Gekko基于时间的间隔约束问题:最优解未达预期
Gekko无法找到满足间隔约束的最优解
我尝试对simu_total_volume向量的输出施加约束:要求解中x7=1的元素需间隔s个记录(周),同时控制x7=1的总次数上限。当前代码可运行,但添加间隔约束后,x7的总和从无约束时的10降至8——而根据约束条件,完全可以实现sum(x7)=10,我甚至能在Excel中手动规划出更优解,不清楚Gekko为何无法找到该最优解。
以下是可本地复现的完整代码(已验证准确性,修正了原代码中易混淆的循环写法):
import numpy as np import pandas as pd from gekko import GEKKO m = GEKKO(remote=False) m.options.NODES = 3 m.options.IMODE = 3 m.options.MAX_ITER = 1000 lnuc_weeks = [0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0] min_promo_price = [3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,3] max_promo_price = [3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5, 3.5,3.5, 3.5, 3.5, 3.5, 3.5, 3.5] base_srp = [3.48, 3.48, 3.48, 3.48, 3.0799, 3.0799, 3.0799, 3.0799,3.0799, 3.0799, 3.0799, 3.0799, 3.0799, 3.0799, 3.0799, 3.0799, 3.0799, 3.0799, 3.0799] lnuc_min_promo_price = 1.99 lnuc_max_promo_price = 1.99 coeff_fedi = [0.022589]*19 coeff_feao = [0.02929995]*19 coeff_diso = [0.05292338]*19 sumproduct_base = [0.20560305, 0.24735297, 0.24957423, 0.23155435, 0.23424058,0.2368096 , 0.27567109, 0.27820648, 0.2826393 , 0.28660598, 0.28583971, 0.30238505, 0.31726649, 0.31428312, 0.31073792, 0.29036779, 0.32679041, 0.32156337, 0.24633734] neg_ln_ppi_coeff = [1.22293879]*19 base_volume = [124.38, 193.2, 578.72, 183.88, 197.42, 559.01, 67.68, 110.01,60.38, 177.11, 102.65, 66.02, 209.83, 81.22, 250.44, 206.44, 87.99, 298.95, 71.07] week = pd.Series([13, 14, 17, 18, 19, 26, 28, 33, 34, 35, 39, 42, 45, 46, 47, 48, 50, 51, 52]) n = 19 # 定义变量 x1 = m.Array(m.Var,(n), integer=True) # LNUC weeks i = 0 for xi in x1: xi.value = lnuc_weeks[i] xi.lower = 0 xi.upper = lnuc_weeks[i] i += 1 x2 = m.Array(m.Var,(n)) # Blended SRP i = 0 for xi in x2: xi.value = 5 m.Equation(xi >= m.if3((x1[i]) - 0.5, min_promo_price[i], lnuc_min_promo_price)) m.Equation(xi <= m.if3((x1[i]) - 0.5, max_promo_price[i], lnuc_max_promo_price)) i += 1 x3 = m.Array(m.Var,(n), integer=True) # F&D x4 = m.Array(m.Var,(n), integer=True) # FO x5 = m.Array(m.Var,(n), integer=True) # DO x6 = m.Array(m.Var,(n), integer=True) # TPR # 默认选择F&D i = 0 for xi in x3: xi.value = 1 xi.lower = 0 xi.upper = 1 i += 1 i = 0 for xi in x4: xi.value = 0 xi.lower = 0 xi.upper = 1 i += 1 i = 0 for xi in x5: xi.value = 0 xi.lower = 0 xi.upper = 1 i += 1 i = 0 for xi in x6: xi.value = 0 xi.lower = 0 xi.upper = 1 i += 1 x7 = m.Array(m.Var,(n), integer=True) # Max promos i = 0 for xi in x7: xi.value = 1 xi.lower = 0 xi.upper = 1 i += 1 x = [x1,x2,x3,x4,x5,x6,x7] # 定义中间变量 neg_ln = [m.Intermediate(-m.log(x[1][i]/base_srp[i])) for i in range(n)] total_vol_fedi = [m.Intermediate(coeff_fedi[0] + sumproduct_base[i] + (neg_ln[i]*neg_ln_ppi_coeff[0])) for i in range(n)] total_vol_feao = [m.Intermediate(coeff_feao[0] + sumproduct_base[i] + (neg_ln[i]*neg_ln_ppi_coeff[0])) for i in range(n)] total_vol_diso = [m.Intermediate(coeff_diso[0] + sumproduct_base[i] + (neg_ln[i]*neg_ln_ppi_coeff[0])) for i in range(n)] total_vol_tpro = [m.Intermediate(sumproduct_base[i] + (neg_ln[i]*neg_ln_ppi_coeff[0])) for i in range(n)] simu_total_volume = [m.Intermediate(( (m.max2(0, base_volume[i]*(m.exp(total_vol_fedi[i])-1)) * x[2][i] + m.max2(0, base_volume[i]*(m.exp(total_vol_feao[i])-1)) * x[3][i] + m.max2(0, base_volume[i]*(m.exp(total_vol_diso[i])-1)) * x[4][i] + m.max2(0, base_volume[i]*(m.exp(total_vol_tpro[i])-1)) * x[5][i]) + base_volume[i]) * x[6][i]) for i in range(n)] # 约束:促销类型互斥 [m.Equation(x3[i] + x4[i] + x5[i] + x6[i] == 1) for i in range(n)] # 约束:促销次数上限 m.Equation(sum(x7) <= 10) # 约束:促销间隔 s = 1 for s2 in range(1, s+1): for i in range(0, n-s2): f = week[week == week[i] + s2].index if len(f) > 0: m.Equation(x7[i] + x7[f[0]] <= 1) # 目标:最大化总销量 m.Maximize(m.sum(simu_total_volume)) m.options.SOLVER = 1 m.solve(disp=True)
内容的提问来源于stack exchange,提问作者datadude558
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