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kibaekkimkibaekkim
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Merge pull request #85 from StructJuMP/kkim
Update JuMP to v1.0.0 and others
2 parents e0b66e9 + 90a4634 commit ac55b4d

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+62
-27
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11 files changed

+62
-27
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‎Project.toml‎

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,7 @@
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name = "StructJuMP"
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uuid = "34f15cae-5318-50c9-93d3-9feadd34e321"
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repo = "https://github.com/StructJuMP/StructJuMP.jl.git"
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version = "0.2.0"
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version = "0.3.0"
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[deps]
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JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
@@ -10,10 +10,10 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
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ParameterJuMP = "774612a8-9878-5177-865a-ca53ae2495f9"
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[compat]
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JuMP = "0.21.3"
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MathOptInterface = "0.9.14"
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ParameterJuMP = "0.2"
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julia = "1"
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JuMP = "0.23, 1"
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MathOptInterface = "1"
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ParameterJuMP = "0.4.1"
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julia = "1.6"
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[extras]
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ECOS = "e2685f51-7e38-5353-a97d-a921fd2c8199"

‎examples/dcap.jl‎

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@@ -0,0 +1,47 @@
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using StructJuMP
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using Random
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function DCAP(nR::Int, nN::Int, nT::Int, nS::Int, seed::Int=1)::StructuredModel
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# set random seed (default=1)
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Random.seed!(seed)
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# generate & store instance data
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## sets
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R = 1:nR
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N = 1:nN
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T = 1:nT
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S = 1:nS
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## parameters
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a = rand(nR, nT) * 5 .+ 5
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b = rand(nR, nT) * 40 .+ 10
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c = rand(nR, nN, nT, nS) * 5 .+ 5
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c0 = rand(nN, nT, nS) * 500 .+ 500
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d = rand(nN, nT, nS) .+ 0.5
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Pr = ones(nS)/nS
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# construct JuMP.Model
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model = StructuredModel(num_scenarios = nS)
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## 1st stage
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@variable(model, x[i=R,t=T] >= 0)
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@variable(model, u[i=R,t=T], Bin)
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@objective(model, Min, sum(a[i,t]*x[i,t] + b[i,t]*u[i,t] for i in R for t in T))
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@constraint(model, [i=R,t=T], x[i,t] - u[i,t] <= 0)
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## 2nd stage
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for s in S
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sb = StructuredModel(parent=model, id = s, prob = Pr[s])
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# @variable(sb, y[i=R, j=N, t=T], Bin)
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@variable(sb, 0 <= y[i=R, j=N, t=T] <= 1)
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#@variable(sb, z[j=N,t=T] >= 0) # originally implemented variable (continuous)
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# @variable(sb, z[j=N,t=T], Bin) # modify as SIPLIB 1.0
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@variable(sb, 0 <= z[j=N,t=T] <= 1)
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@objective(sb, Min, sum(c[i,j,t,s]*y[i,j,t] for i in R for j in N for t in T) + sum(c0[j,t,s]*z[j,t] for j in N for t in T))
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@constraint(sb, [i=R, t=T], -sum(x[i,tau] for tau in 1:t) + sum(d[j,t,s]*y[i,j,t] for j in N) <= 0)
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@constraint(sb, [j=N, t=T], sum(y[i,j,t] for i in R) + z[j,t] == 1)
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end
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return model
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end

‎examples/parmodel1.jl‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -6,7 +6,7 @@ firststage = StructuredModel()
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@constraint(firststage, x[1] * x[2] == 10)
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for scen in 1:2
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bl = StructuredModel(parent=firststage, id=scen)
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local bl = StructuredModel(parent=firststage, id=scen)
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@variable(bl, y)
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@constraint(bl, x[2]^2 + x[1]*y ≤ 5)
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@objective(bl, Min, (x[1]+x[2])*y)

‎examples/parmodel2.jl‎

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Original file line numberDiff line numberDiff line change
@@ -6,7 +6,7 @@ firststage = StructuredModel()
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@objective(firststage, Min, x[1]^2 + x[2]^2)
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for scen in 1:2
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bl = StructuredModel(parent=firststage, id=scen)
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local bl = StructuredModel(parent=firststage, id=scen)
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@variable(bl, y[1:2])
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@constraint(bl, x[3-scen] + sum(y) ≥ 0)
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@constraint(bl, x[3-scen] + sum(y) ≤ 50)

‎examples/parmodel3.jl‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -6,7 +6,7 @@ firststage = StructuredModel()
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@objective(firststage, Min, x[1]^2 + x[2]^2 + x[1]*x[2])
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for scen in 1:2
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bl = StructuredModel(parent=firststage, id=scen)
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local bl = StructuredModel(parent=firststage, id=scen)
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@variable(bl, y[1:2])
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@constraint(bl, x[3-scen] + sum(y) ≥ 0)
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@constraint(bl, x[3-scen] + sum(y) ≤ 50)

‎examples/parmodel4.jl‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -6,7 +6,7 @@ firststage = StructuredModel()
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@objective(firststage, Min, x[1]^2 + x[2]^2 + x[1]*x[2])
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for scen in 1:100
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bl = StructuredModel(parent=firststage, id=scen)
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local bl = StructuredModel(parent=firststage, id=scen)
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@variable(bl, y[1:2])
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idx = (isodd(scen) ? 1 : 2)
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@constraint(bl, x[idx] + sum(y) ≥ 0)

‎examples/transportation.jl‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -40,7 +40,7 @@ for i in factories
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end
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for (s, elem) in enumerate(scenarios)
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bl = StructuredModel(parent=m, id=s)
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local bl = StructuredModel(parent=m, id=s)
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@variable(bl, 0 <= salesw[i=centers] <= demand[i,s])
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@variable(bl, wastew[centers] >= 0)
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@objective(bl, Max, sum(price*prob[s]*salesw[j] for j=centers) - sum(wastecost*prob[s]*wastew[j] for j=centers))

‎src/BendersBridge.jl‎

Lines changed: 1 addition & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -82,11 +82,7 @@ struct ParametrizedModel
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θ::Dict{Int, JuMP.VariableRef}
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end
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function ParametrizedModel(structured_model::StructuredModel, args...; kwargs...)
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if structured_model.parent === nothing
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model = Model(args...; kwargs...)
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else
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model = ModelWithParams(args...; kwargs...)
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end
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model = Model(args...; kwargs...)
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variable_map = Dict{Int, JuMP.VariableRef}()
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for (index, var) in structured_model.variables
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name = structured_model.varnames[index]

‎src/Benders_pmap.jl‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -47,7 +47,7 @@ function set_parent_solution!(model::ParametrizedModel, parent::ParametrizedMode
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for (index, parameter) in model.parameter_map
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vref = parent.variable_map[index]
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value = parent_solution.variable_value[vref]
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JuMP.fix(parameter, value)
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JuMP.set_value(parameter, value)
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end
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end
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@@ -66,7 +66,7 @@ function add_cutting_planes(master_model, master_solution, sub_models, sub_solut
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if sol.feasible
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JuMP.add_to_expression!(aff, -1.0, master_model.θ[id])
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# Check if the cut is useful
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if JuMP.value(aff, vref -> master_solution.variable_value[vref]) - TOL < 0
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if JuMP.value(vref -> master_solution.variable_value[vref], aff) - TOL < 0
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continue
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end
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else

‎src/StructJuMP.jl‎

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Original file line numberDiff line numberDiff line change
@@ -88,7 +88,6 @@ Base.copy(v::StructuredVariableRef) = v
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Base.:(==)(v::StructuredVariableRef, w::StructuredVariableRef) = v.model === w.model && v.idx == w.idx
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JuMP.owner_model(v::StructuredVariableRef) = v.model
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JuMP.isequal_canonical(v::StructuredVariableRef, w::StructuredVariableRef) = v == w
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JuMP.variable_type(::StructuredModel) = StructuredVariableRef
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function JuMP.add_variable(m::StructuredModel, v::JuMP.AbstractVariable, name::String="")
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m.nextvaridx += 1
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vref = StructuredVariableRef(m, m.nextvaridx)
@@ -231,7 +230,6 @@ struct StructuredConstraintRef
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model::StructuredModel # `model` owning the constraint
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idx::Int # Index in `model.constraints`
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end
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JuMP.constraint_type(::StructuredModel) = StructuredConstraintRef
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function JuMP.add_constraint(m::StructuredModel, c::JuMP.AbstractConstraint, name::String="")
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m.nextconidx += 1
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cref = StructuredConstraintRef(m, m.nextconidx)

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