Merge pull request #17 from ryanjoneil/examples-and-docs-v0.2

Adding UFL example. Fixing issue with constraints of the form "x <= y".

examples/facility-location.rb

@@ -0,0 +1,66 @@
+#!/usr/bin/env ruby
+
+require_relative '../lib/rams'
+
+# Generic formulation for the Capacitated Facility Location Problem
+# This example was converted from the ZIMPL examples.
+
+FACILITIES = (:A..:D).to_a
+CUSTOMERS  = (1..9).to_a
+
+# Costs for opening a facility
+FIXED_COST = {A: 500, B: 600, C: 700, D: 800}
+
+# Capacity of a facility at each site
+CAPACITY = {A: 40, B: 55, C: 73, D: 90}
+
+# Demand from each customer
+DEMAND = {1 => 10, 2 => 14, 3 => 17, 4 => 8, 5 => 9, 6 => 12, 7 => 11, 8 => 15, 9 => 16}
+
+# Transportation cost from each facility to each customer
+TRANSPORTATION = {
+  A: {1 => 55, 2 =>  4, 3 => 17, 4 => 33, 5 => 47, 6 => 98, 7 => 19, 8 => 10, 9 =>  6},
+  B: {1 => 42, 2 => 12, 3 =>  4, 4 => 23, 5 => 16, 6 => 78, 7 => 47, 8 =>  9, 9 => 82},
+  C: {1 => 17, 2 => 34, 3 => 65, 4 => 25, 5 =>  7, 6 => 67, 7 => 45, 8 => 13, 9 => 54},
+  D: {1 => 60, 2 =>  8, 3 => 79, 4 => 24, 5 => 28, 6 => 19, 7 => 62, 8 => 18, 9 => 45}
+}
+
+m = RAMS::Model.new
+
+# Fixed cost variables for opening facilities
+y = FACILITIES.map { |f| [f, m.variable(type: :binary)] }.to_h
+
+# Variables to represent facility/customer relations
+x = FACILITIES.product(CUSTOMERS).map do |f, c|
+  [[f, c], m.variable(type: :binary)]
+end.to_h
+
+# Supply each customer from one facility
+CUSTOMERS.each do |c|
+  m.constrain(FACILITIES.map { |f| x[[f, c]] }.reduce(:+) == 1)
+end
+
+# Using a facility incurs its fixed cost
+FACILITIES.product(CUSTOMERS).map do |f, c|
+  m.constrain(x[[f, c]] <= y[f])
+end
+
+# Facilities cannot exceed their capacities
+FACILITIES.each do |f|
+  m.constrain(CUSTOMERS.map { |c| DEMAND[c] * x[[f, c]] }.reduce(:+) <= CAPACITY[f])
+end
+
+# Minimize overall cost
+m.sense = :min
+m.objective = FACILITIES.map { |f| FIXED_COST[f] * y[f] }.reduce(:+) +
+  FACILITIES.product(CUSTOMERS).map { |f, c| TRANSPORTATION[f][c] * x[[f, c]] }.reduce(:+)
+
+solution = m.solve
+
+puts "status: #{solution.status}"
+puts "total cost: #{solution.objective}"
+FACILITIES.each do |f|
+  next unless solution[y[f]] > 0.5
+  puts "facility #{f}: #{CUSTOMERS.select { |c| solution[x[[f, c]]] > 0.5 }}"
+end
+

lib/rams/constraint.rb

@@ -24,7 +24,7 @@ def name
     end
 
     def to_s
-      lhs_s = lhs.map { |v, c| "#{c >= 0 ? '+' : '-'} #{c} #{v.name} " }.join
+      lhs_s = lhs.map { |v, c| "#{c >= 0 ? '+ ' : ''}#{c} #{v.name} " }.join
       sense_s = sense == :== ? '=' : sense.to_s
       "#{name}: #{lhs_s}#{sense_s} #{rhs}"
     end

lib/rams/expression.rb

@@ -68,9 +68,9 @@ def >=(other)
     end
 
     def to_s
-      vars_s = coefficients.map { |v, c| "#{c >= 0 ? '+' : '-'} #{c} #{v.name} " }.join
-      sign_s = constant >= 0 ? '+' : '-'
-      const_s = constant == 0 ? '' : "#{sign_s} #{constant}"
+      vars_s = coefficients.map { |v, c| "#{c >= 0 ? '+ ' : ''}#{c} #{v.name} " }.join
+      sign_s = constant >= 0 ? '+ ' : ''
+      const_s = constant == 0 ? '' : "#{sign_s}#{constant}"
       vars_s + const_s
     end
 

rams.gemspec

@@ -4,7 +4,7 @@ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 
 Gem::Specification.new do |spec|
   spec.name          = 'rams'
-  spec.version       = '0.1.3'
+  spec.version       = '0.1.4'
   spec.authors       = ["Ryan J. O'Neil"]
   spec.email         = ['ryanjoneil@gmail.com']
   spec.summary       = 'Ruby Algebraic Modeling System'

tests/test_expression.rb

@@ -14,6 +14,17 @@ def test_add_expressions
     assert_equal 11, e3.constant
   end
 
+  def test_basic_substract_expression
+    x1 = RAMS::Variable.new
+    x2 = RAMS::Variable.new
+    e1 = x1 - x2
+    e2 = x2 - x1
+    assert_equal 1, e1.coefficients[x1]
+    assert_equal(-1, e1.coefficients[x2])
+    assert_equal(-1, e2.coefficients[x1])
+    assert_equal 1, e2.coefficients[x2]
+  end
+
   def test_subtract_expressions
     x1 = RAMS::Variable.new
     x2 = RAMS::Variable.new

tests/test_model.rb

@@ -42,6 +42,13 @@ def test_unbounded
     run_test_unbounded :scip
   end
 
+  def test_impliation
+    run_test_implication :cbc
+    run_test_implication :cplex if ENV['RAMS_TEST_CPLEX']
+    run_test_implication :glpk
+    run_test_implication :scip
+  end
+
   # rubocop:disable MethodLength
   def run_test_simple(solver, args = [])
     m = RAMS::Model.new
@@ -143,5 +150,24 @@ def run_test_unbounded(solver, args = [])
 
     assert_includes [:unbounded, :undefined], solution.status
   end
+
+  def run_test_implication(solver, args = [])
+    m = RAMS::Model.new
+    m.solver = solver
+    m.args = args
+
+    x1 = m.variable type: :binary
+    x2 = m.variable type: :binary
+    m.constrain(x1 + x2 <= 1)
+    m.constrain(x1 <= x2)
+
+    m.sense = :max
+    m.objective = 2 * x1 + x2
+    solution = m.solve
+
+    assert_equal :optimal, solution.status
+    assert_equal 0, solution[x1]
+    assert_equal 1, solution[x2]
+  end
 end
 # rubocop:enable ClassLength