printing Conflicts");
	var conflict = cplex.GetConflict(constraints);
	int numConConflicts = 0;
	int numBoundConflicts = 0;
	int numSOSConflicts = 0;
	for (int c2 = 0; c2 < constraints.Length; c2++)
	{
		if (conflict[c2] == Cplex.ConflictStatus.Member)
		{
			Console.WriteLine("  Proved  : " + constraints[c2]);
			if (c2 < rng.Length)
				numConConflicts++;
			else if (c2 < rng.Length + 2 * numVars)
				numBoundConflicts++;
			else
				numSOSConflicts++;

		}
		else if (conflict[c2] == Cplex.ConflictStatus.PossibleMember)
		{
			Console.WriteLine("  Possible  : " + constraints[c2]);
			if (c2 < rng.Length)
				numConConflicts++;
			else if (c2 < rng.Length + 2 * numVars)
				numBoundConflicts++;
			else
				numSOSConflicts++;
		}
	}
	Console.WriteLine("Conflict Summary:");
	Console.WriteLine("  Constraint conflicts     = " + numConConflicts);
	Console.WriteLine("  Variable Bound conflicts = " + numBoundConflicts);
	Console.WriteLine("  SOS conflicts            = " + numSOSConflicts);
}
else
{
	Console.WriteLine("Conflict could not be refined");
}

还可以进一步打印 Cplex 给出的建议，不过这部分我没用

Console.WriteLine("Calling FEASOPT");
// cplex.SetParam(Cplex.IntParam.FeasOptMode, 0);//change per feasopt requirements
// Relax contraints only, modify if variable bound relaxation is required
double[] lb_pref = new double[rng.Length];
double[] ub_pref = new double[rng.Length];
for (int c1 = 0; c1 < rng.Length; c1++)
{
	lb_pref[c1] = 1.0;//change it per your requirements
	ub_pref[c1] = 1.0;//change it per your requirements
}
if (cplex.FeasOpt(rng, lb_pref, ub_pref))
{
	Console.WriteLine("Finished Feasopt");
	double[] infeas = cplex.GetInfeasibilities(rng);
	//Print bound changes
	Console.WriteLine("Suggested Bound changes:");
	for (int c3 = 0; c3 < infeas.Length; c3++)
		if (infeas[c3] != 0)
			Console.WriteLine("  " + rng[c3] + " : Change=" + infeas[c3]);
	Console.WriteLine("Relaxed Model's obj value=" + cplex.ObjValue);
	Console.WriteLine("Relaxed Model's solution status:" + cplex.GetCplexStatus());
	double[] x = cplex.GetValues(lp);
	for (int j = 0; j < x.Length; ++j)
		Console.WriteLine("Relaxed Model's Variable Name:" + lp.NumVars[j].Name + "; Value = " + x[j]);
}
else
{
	Console.WriteLine("FeasOpt failed- Could not repair infeasibilities");
}