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Python

This document provides an introduction to using solvers with Python for integer linear programming formulations. It discusses PuLP and DipPy, two Python packages for coding ILP formulations and interfacing with solvers. PuLP allows defining variables, objectives, and constraints to model problems and solve them with commercial or open source solvers. DipPy extends PuLP with advanced branching methods, customized cuts and columns, and heuristics. Examples shown include coding and solving knapsack problems using PuLP and solvers.

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94 views22 pages

Python

This document provides an introduction to using solvers with Python for integer linear programming formulations. It discusses PuLP and DipPy, two Python packages for coding ILP formulations and interfacing with solvers. PuLP allows defining variables, objectives, and constraints to model problems and solve them with commercial or open source solvers. DipPy extends PuLP with advanced branching methods, customized cuts and columns, and heuristics. Examples shown include coding and solving knapsack problems using PuLP and solvers.

Uploaded by

andiksribd
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Introduction to

the use of solvers Integer linear programming:


formulations, techniques and
with python applications.

14

Santiago Valdés Ravelo


[email protected] October,
2020
“First, solve the problem. Then, write the code.”

Attributed to John Johnson.


1 Introduction

2 PuLP
Coding formulations
Solving formulations

3 DipPy
Introduction
Introduction

Commercial solvers
Introduction

Non-commercial solvers
Introduction

Why python?

▶ Very intuitive and easy-to-program language.

▶ Growing community and popularity:

▶ 3𝑟𝑑 in TIOBE index .

▶ 2𝑛𝑑 in GitHub .

▶ Common interfaces for different solvers (e.g., PuLP/DipPy):

▶ Simplifies the formulations coding.

▶ Facilitates to embed solvers calls in algorithm solutions (e.g.,


matheuristics) or in software applications.
PuLP
PuLP

Description

PuLP is a linear programming modeler written in Python and able


to integrate with different solvers.

The main classes for coding formulations are LpProblem,


LpVariable, LpConstraint and LpConstraintVar.

The solvers interfaces are given by the classes LpSolver and


LpSolver_CMD.

Access documentation here


PuLP

Coding formulations

Import PuLP classes and functions: from pulp import *


Define the variables:
▶ myVariable = LpVariable(name, lowBound = None, upBound = None, cat =
’Continuous’, e = None)
▶ myVariables = LpVariable.dicts(name, indexs, lowBound = None, upBound =
None, cat = 0)

Define the problem:


▶ myProblem = LpProblem(”name”, LpMinimize)
▶ myProblem = LpProblem(”name”, LpMaximize)

Define the objective function: myProblem += expression, name


Define the constraints:
▶ myProblem += expression <= value
▶ myProblem += expression == value
▶ myProblem += expression >= value
PuLP

Coding formulations. Simple example

Consider the following problem:

max 3×𝑥+2×𝑦
𝑠.𝑡. ∶
𝑥−𝑦+𝑧 =1
𝑥 + 2 × 𝑦 ≤ 14
4 × 𝑥 + 𝑦 ≤ 20
𝑥, 𝑦 ∈ ℤ+ , 𝑧 ∈ ℝ+
PuLP

Coding formulations. Simple example

1 from pulp import *


2
3 x = LpVariable("x", lowBound = 0, cat = 'Integer')
max 3×𝑥+2×𝑦 4 y = LpVariable("y", lowBound = 0, cat = 'Integer')
5 z = LpVariable("z", lowBound = 0)
𝑠.𝑡. ∶ 6
𝑥−𝑦+𝑧=1 7 problem = LpProblem("myProblem", LpMaximize)
8
𝑥 + 2 × 𝑦 ≤ 14 9 problem += 3 * x + 2 * y, "myObjective"
4 × 𝑥 + 𝑦 ≤ 20 10
𝑥, 𝑦 ∈ ℤ+ , 𝑧 ∈ ℝ+
11 problem += x - y + z == 1
12 problem += x + 2 * y <= 14
13 problem += 4 * x + y <= 20
PuLP

Coding formulations. Knapsack

Instance: 𝑂, 𝜈 ∶ 𝑂 → ℝ+ , 𝜔 ∶ 𝑂 → ℝ+ , 𝑊 ∈ ℝ+ .

max ∑ 𝜈(𝑜) × 𝑥𝑜
𝑜∈𝑂
𝑠.𝑡. ∶
∑ 𝜔(𝑜) × 𝑥𝑜 ≤ 𝑊
𝑜∈𝑂
𝑥𝑜 ∈ {0, 1} , ∀𝑜 ∈ 𝑂
PuLP

Coding formulations. Knapsack

1 from pulp import *


2
3 def knapsack(values, weights, W):
4 x = LpVariable.dicts("x", [o for o in range(len(values))], lowBound = 0, upBound = 1,
↪ cat='Integer')
5
6 problem = LpProblem("BinaryKnapsack", LpMaximize)
7
8 problem += lpSum(values[o] * x[o] for o in range(len(values))), "profit"
9
10 problem += lpSum(weights[o] * x[o] for o in range(len(values))) <= W
PuLP

Coding formulations. Multiple knapsack

Instance: 𝑂, 𝜈 ∶ 𝑂 → ℝ+ , 𝜔 ∶ 𝑂 → ℝ+ , 𝑊 ∈ ℝ𝑚
+.

𝑚
max ∑ ∑ 𝜈(𝑜) × 𝑥𝑜𝑖
𝑜∈𝑂 𝑖=1
𝑠.𝑡. ∶
∑ 𝜔(𝑜) × 𝑥𝑜𝑖 ≤ 𝑊𝑖 ∀1 ≤ 𝑖 ≤ 𝑚
𝑜∈𝑂
𝑚
∑ 𝑥𝑜𝑖 ≤ 1 ∀𝑜 ∈ 𝑂
𝑖=1
𝑥𝑜𝑖 ∈ {0, 1} ∀𝑜 ∈ 𝑂, 1 ≤ 𝑖 ≤ 𝑚
PuLP

Coding formulations. Multiple knapsack

1 from pulp import *


2
3 def multipleKnapsack(values, weights, W):
4 x = LpVariable.dicts("x", [(o, i) for o in range(len(values)) for i in range(len(W))],
↪ lowBound = 0, upBound = 1, cat='Integer')
5
6 problem = LpProblem("MultipleKnapsack", LpMaximize)
7
8 problem += lpSum(values[o] * x[o, i] for o in range(len(values)) for i in range(len(W))),
↪ "profit"
9
10 for i in range(len(W)):
11 problem += lpSum(weights[o] * x[o, i] for o in range(len(values))) <= W[i]
12
13 for o in range(len(W)):
14 problem += lpSum(x[o, i] for i in range(len(W))) <= 1
PuLP

Solving formulations

The function list_solvers() returns the available solvers:


▶ e.g., [’GLPK_CMD’, ’PYGLPK’, ’CPLEX_CMD’, ’CPLEX_PY’, ’GUROBI’,
’GUROBI_CMD’, ’XPRESS’, ’COIN_CMD’, ’SCIP_CMD’]

Get the solver:


▶ e.g., solver = GUROBI(parameters).
▶ Some of the parameters may include: timeLimit in seconds, Cuts, Heuristics and
Presolve to indicate if there will be used, respectively, standard cut generation,
embedded heuristics and preprocessing.

Solve the problem:


▶ myProblem.solve(solver)
▶ solver.buildSolverModel(myProblem), solver.callSolver(myProblem) and
solver.findSolutionValues(myProblem)

Get solution value: value(myProblem.objective).


The variables are elements in myProblem.variables() each one with attributes name
and varValue.
PuLP

Solving formulations. Simple example

1 from pulp import *


2
3 x = LpVariable("x", lowBound = 0, cat = 'Integer')
4 y = LpVariable("y", lowBound = 0, cat = 'Integer')
5 z = LpVariable("z", lowBound = 0)
6
7 problem = LpProblem("myProblem", LpMaximize)
8
9 problem += 3 * x + 2 * y, "myObjective"
10
11 problem += x - y + z == 1
12 problem += x + 2 * y <= 14
13 problem += 4 * x + y <= 20
14
15 problem.solve(GUROBI_CMD())
16
17 print('Optimal value: ' + str(value(problem.objective)))
18 print('Optimal solution: ')
19 for variable in problem.variables():
20 print(' ' + variable.name + " = " + str(variable.varValue))
PuLP

Solving formulations. Knapsack

1 from pulp import *


2
3 def knapsack(values, weights, W):
4 x = LpVariable.dicts("x", [o for o in range(len(values))], lowBound = 0, upBound = 1,
↪ cat='Integer')
5
6 problem = LpProblem("BinaryKnapsack", LpMaximize)
7
8 problem += lpSum(values[o] * x[o] for o in range(len(values))), "profit"
9
10 problem += lpSum(weights[o] * x[o] for o in range(len(values))) <= W
11
12 solver = GUROBI(timeLimit = 3600)
13
14 solver.buildSolverModel(problem)
15 solver.callSolver(problem)
16 solver.findSolutionValues(problem)
17
18 print('Optimal value: ' + str(value(problem.objective)))
19 print('Optimal solution: ')
20 for variable in problem.variables():
21 print(' ' + variable.name + " = " + str(variable.varValue))
DipPy
DipPy

PuLP extension

▶ Advanced branching. Includes branch_method.

▶ Customized cuts. Includes generate_cuts and


is_solution_feasible.

▶ Customized columns. Includes relaxed_solver and init_vars.

▶ Heuristics. Includes heuristics.

* Michael O’Sullivan, Qi-Shan Lim, Cameron Walker and Iain Dunning “Dippy – a simplified interface for advanced
mixed integer programming”. (2012).
Introduction to
the use of solvers Integer linear programming:
formulations, techniques and
with python applications.

14

Santiago Valdés Ravelo


[email protected] October,
2020

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