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MILP_Rebennack.cpp
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MILP_Rebennack.cpp
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// -------------------------------------------------------------- -*- C++ -*-
#include <ilcplex/ilocplex.h>
// /Applications/CPLEX_Studio221/cplex/include
// /Applications/CPLEX_Studio221/concert/include
//
//
//
// clang++ -I/Applications/CPLEX_Studio2211/cplex/include -I/Applications/CPLEX_Studio2211/concert/include -DIL_STD -L/Applications/CPLEX_Studio2211/cplex/lib/arm64_osx/static_pic -L/Applications/CPLEX_Studio2211/concert/lib/arm64_osx/static_pic -lilocplex -lconcert -lcplex -lm -lpthread
ILOSTLBEGIN
using namespace std;
typedef IloArray<IloNumVarArray> NumVarMatrix;
typedef IloArray<IloNumArray> NumMatrix;
typedef IloArray<IloBoolVarArray> BoolVarMatrix;
int main(int argc, char* argv[]){
char *p;
char *p2;
std::string filename = argv[1]; //"data/MpStorage50.txt";
const IloInt LinSeg = strtol(argv[2], &p, 10);
IloInt Objective = strtol(argv[3], &p2, 10);; //Pick Distance Metric. 0=Feasibility, 1=LInf, 2=L1, 3=L2
const IloInt Breakpoints = LinSeg + 1;
//
int i, j;
ifstream inFile;
inFile.open(filename);
if (!inFile) {
cout << "Unable to open file";
exit(1); // terminate with error
}
int Filesize = 0;
double count[1];
while (inFile.good()) {
inFile >> count[0];
Filesize += 1;
}
const IloInt DataPoints = Filesize / 2;
std::cout << "Number of Datapoints: " << DataPoints << std::endl;
inFile.close();
double** data = new double* [DataPoints];
for (i = 0; i < DataPoints; ++i)
{
data[i] = new double[2];
}
inFile.open(filename);
while (inFile.good()) {
for (i = 0; i < DataPoints; i++) {
for (j = 0; j < 2; j++) {
inFile >> data[i][j];
}
}
}
double cmax = -IloInfinity;
double cmin = IloInfinity;
// For the first iteration the second loop is not accessed, is not a problem though
for (i = 0; i < DataPoints; i++) {
for (j = 0; j < i; j++) {
if ((data[i][1] - data[j][1]) / (data[i][0] - data[j][0]) > cmax) {
cmax = (data[i][1] - data[j][1]) / (data[i][0] - data[j][0]);
}
if ((data[i][1] - data[j][1]) / (data[i][0] - data[j][0]) < cmin) {
cmin = (data[i][1] - data[j][1]) / (data[i][0] - data[j][0]);
}
}
}
double dmax = -IloInfinity;
double dmin = IloInfinity;
for (i = 0; i < DataPoints; i++) {
if (data[i][1] - cmax * data[i][0] > dmax) {
dmax = data[i][1] - cmax * data[i][0];
}
if (data[i][1] - cmin * data[i][0] > dmax) {
dmax = data[i][1] - cmin * data[i][0];
}
if (data[i][1] - cmax * data[i][0] < dmin) {
dmin = data[i][1] - cmax * data[i][0];
}
if (data[i][1] - cmin * data[i][0] < dmin) {
dmin = data[i][1] - cmin * data[i][0];
}
}
double* M_a = new double[DataPoints];
double* M_2 = new double[DataPoints];
for (i = 0; i < DataPoints; i++) {
M_a[i] = data[i][1] - cmax * data[i][0] - dmax;
if (data[i][1] - cmin * data[i][0] - dmax > M_a[i]) {
M_a[i] = data[i][1] - cmin * data[i][0] - dmax;
}
if (data[i][1] - cmax * data[i][0] - dmin > M_a[i]) {
M_a[i] = data[i][1] - cmax * data[i][0] - dmin;
}
if (data[i][1] - cmin * data[i][0] - dmin > M_a[i]) {
M_a[i] = data[i][1] - cmin * data[i][0] - dmin;
}
M_2[i] = dmax - dmin - data[i][0] * (cmin - cmax);
}
IloEnv env;
try {
//------------------------------------------------------Variable Definitions------------------------------------------
IloNumVarArray c(env, Breakpoints - 1, cmin, cmax);
IloNumVarArray d(env, Breakpoints - 1, dmin, dmax);
IloBoolVarArray gamma(env, Breakpoints - 2);
BoolVarMatrix delta(env, DataPoints);
NumVarMatrix deltaplus(env, DataPoints - 1);
NumVarMatrix deltaminus(env, DataPoints - 1);
IloNumVarArray epsilon(env, DataPoints, 0, IloInfinity);
IloInt i, b;
for (i = 0; i < DataPoints; i++) {
delta[i] = IloBoolVarArray(env, Breakpoints - 1);
}
for (i = 0; i < DataPoints - 1; i++) {
deltaplus[i] = IloNumVarArray(env, Breakpoints - 2, 0, 1);
deltaminus[i] = IloNumVarArray(env, Breakpoints - 2, 0, 1);
}
//-------------------------------------------------------Adding Constraints-------------------------------------------------------------
IloModel model(env);
for (i = 0; i < DataPoints; i++) {
IloNumExpr sum_over_i(env);
for (b = 0; b < Breakpoints - 1; b++) {
sum_over_i += delta[i][b];
}
model.add(sum_over_i == 1);
}
for (i = 0; i < DataPoints - 1; i++) {
for (b = 0; b < Breakpoints - 2; b++) {
model.add(delta[i + 1][b + 1] <= delta[i][b] + delta[i][b + 1]);
}
model.add(delta[i + 1][0] <= delta[i][0]);
model.add(delta[i][Breakpoints - 2] <= delta[i + 1][Breakpoints - 2]);
}
for (i = 0; i < DataPoints - 1; i++) {
for (b = 0; b < Breakpoints - 2; b++) {
model.add(delta[i][b] + delta[i + 1][b + 1] + gamma[b] - 2 <= deltaplus[i][b]);
model.add(delta[i][b] + delta[i + 1][b + 1] + (1 - gamma[b]) - 2 <= deltaminus[i][b]);
model.add(d[b + 1] - d[b] >= data[i][0] * (c[b] - c[b + 1]) - M_2[i] * (1 - deltaplus[i][b]));
model.add(d[b + 1] - d[b] <= data[i + 1][0] * (c[b] - c[b + 1]) + M_2[i + 1] * (1 - deltaplus[i][b]));
model.add(d[b + 1] - d[b] <= data[i][0] * (c[b] - c[b + 1]) + M_2[i] * (1 - deltaminus[i][b]));
model.add(d[b + 1] - d[b] >= data[i + 1][0] * (c[b] - c[b + 1]) - M_2[i + 1] * (1 - deltaminus[i][b]));
}
}
//-------------------------------------------------Model Objective--------------------------------------
if (Objective == 0) {
model.add(IloMinimize(env, 1));
}
else if (Objective == 1) {
IloNumVar tau(env, 0, IloInfinity);
for (i = 0; i < DataPoints; i++) {
for (b = 0; b < Breakpoints - 1; b++) {
model.add(data[i][1] - (c[b] * data[i][0] + d[b]) <= tau + M_a[i] * (1 - delta[i][b]));
model.add((c[b] * data[i][0] + d[b]) - data[i][1] <= tau + M_a[i] * (1 - delta[i][b]));
}
}
model.add(IloMinimize(env, tau));
}
else if (Objective == 2) {
for (i = 0; i < DataPoints; i++) {
for (b = 0; b < Breakpoints - 1; b++) {
model.add(data[i][1] - (c[b] * data[i][0] + d[b]) <= epsilon[i] + M_a[i] * (1 - delta[i][b]));
model.add((c[b] * data[i][0] + d[b]) - data[i][1] <= epsilon[i] + M_a[i] * (1 - delta[i][b]));
}
}
IloNumExpr objective1(env);
for (i = 0; i < DataPoints; i++) {
objective1 += epsilon[i];
}
model.add(IloMinimize(env, objective1));
}
else if (Objective == 3) {
for (i = 0; i < DataPoints; i++) {
for (b = 0; b < Breakpoints - 1; b++) {
model.add(data[i][1] - (c[b] * data[i][0] + d[b]) <= epsilon[i] + M_a[i] * (1 - delta[i][b]));
model.add((c[b] * data[i][0] + d[b]) - data[i][1] <= epsilon[i] + M_a[i] * (1 - delta[i][b]));
}
}
IloNumExpr objective2(env);
for (i = 0; i < DataPoints; i++) {
objective2 += epsilon[i] * epsilon[i];
}
model.add(IloMinimize(env, objective2));
}
//-------------------------------------------------Solve the Model -------------------------------------------------
IloCplex cplex(model);
cplex.solve();
cout << endl << "Solution status: " << cplex.getStatus() << endl;
cout << "Objective Value = " << cplex.getObjValue() << endl << endl;
IloBool WriteToFile = IloFalse;
if (WriteToFile) {
ofstream solfile;
solfile.open("Functions.txt");
solfile << "Value = " << cplex.getObjValue() << endl << "Affine Functions: " << endl;
solfile << cplex.getValue(c[0]) << " * X + " << cplex.getValue(d[0]) << " (" << data[0][0] << " <= X <= " << cplex.getValue((d[1] - d[0]) / (c[0] - c[1])) << ")" << endl;
for (b = 1; b < Breakpoints - 2; b++) {
solfile << cplex.getValue(c[b]) << " * X + " << cplex.getValue(d[b]) << " (" << cplex.getValue((d[b] - d[b - 1]) / (c[b - 1] - c[b])) << " <= X <= " << cplex.getValue((d[b + 1] - d[b]) / (c[b] - c[b + 1])) << ")" << endl;
}
solfile << cplex.getValue(c[Breakpoints - 2]) << " * X + " << cplex.getValue(d[Breakpoints - 2]) << " (" << cplex.getValue((d[Breakpoints - 2] - d[Breakpoints - 3]) / (c[Breakpoints - 3] - c[Breakpoints - 2])) << " <= X <= " << data[DataPoints - 1][0] << ")" << endl;
solfile << endl;
solfile.close();
}
// IloBool Print = IloFalse;
bool Print = true;
if (Print) {
ofstream res_file;
res_file.open("res_rebennack_cpp.csv");
res_file << "c,d, X_lower_bound, X_upper_bound" << "\n";
res_file << cplex.getValue(c[0]) << "," << cplex.getValue(d[0]) << "," << data[0][0] << "," << cplex.getValue((d[1] - d[0]) / (c[0] - c[1])) << "\n";
for (b = 1; b < Breakpoints - 2; b++) {
res_file << cplex.getValue(c[b]) << "," << cplex.getValue(d[b]) << "," << cplex.getValue((d[b] - d[b - 1]) / (c[b - 1] - c[b])) << "," << cplex.getValue((d[b + 1] - d[b]) / (c[b] - c[b + 1])) << "\n";
}
res_file << cplex.getValue(c[Breakpoints - 2]) << "," << cplex.getValue(d[Breakpoints - 2]) << "," << cplex.getValue((d[Breakpoints - 2] - d[Breakpoints - 3]) / (c[Breakpoints - 3] - c[Breakpoints - 2])) << "," << data[DataPoints - 1][0] << "\n";
res_file.close();
// cout << endl;
// cout << "cmax: " << cmax << ", cmin: " << cmin << endl;
// cout << "dmax: " << dmax << ", dmin: " << dmin << endl;
// ofstream file_Ma;
// ofstream file_M2;
// file_M2.open("m2.txt");
// file_Ma.open("Ma.txt");
// for(int i = 0; i < DataPoints; i++){
// file_M2 << M_2[i] << "\n";
// file_Ma << M_a[i] << "\n";
// }
// file_M2.close();
// file_Ma.close();
}
}
catch (IloException& ex) {
cerr << "Error: " << ex << endl;
}
catch (...) {
cerr << "Error" << endl;
}
env.end();
return 0;
}