mkp.py

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"""
Copyright (c) by Joao Pedro PEDROSO and Mikio KUBO, 2012
"""
from pyscipopt import Model, quicksum, multidict
 
def mkp(I,J,v,a,b):
    """mkp -- model for solving the multi-constrained knapsack
    Parameters:
        - I: set of dimensions
        - J: set of items
        - v[j]: value of item j
        - a[i,j]: weight of item j on dimension i
        - b[i]: capacity of knapsack on dimension i
    Returns a model, ready to be solved.
    """
    model = Model("mkp")
 
    # Create Variables
    x = {}
    for j in J:
        x[j] = model.addVar(vtype="B", name="x(%s)"%j)
 
    # Create constraints
    for i in I:
        model.addCons(quicksum(a[i,j]*x[j] for j in J) <= b[i], "Capacity(%s)"%i)
 
    # Objective
    model.setObjective(quicksum(v[j]*x[j] for j in J), "maximize")
    model.data = x
 
    return model
 
 
def example():
    """creates example data set"""
    J,v = multidict({1:16, 2:19, 3:23, 4:28})
    a = {(1,1):2,    (1,2):3,    (1,3):4,    (1,4):5,
         (2,1):3000, (2,2):3500, (2,3):5100, (2,4):7200,
         }
    I,b = multidict({1:7, 2:10000})
    return I,J,v,a,b
 
 
if __name__ == "__main__":
    I,J,v,a,b = example()
    model = mkp(I,J,v,a,b)
    x = model.data
    model.optimize()
 
    print("Optimal value:", model.getObjVal())
 
    EPS = 1.e-6
 
    for i in x:
        v = x[i]
        if model.getVal(v) > EPS:
            print(v.name, "=", model.getVal(v))