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Filipe Brandão edited this page Oct 15, 2015 · 38 revisions

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PyMPL is a python extension to the AMPL modelling language that adds new statements for evaluating python code within AMPL models. PyMPL also includes, among others, procedures for modelling piecewise linear functions, compressed arc-flow graphs for vector packing, sub-tour elimination constraints for TSP, and lot-sizing reformulations.

Table of Contents

Useful links

Examples

piecewise_linear.mod

# Evaluate python code:
$EXEC{
xvalues = [0, 10, 15, 25, 30, 35, 40, 45, 50, 55, 60, 70]
yvalues = [0, 20, 15, 10, 0, 50, 18, 0, 15, 24, 10, 15]
};

var u >= 0;
# Model a piecewise linear function given a list of pairs (x, y=f(x)):
$PWL[x,y]{zip(xvalues, yvalues)};

maximize obj: 2*x + 15*y;
s.t. A: 3*x + 4*y <= 250;
s.t. B: 7*x - 2*y + 3*u <= 170;

solve;
display x, y, u;
display "Objective:", 2*x + 15*y;
end;

vector_packing.mod:

# Load a vector packing instance from a file:
$VBP_LOAD[instance1{I,D}]{"instance1.vbp", i0=1};

var x{I}, >= 0;

# Generate an arc-flow model for instance1:
$VBP_FLOW[Z]{_instance1.W, _instance1.w, ["x[%d]"%i for i in _sets['I']]};
# Variable declarations and flow conservation constraints will be created here

minimize obj: Z;
s.t. demand{i in I}: x[i] >= instance1_b[i]; # demand constraints

solve;
display Z;
end;

variable_size_bin_packing.mod:

# Evaluate python code:
$EXEC{
# Bin capacities:
W1 = [100]
W2 = [120]
W3 = [150]

# Bin costs:
Costs = [100, 120, 150]

# Item weights:
ws = [[10], [14], [17], [19], [24], [29], [32], [33], [36],
      [38], [40], [50], [54], [55], [63], [66], [71], [77],
      [79], [83], [92], [95], [99]]

# Item demands:
b = [1, 1, 1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 1, 1, 1]
};

# Generate a parameter 'b' for the demand:
$PARAM[b{I}]{b, i0=1};

# Generate a parameter 'C' for the cost:
$PARAM[C{T}]{Costs, i0=1};

# Feedback arcs for each graph:
var Z{T}, integer, >= 0;
# Assignment variables:
var x{T, I}, integer, >= 0;
# Generate an arc-flow graph for each bin type:
$VBP_FLOW[^Z[1]]{W1, ws, ["x[1, %d]"%i for i in _sets['I']]};
$VBP_FLOW[^Z[2]]{W2, ws, ["x[2, %d]"%i for i in _sets['I']]};
$VBP_FLOW[^Z[3]]{W3, ws, ["x[3, %d]"%i for i in _sets['I']]};
# Note: the ^prefix is used to avoid the redefinition of Z

minimize obj: sum{t in T} C[t] * Z[t];
s.t. demand{i in I}: sum{t in T} x[t, i] >= b[i];

solve;
display{t in T} Z[t]; # number of bins of type t used
display sum{t in T} C[t] * Z[t]; # cost
end;

PyMPL Parser

import os
from pympl import PyMPL  # import the parser

# Create a parser and pass local and global variables to the model:
parser = PyMPL(locals_=locals(), globals_=globals())`

# Parse a file with PyMPL statements and produce a valid AMPL model:
parser.parse("pympl_model.mod", "ampl_model.mod")

# Call GLPK to solve the model (if the original model uses only valid GMPL statements):
os.system("glpsol --math ampl_model.mod")

# Call AMPL to solve the model:
os.system("ampl ampl_model.mod")

[Folder with examples]

Advanced features:

  • Given a function f(varname) that takes a variable name and returns its value:

    • If any command used implements solution extraction you can use parser[command_name].extract(f) to extract the solution;
    • If any command used implements cut generators you can use parser[command_name].separate(f) to generate cutting planes.

Copyright © Filipe Brandão. All rights reserved.
E-mail: [email protected]. [Homepage]

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