248 lines
9.7 KiB
C++
248 lines
9.7 KiB
C++
// Copyright 2010-2024 Google LLC
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// Uncapacitated Facility Location Problem.
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// A description of the problem can be found here:
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// https://en.wikipedia.org/wiki/Facility_location_problem.
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// The variant which is tackled by this model does not consider capacities
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// for facilities. Moreover, all cost are based on euclidean distance factors,
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// i.e. the problem we really solve is a Metric Facility Location. For the
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// sake of simplicity, facilities and demands are randomly located. Distances
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// are assumed to be in meters and times in seconds.
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#include <cstdio>
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#include <iostream>
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#include <string>
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#include <vector>
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#include "absl/flags/flag.h"
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#include "absl/flags/parse.h"
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#include "absl/flags/usage.h"
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#include "absl/log/initialize.h"
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#include "absl/random/random.h"
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#include "ortools/base/logging.h"
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#include "ortools/linear_solver/linear_solver.h"
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#include "ortools/util/random_engine.h"
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ABSL_FLAG(int, verbose, 0, "Verbosity level.");
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ABSL_FLAG(int, facilities, 20, "Candidate facilities to consider.");
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ABSL_FLAG(int, clients, 100, "Clients to serve.");
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ABSL_FLAG(double, fix_cost, 5000, "Cost of opening a facility.");
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namespace operations_research {
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struct Location {
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double x = 0.0;
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double y = 0.0;
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};
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struct Edge {
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int f = -1;
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int c = -1;
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MPVariable* x = nullptr;
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};
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static double Distance(const Location& src, const Location& dst) {
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return sqrt((src.x - dst.x) * (src.x - dst.x) +
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(src.y - dst.y) * (src.y - dst.y));
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}
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static void UncapacitatedFacilityLocation(
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int32_t facilities, int32_t clients, double fix_cost,
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MPSolver::OptimizationProblemType optimization_problem_type) {
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LOG(INFO) << "Starting " << __func__;
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// Local Constants
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const int32_t kXMax = 1000;
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const int32_t kYMax = 1000;
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const double kMaxDistance = 6 * sqrt((kXMax * kYMax)) / facilities;
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const int kStrLen = 1024;
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// char buffer for names
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char name_buffer[kStrLen + 1];
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name_buffer[kStrLen] = '\0';
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LOG(INFO) << "Facilities/Clients/Fix cost/MaxDist: " << facilities << "/"
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<< clients << "/" << fix_cost << "/" << kMaxDistance;
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// Setting up facilities and demand points
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random_engine_t randomizer; // Deterministic random generator.
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std::vector<Location> facility(facilities);
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std::vector<Location> client(clients);
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for (int i = 0; i < facilities; ++i) {
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facility[i].x = absl::Uniform(randomizer, 0, kXMax + 1);
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facility[i].y = absl::Uniform(randomizer, 0, kYMax + 1);
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}
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for (int i = 0; i < clients; ++i) {
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client[i].x = absl::Uniform(randomizer, 0, kXMax + 1);
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client[i].y = absl::Uniform(randomizer, 0, kYMax + 1);
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}
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// Setup uncapacitated facility location model:
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// Min sum( c_f * x_f : f in Facilities) + sum(x_{f,c} * x_{f,c} : {f,c} in E)
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// s.t. (1) sum(x_{f,c} : f in Facilities) >= 1 forall c in Clients
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// (2) x_f - x_{f,c} >= 0 forall {f,c} in E
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// (3) x_f in {0,1} forall f in Facilities
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//
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// We consider E as the pairs {f,c} in Facilities x Clients such that
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// Distance(f,c) <= kMaxDistance
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MPSolver solver("UncapacitatedFacilityLocation", optimization_problem_type);
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const double infinity = solver.infinity();
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MPObjective* objective = solver.MutableObjective();
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objective->SetMinimization();
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// Add binary facilities variables
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std::vector<MPVariable*> xf{};
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for (int f = 0; f < facilities; ++f) {
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snprintf(name_buffer, kStrLen, "x[%d](%g,%g)", f, facility[f].x,
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facility[f].y);
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MPVariable* x = solver.MakeBoolVar(name_buffer);
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xf.push_back(x);
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objective->SetCoefficient(x, fix_cost);
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}
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// Build edge variables
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std::vector<Edge> edges;
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for (int c = 0; c < clients; ++c) {
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snprintf(name_buffer, kStrLen, "R-Client[%d](%g,%g)", c, client[c].x,
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client[c].y);
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MPConstraint* client_constraint =
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solver.MakeRowConstraint(/* lb */ 1, /* ub */ infinity, name_buffer);
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for (int f = 0; f < facilities; ++f) {
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double distance = Distance(facility[f], client[c]);
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if (distance > kMaxDistance) continue;
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Edge edge{};
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snprintf(name_buffer, kStrLen, "x[%d,%d]", f, c);
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edge.x = solver.MakeNumVar(/* lb */ 0, /*ub */ 1, name_buffer);
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edge.f = f;
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edge.c = c;
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edges.push_back(edge);
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objective->SetCoefficient(edge.x, distance);
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// coefficient for constraint (1)
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client_constraint->SetCoefficient(edge.x, 1);
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// add constraint (2)
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snprintf(name_buffer, kStrLen, "R-Edge[%d,%d]", f, c);
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MPConstraint* edge_constraint =
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solver.MakeRowConstraint(/* lb */ 0, /* ub */ infinity, name_buffer);
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edge_constraint->SetCoefficient(edge.x, -1);
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edge_constraint->SetCoefficient(xf[f], 1);
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}
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} // End adding all edge variables
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LOG(INFO) << "Number of variables = " << solver.NumVariables();
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LOG(INFO) << "Number of constraints = " << solver.NumConstraints();
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// display on screen LP if small enough
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if (clients <= 10 && facilities <= 10) {
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std::string lp_string{};
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const bool obfuscate = false;
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solver.ExportModelAsLpFormat(obfuscate, &lp_string);
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std::cout << "LP-Model:\n" << lp_string << std::endl;
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}
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// Set options and solve
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if (optimization_problem_type != MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING) {
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if (!solver.SetNumThreads(8).ok()) {
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LOG(INFO) << "Could not set parallelism for "
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<< optimization_problem_type;
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}
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}
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solver.EnableOutput();
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const MPSolver::ResultStatus result_status = solver.Solve();
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// Check that the problem has an optimal solution.
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if (result_status != MPSolver::OPTIMAL) {
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LOG(FATAL) << "The problem does not have an optimal solution!";
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} else {
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LOG(INFO) << "Optimal objective value = " << objective->Value();
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if (absl::GetFlag(FLAGS_verbose)) {
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std::vector<std::vector<int> > solution(facilities);
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for (auto& edge : edges) {
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if (edge.x->solution_value() < 0.5) continue;
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solution[edge.f].push_back(edge.c);
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}
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std::cout << "\tSolution:\n";
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for (int f = 0; f < facilities; ++f) {
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if (solution[f].empty()) continue;
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assert(xf[f]->solution_value() > 0.5);
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snprintf(name_buffer, kStrLen, "\t Facility[%d](%g,%g):", f,
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facility[f].x, facility[f].y);
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std::cout << name_buffer;
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int i = 1;
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for (auto c : solution[f]) {
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snprintf(name_buffer, kStrLen, " Client[%d](%g,%g)", c, client[c].x,
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client[c].y);
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if (i++ >= 5) {
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std::cout << "\n\t\t";
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i = 1;
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}
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std::cout << name_buffer;
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}
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std::cout << "\n";
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}
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}
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std::cout << "\n";
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LOG(INFO) << "";
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LOG(INFO) << "Advanced usage:";
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LOG(INFO) << "Problem solved in " << solver.DurationSinceConstruction()
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<< " milliseconds";
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LOG(INFO) << "Problem solved in " << solver.iterations() << " iterations";
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LOG(INFO) << "Problem solved in " << solver.nodes()
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<< " branch-and-bound nodes";
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}
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}
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void RunAllExamples(int32_t facilities, int32_t clients, double fix_cost) {
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#if defined(USE_CBC)
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LOG(INFO) << "---- Integer programming example with CBC ----";
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UncapacitatedFacilityLocation(facilities, clients, fix_cost,
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MPSolver::CBC_MIXED_INTEGER_PROGRAMMING);
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#endif
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#if defined(USE_GLPK)
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LOG(INFO) << "---- Integer programming example with GLPK ----";
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UncapacitatedFacilityLocation(facilities, clients, fix_cost,
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MPSolver::GLPK_MIXED_INTEGER_PROGRAMMING);
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#endif
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#if defined(USE_SCIP)
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LOG(INFO) << "---- Integer programming example with SCIP ----";
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UncapacitatedFacilityLocation(facilities, clients, fix_cost,
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MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING);
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#endif
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#if defined(USE_GUROBI)
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LOG(INFO) << "---- Integer programming example with Gurobi ----";
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UncapacitatedFacilityLocation(facilities, clients, fix_cost,
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MPSolver::GUROBI_MIXED_INTEGER_PROGRAMMING);
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#endif // USE_GUROBI
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#if defined(USE_CPLEX)
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LOG(INFO) << "---- Integer programming example with CPLEX ----";
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UncapacitatedFacilityLocation(facilities, clients, fix_cost,
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MPSolver::CPLEX_MIXED_INTEGER_PROGRAMMING);
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#endif // USE_CPLEX
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LOG(INFO) << "---- Integer programming example with CP-SAT ----";
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UncapacitatedFacilityLocation(facilities, clients, fix_cost,
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MPSolver::SAT_INTEGER_PROGRAMMING);
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}
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} // namespace operations_research
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int main(int argc, char** argv) {
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absl::InitializeLog();
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absl::SetProgramUsageMessage(
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std::string("This program solve a (randomly generated)\n") +
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std::string("Uncapacitated Facility Location Problem. Sample Usage:\n"));
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absl::ParseCommandLine(argc, argv);
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CHECK_LT(0, absl::GetFlag(FLAGS_facilities))
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<< "Specify an instance size greater than 0.";
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CHECK_LT(0, absl::GetFlag(FLAGS_clients))
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<< "Specify a non-null client size.";
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CHECK_LT(0, absl::GetFlag(FLAGS_fix_cost))
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<< "Specify a non-null client size.";
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absl::SetFlag(&FLAGS_stderrthreshold, 0);
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operations_research::RunAllExamples(absl::GetFlag(FLAGS_facilities),
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absl::GetFlag(FLAGS_clients),
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absl::GetFlag(FLAGS_fix_cost));
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return EXIT_SUCCESS;
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}
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