fixddive.py.py.
＃！/ usr / bin / env python3.7＃版权所有2021，guro狗万app足彩bi优化，llc＃实施简单的MIP启发式。放宽模型，基于Fractionality排序变量，并修复25％的＃最接近整数变量的分数变量。＃重复直到放松是整数可行或＃线性不可行。导入Sys Import Gurobipy作为Gurobipy导入Grb＃关键功能，用于基于放松分级def Sortkey（V1）排序变量：SOL = V1.x Return ABS（SOL-INT（SOL + 0.5））如果LEN（sys.argv）<2：打印（'用法：fixanddive.py filename'）sys.exit（0）＃读取模型模型= gp.read（sys.argv [1]）＃收集整数变量并放松它们的intvars = [] for v在model.getvars（）：如果v.vtype！= grb.continured：intvars + = [v] v.vtype = grb.continuous model.params.outputflag = 0 model.optimize（）＃执行多个迭代。在每次迭代中，识别最接近＃放松中最接近整数值的整数变量的第一个＃四分位数，将它们固定到最接近的整数并重复。for iter in range(1000): # create a list of fractional variables, sorted in order of increasing # distance from the relaxation solution to the nearest integer value fractional = [] for v in intvars: sol = v.x if abs(sol - int(sol+0.5)) > 1e-5: fractional += [v] fractional.sort(key=sortkey) print('Iteration %d, obj %g, fractional %d' % (iter, model.objVal, len(fractional))) if len(fractional) == 0: print('Found feasible solution - objective %g' % model.objVal) break # Fix the first quartile to the nearest integer value nfix = max(int(len(fractional)/4), 1) for i in range(nfix): v = fractional[i] fixval = int(v.x+0.5) v.lb = fixval v.ub = fixval print(' Fix %s to %g (rel %g)' % (v.varName, fixval, v.x)) model.optimize() # Check optimization result if model.status != GRB.OPTIMAL: print('Relaxation is infeasible') break
