Pyomo中约束的上下界问题

Question

我是Pyomo的新手。在下面的代码部分中，我试图最小化一个函数，以满足另外两个约束。我有一个问题，特别是一个约束，我试图通过指定上界和下界来提供一个范围。字典的格式是dict[key]=[d，r，p]；'这里不使用p。决策变量“x”是二进制的。目标是找出可供选择的项目（仅一个），以便“d”在“r”值范围内最小。“r”值的范围由“约束rxlambda\u约束规则\u上限”给出。因此，我们的目标是找出三个字典项（来自dict）中的项，这样“d”的值在“r”值范围内是最小的。我所理解的预期输出应该是第一项（正如我在这里所说的），如[2,0.8,0.3]，r=0.8，小于0.9，大于0.5，在这个范围内，d=2是唯一的最小值。但是，我不明白这个错误的原因，我已经附上了错误消息和代码。我通过neos服务器使用“cplex”。

import pyomo.environ as pyo

from pyomo.opt import SolverFactory

from pyomo.core import *

from pyomo.environ import *

dict ={((1,2),(2,4)): [2, 0.8 ,0.3],((1,2),(2,3)): [3, 0.2 ,0.3], ((1,2),(2,5)): [3, 0.1,0.3] }

model = ConcreteModel()

model.I = Param(initialize =1)

model.J= Param(initialize = len(dict))

model.m = RangeSet(1,model.I)

model.n = RangeSet(1, model.J)

d_list =[]

r_list = []

for key in dict:

    dict_value = dict.get(key)
    d_list.append(dict_value[0])

    r_list.append(dict_value[1])

d_dict ={}

r_dict={}


for i in range(len(dict)):

    d_dict[i+1]=d_list[i]

    r_dict[i+1]=r_list[i]



model.x = Var(model.n, within = Binary)


model.d = Param(model.n, initialize =d_dict )

model.r = Param(model.n, within=NonNegativeReals,initialize = r_dict)


def ObjRule(model):

    return summation(model.d, model.x)


model.OBJ =  Objective( rule =ObjRule  ,sense = minimize)

def rxlambda_constraint_rule_upper(model,i):

    return  (0.5, model.r[i]*model.x[i], 0.9 ) 

model.rxlambdaConstraintUpper = Constraint(model.n, rule=rxlambda_constraint_rule_upper)



def sumx_constraint_rule(model,i):

    value = sum(model.x[i] for i in model.n)
    return value ==1
model.sumxConstraint = Constraint(model.n, rule = sumx_constraint_rule)



model.pprint()

instance = model.create()

opt = SolverFactory("cplex")

solver_manager = SolverManagerFactory('neos')

results = solver_manager.solve(instance, opt=opt, tee=True)

model.pprint()

instance.display()


for v in instance.component_objects(Var, active=True):

    varobject = getattr(instance, str(v))

    for index in varobject:
        print (index, varobject[index].value)

######错误日志为：#####

2 RangeSet Declarations

    m : Dim=0, Dimen=1, Size=1, Domain=Integers, Ordered=True, Bounds=(1, 1)
        Virtual
    n : Dim=0, Dimen=1, Size=3, Domain=Integers, Ordered=True, Bounds=(1, 3)
        Virtual

4 Param Declarations

    I : Size=1, Index=None, Domain=Any, Default=None, Mutable=False
        Key  : Value
        None :     1

    J : Size=1, Index=None, Domain=Any, Default=None, Mutable=False
        Key  : Value
        None :     3

    d : Size=3, Index=n, Domain=Any, Default=None, Mutable=False
        Key : Value
          1 :     2
          2 :     3
          3 :     3

    r : Size=3, Index=n, Domain=NonNegativeReals, Default=None, Mutable=False
        Key : Value
          1 :   0.8
          2 :   0.1
          3 :   0.2

1 Var Declarations

    x : Size=3, Index=n

        Key : Lower : Value : Upper : Fixed : Stale : Domain
          1 :     0 :  None :     1 : False :  True : Binary
          2 :     0 :  None :     1 : False :  True : Binary
          3 :     0 :  None :     1 : False :  True : Binary

1 Objective Declarations

    OBJ : Size=1, Index=None, Active=True

        Key  : Active : Sense    : Expression
        None :   True : minimize : 2*x[1] + 3*x[2] + 3*x[3]

2 Constraint Declarations

    rxlambdaConstraintUpper : Size=3, Index=n, Active=True

        Key : Lower : Body       : Upper : Active
          1 :   0.5 : 0.8 * x[1] :   0.9 :   True
          2 :   0.5 : 0.1 * x[2] :   0.9 :   True
          3 :   0.5 : 0.2 * x[3] :   0.9 :   True

    sumxConstraint : Size=3, Index=n, Active=True

        Key : Lower : Body               : Upper : Active
          1 :   1.0 : x[1] + x[2] + x[3] :   1.0 :   True
          2 :   1.0 : x[1] + x[2] + x[3] :   1.0 :   True
          3 :   1.0 : x[1] + x[2] + x[3] :   1.0 :   True

10 Declarations: I J m n x d r OBJ rxlambdaConstraintUpper sumxConstraint

WARNING: DEPRECATION WARNING: the Model.create() method is deprecated.  Call
    Model.create_instance() to create a concrete instance from an abstract
    model.  You do not need to call Model.create() for a concrete model.
WARNING: DEPRECATED: Cannot call Model.create_instance() on a constructed
    model; returning a clone of the current model instance.
Job "xxxxx" submitted to NEOS, password='xxxxx'
Check the following URL for progress report :
"link deleted"
Job "xxxxx" dispatched
password: "XXXXX"
---------- Begin Solver Output -----------
Condor submit: 'neos.submit'
Condor submit: 'watchdog.submit'
Job submitted to NEOS HTCondor pool.
WARNING: Loading a SolverResults object with a warning status into
    model=unknown;
        message from solver=CPLEX 12.7.0.0\x3a integer infeasible.; 0 MIP
        simplex iterations; 0 branch-and-bound nodes; No basis.

2 RangeSet Declarations

    m : Dim=0, Dimen=1, Size=1, Domain=Integers, Ordered=True, Bounds=(1, 1)
        Virtual
    n : Dim=0, Dimen=1, Size=3, Domain=Integers, Ordered=True, Bounds=(1, 3)
        Virtual

4 Param Declarations

    I : Size=1, Index=None, Domain=Any, Default=None, Mutable=False
        Key  : Value
        None :     1
    J : Size=1, Index=None, Domain=Any, Default=None, Mutable=False
        Key  : Value
        None :     3
    d : Size=3, Index=n, Domain=Any, Default=None, Mutable=False
        Key : Value
          1 :     2
          2 :     3
          3 :     3
    r : Size=3, Index=n, Domain=NonNegativeReals, Default=None, Mutable=False
        Key : Value
          1 :   0.8
          2 :   0.1
          3 :   0.2

1 Var Declarations

    x : Size=3, Index=n

        Key : Lower : Value : Upper : Fixed : Stale : Domain
          1 :     0 :  None :     1 : False :  True : Binary
          2 :     0 :  None :     1 : False :  True : Binary
          3 :     0 :  None :     1 : False :  True : Binary

1 Objective Declarations

    OBJ : Size=1, Index=None, Active=True

        Key  : Active : Sense    : Expression
        None :   True : minimize : 2*x[1] + 3*x[2] + 3*x[3]

2 Constraint Declarations

    rxlambdaConstraintUpper : Size=3, Index=n, Active=True

        Key : Lower : Body       : Upper : Active
          1 :   0.5 : 0.8 * x[1] :   0.9 :   True
          2 :   0.5 : 0.1 * x[2] :   0.9 :   True
          3 :   0.5 : 0.2 * x[3] :   0.9 :   True

    sumxConstraint : Size=3, Index=n, Active=True

        Key : Lower : Body               : Upper : Active
          1 :   1.0 : x[1] + x[2] + x[3] :   1.0 :   True
          2 :   1.0 : x[1] + x[2] + x[3] :   1.0 :   True
          3 :   1.0 : x[1] + x[2] + x[3] :   1.0 :   True

10 Declarations: I J m n x d r OBJ rxlambdaConstraintUpper sumxConstraint

Model unknown

  Variables:

    x : Size=3, Index=n

        Key : Lower : Value : Upper : Fixed : Stale : Domain
          1 :     0 :  None :     1 : False :  True : Binary
          2 :     0 :  None :     1 : False :  True : Binary
          3 :     0 :  None :     1 : False :  True : Binary

  Objectives:

    OBJ : Size=1, Index=None, Active=True
ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[1]
        (expression: 2*x[1] + 3*x[2] + 3*x[3])
ERROR: evaluating object as numeric value: OBJ
        (object: <class 'pyomo.core.base.objective.SimpleObjective'>)
    No value for uninitialized NumericValue object x[1]
        Key : Active : Value
        None :   None :  None

  Constraints:

    rxlambdaConstraintUpper : Size=3

ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[1]
        (expression: 0.8 * x[1])
ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[2]
        (expression: 0.1 * x[2])
ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[3]
        (expression: 0.2 * x[3])
        Key : Lower : Body : Upper
          1 :  None : None :  None
          2 :  None : None :  None
          3 :  None : None :  None

    sumxConstraint : Size=3

ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[1]

        (expression: x[1] + x[2] + x[3])

ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[1]

        (expression: x[1] + x[2] + x[3])

ERROR: evaluating expression: No value for uninitialized NumericValue object
    x[1]

        (expression: x[1] + x[2] + x[3])

        Key : Lower : Body : Upper
          1 :  None : None :  None
          2 :  None : None :  None
          3 :  None : None :  None
(1, None)
(2, None)
(3, None)

​

Answer 1

您的rxlambdaConstraintUp为2,3是不可行的。

      2 :   0.5 : 0.1 * x[2] :   0.9 :   True
      3 :   0.5 : 0.2 * x[3] :   0.9 :   True 

如果x[2]和x[3]取0或1，它们将小于0.5（它们的下界）。因此如果你改变路线

 return  (0.5, model.r[i]*model.x[i], 0.9 )   

像

 return  (0, model.r[i]*model.x[i], 0.9 ) 

您可以获得工作模型和结果。