干货 | Branch and Price算法求解VRPTW问题（附JAVA代码分享）
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最后，大家可以关注一下小编的公众号，上面不仅有关于算法的分享，还有python等好玩的东西:
1. Branch and Bound：分支定界，下界使用Column Generation求解。
2. Column Generation：列生成算法，求解VRPWTW松弛模型的最优解。
3. ESPPRC-Label Setting：求解VRPTW的子问题(pricing problem)，标号法求解。
算法的运行效果如下：
算例用的是标准Solomon25。大部分，一轮Column Generation就能直接得到整数解，可能是巧合。也有部分算例需要branch。
更改输入算例在Main.java:
更改算例后同时也要更改客户数，在paramsVRP.java:
可参考的推文如下
CPLEX：
1. 干货 | cplex介绍、下载和安装以及java环境配置和API简单说明
2. 干货 | JAVA调用cplex求解一个TSP模型详解
3. 干货|十分钟快速掌握CPLEX求解VRPTW数学模型（附JAVA代码及CPLEX安装流程）
1. 干货 | 10分钟带你全面掌握branch and bound（分支定界）算法-概念篇
2. 干货 | 10分钟搞懂branch and bound算法的代码实现附带java代码
3. 干货 | 10分钟教你用branch and bound（分支定界）算法求解TSP旅行商问题
4. cplex教学 | 分支定界法(branch and bound)解带时间窗的车辆路径规划问题（附代码及详细注释）
Column Generation
1. 干货 | 10分钟带你彻底了解Column Generation（列生成）算法的原理附java代码
2. 运筹学教学|列生成（Column Generation）算法（附代码及详细注释）
3. 干货 | 10分钟教你使用Column Generation求解VRPTW的线性松弛模型
4. 干货 | 求解VRPTW松弛模型的Column Generation算法的JAVA代码分享
2. 标号法(label-setting algorithm)求解带时间窗的最短路问题
可参考的文献如下
Pricing SPPRC : chapter 2, Shortest Path Problems with Resource Constraints 33 Stefan Irnich and Guy Desaulniers
代码解析如下
Branch and Bound的过程如下（具体参考此前讲过的算法原理）：
public boolean BBnode(paramsVRP userParam, ArrayList treeBB branching, ArrayList) throws IOException { // userParam (input) : all the parameters provided by the users (cities, // roads...) // routes (input) : all (but we could decide to keep only a subset) the // routes considered up to now (to initialize the Column generation process) // branching (input): BB branching context information for the current node // to process (branching edge var, branching value, branching from...) // bestRoutes (output): best solution encountered int i, j, bestEdge1, bestEdge2, prevcity, city, bestVal; double coef, bestObj, change, CGobj; boolean feasible;
try {
// check first that we need to solve this node. Not the case if we have // already found a solution within the gap precision if ((upperbound - lowerbound) / upperbound < userParam.gap) return true;
// init if (branching == null) { // root node - first call // first call - root node treeBB newnode = new treeBB(); newnode.father = null; newnode.toplevel = true; newnode.branchFrom = -1; newnode.branchTo = -1; newnode.branchValue = -1; newnode.son0 = null; branching = newnode; }
// display some local info if (branching.branchValue < 1) System.out.println("\nEdge from " + branching.branchFrom + " to " + branching.branchTo + ": forbid"); else System.out.println("\nEdge from " + branching.branchFrom + " to " + branching.branchTo + ": set"); int mb = 1024 * 1024; Runtime runtime = Runtime.getRuntime(); System.out.print("Java Memory=> Total:" + (runtime.totalMemory() / mb) + " Max:" + (runtime.maxMemory() / mb) + " Used:" + ((runtime.totalMemory() - runtime.freeMemory()) / mb) + " Free: " + runtime.freeMemory() / mb);
// Compute a solution for this node using Column generation columngen CG = new columngen();
CGobj = CG.computeColGen(userParam, routes); // feasible ? Does a solution exist? if ((CGobj > 2 * userParam.maxlength) || (CGobj < -1e-6)) { // can only be true when the routes in the solution include forbidden edges (can happen when the BB set branching values) System.out.println("RELAX INFEASIBLE | Lower bound: " + lowerbound + " | Upper bound: " + upperbound + " | Gap: " + ((upperbound - lowerbound) / upperbound) + " | BB Depth: " + depth + " | " + routes.size() + " routes"); return true; // stop this branch } branching.lowestValue = CGobj;
// update the global lowerbound when required if ((branching.father != null) && (branching.father.son0 != null) && branching.father.toplevel) { // all nodes above and on the left have been processed=> we can compute // a new lowerbound lowerbound = (branching.lowestValue > branching.father.son0.lowestValue) ? branching.father.son0.lowestValue : branching.lowestValue; branching.toplevel = true; } else if (branching.father == null) // root node lowerbound = CGobj;
if (branching.lowestValue > upperbound) { CG = null; System.out.println("CUT | Lower bound: " + lowerbound + " | Upper bound: " + upperbound + " | Gap: " + ((upperbound - lowerbound) / upperbound) + " | BB Depth: " + depth + " | Local CG cost: " + CGobj + " | " + routes.size() + " routes"); return true; // cut this useless branch } else { // /////////////////////////////////////////////////////////////////////////// // check the (integer) feasibility. Otherwise search for a branching // variable feasible = true; bestEdge1 = -1; bestEdge2 = -1; bestObj = -1.0; bestVal = 0;
// transform the path variable (of the CG model) into edges variables for (i = 0; i < userParam.nbclients + 2; i++) java.util.Arrays.fill(userParam.edges[i], 0.0); for (route r : routes) { if (r.getQ() > 1e-6) { // we consider only the routes in the current // local solution ArrayList // cities (path for this // route) prevcity = 0; for (i = 1; i < path.size(); i++) { city = path.get(i); userParam.edges[prevcity][city] += r.getQ(); // convert into edges prevcity = city; } } }
// find a fractional edge for (i = 0; i < userParam.nbclients + 2; i++) { for (j = 0; j < userParam.nbclients + 2; j++) { coef = userParam.edges[i][j]; if ((coef > 1e-6) && ((coef < 0.9999999999) || (coef > 1.0000000001))) { // this route has a fractional coefficient in the solution => // should we branch on this one? feasible = false; // what if we impose this route in the solution? Q=1 // keep the ref of the edge which should lead to the largest // change change = (coef < Math.abs(1.0 - coef)) ? coef : Math.abs(1.0 - coef); change *= routes.get(i).getcost(); if (change > bestObj) { bestEdge1 = i; bestEdge2 = j; bestObj = change; bestVal = (Math.abs(1.0 - coef) > coef) ? 0 : 1; } } } } CG = null;
if (feasible) { if (branching.lowestValue < upperbound) { // new incumbant feasible solution! upperbound = branching.lowestValue; bestRoutes.clear(); for (route r : routes) { if (r.getQ() > 1e-6) { route optim = new route(); optim.setcost(r.getcost()); optim.path = r.getpath(); optim.setQ(r.getQ()); bestRoutes.add(optim); } } System.out.println("OPT | Lower bound: " + lowerbound + " | Upper bound: " + upperbound + " | Gap: " + ((upperbound - lowerbound) / upperbound) + " | BB Depth: " + depth + " | Local CG cost: " + CGobj + " | " + routes.size() + " routes"); System.out.flush(); } else System.out.println("FEAS | Lower bound: " + lowerbound + " | Upper bound: " + upperbound + " | Gap: " + ((upperbound - lowerbound) / upperbound) + " | BB Depth: " + depth + " | Local CG cost: " + CGobj + " | " + routes.size() + " routes"); return feasible; } else { System.out.println("INTEG INFEAS | Lower bound: " + lowerbound + " | Upper bound: " + upperbound + " | Gap: " + ((upperbound - lowerbound) / upperbound) + " | BB Depth: " + depth + " | Local CG cost: " + CGobj + " | " + routes.size() + " routes"); System.out.flush(); // /////////////////////////////////////////////////////////// // branching (diving strategy)
// first branch -> set edges[bestEdge1][bestEdge2]=0 // record the branching information in a tree list treeBB newnode1 = new treeBB(); newnode1.father = branching; newnode1.branchFrom = bestEdge1; newnode1.branchTo = bestEdge2; newnode1.branchValue = bestVal; // first version was not with bestVal // but with 0 newnode1.lowestValue = -1E10; newnode1.son0 = null;
// branching on edges[bestEdge1][bestEdge2]=0 EdgesBasedOnBranching(userParam, newnode1, false);
// the initial lp for the CG contains all the routes of the previous // solution less the routes containing this arc ArrayList for (route r : routes) { ArrayList boolean accept = true; if (path.size() > 3) { // we must keep trivial routes // Depot-City-Depot in the set to ensure // feasibility of the CG prevcity = 0; for (j = 1; accept && (j < path.size()); j++) { city = path.get(j); if ((prevcity == bestEdge1) && (city == bestEdge2)) accept = false; prevcity = city; } } if (accept) nodeRoutes.add(r); }
boolean ok; ok = BBnode(userParam, nodeRoutes, newnode1, bestRoutes, depth + 1); nodeRoutes = null; // free memory if (!ok) { return false; }
branching.son0 = newnode1;
// second branch -> set edges[bestEdge1][bestEdge2]=1 // record the branching information in a tree list treeBB newnode2 = new treeBB(); newnode2.father = branching; newnode2.branchFrom = bestEdge1; newnode2.branchTo = bestEdge2; newnode2.branchValue = 1 - bestVal; // first version: always 1 newnode2.lowestValue = -1E10; newnode2.son0 = null;
// branching on edges[bestEdge1][bestEdge2]=1 // second branching=>need to reinitialize the dist matrix for (i = 0; i < userParam.nbclients + 2; i++) System.arraycopy(userParam.distBase[i], 0, userParam.dist[i], 0, userParam.nbclients + 2); EdgesBasedOnBranching(userParam, newnode2, true); // the initial lp for the CG contains all the routes of the previous // solution less the routes incompatible with this arc ArrayList for (route r : routes) { ArrayList boolean accept = true; if (path.size() > 3) { // we must keep trivial routes // Depot-City-Depot in the set to ensure // feasibility of the CG prevcity = 0; for (i = 1; accept && (i < path.size()); i++) { city = path.get(i); if (userParam.dist[prevcity][city] >= userParam.verybig - 1E-6) accept = false; prevcity = city; } } if (accept) nodeRoutes2.add(r);
} ok = BBnode(userParam, nodeRoutes2, newnode2, bestRoutes, depth + 1); nodeRoutes2 = null;
// update lowest feasible value of this node branching.lowestValue = (newnode1.lowestValue < newnode2.lowestValue) ? newnode1.lowestValue : newnode2.lowestValue;
return ok;
} }
} catch (IOException e) { System.err.println("Error: " + e); } return false; }Column Generation的过程如下，Master Problem采用vrptw的set covering model 的松弛模型，利用cplex建模求解，求解的结果作为branch and bound的lower bound： public double computeColGen(paramsVRP userParam, ArrayList throws IOException { int i, j, prevcity, city; double cost, obj; double[] pi; boolean oncemore;
try {
// --------------------------------------------------------- // construct the model for the Restricted Master Problem // --------------------------------------------------------- // warning: for clarity, we create a new cplex env each time we start a // Column Generation // this class contains (nearly) everything about CG and could be used // independently // However, since the final goal is to encompass it inside 锟� Branch and // Bound (BB), // it would (probably) be better to create only once the CPlex env when we // initiate the BB and to work with the same (but adjusted) lp matrix each // time IloCplex cplex = new IloCplex();
IloObjective objfunc = cplex.addMinimize();
// for each vertex/client, one constraint (chapter 3, 3.23 ) IloRange[] lpmatrix = new IloRange[userParam.nbclients]; for (i = 0; i < userParam.nbclients; i++) lpmatrix[i] = cplex.addRange(1.0, Double.MAX_VALUE); // for each constraint, right member >=1 // lpmatrix[i] = cplex.addRange(1.0, 1.0); // or for each constraint, right member=1 ... what is the best?
// Declaration of the variables IloNumVarArray y = new IloNumVarArray(); // y_p to define whether a path p // is used
// Populate the lp matrix and the objective function // first with the routes provided by the argument 'routes' of the function // (in the context of the Branch and Bound, it would be a pity to start // again the CG from scratch at each node of the BB!) // (we should reuse parts of the previous solution(s)) for (route r : routes) { int v; cost = 0.0; prevcity = 0; for (i = 1; i < r.getpath().size(); i++) { city = r.getpath().get(i); cost += userParam.dist[prevcity][city]; prevcity = city; }
r.setcost(cost); IloColumn column = cplex.column(objfunc, r.getcost()); // obj coefficient for (i = 1; i < r.getpath().size() - 1; i++) { v = r.getpath().get(i) - 1; column = column.and(cplex.column(lpmatrix[v], 1.0)); // coefficient of y_i in (3.23) => 0 for the other y_p } y.add(cplex.numVar(column, 0.0, Double.MAX_VALUE)); // creation of the variable y_i } // complete the lp with basic route to ensure feasibility if (routes.size() < userParam.nbclients) { // a priori true only the first time for (i = 0; i < userParam.nbclients; i++) { cost = userParam.dist[0][i + 1] + userParam.dist[i + 1][userParam.nbclients + 1]; IloColumn column = cplex.column(objfunc, cost); // obj coefficient column = column.and(cplex.column(lpmatrix[i], 1.0)); // coefficient of // y_i in (3.23) // => 0 for the // other y_p y.add(cplex.numVar(column, 0.0, Double.MAX_VALUE)); // creation of the // variable y_i route newroute = new route(); newroute.addcity(0); newroute.addcity(i + 1); newroute.addcity(userParam.nbclients + 1); newroute.setcost(cost); routes.add(newroute); } }
// cplex.exportModel("model.lp");
// CPlex params cplex.setParam(IloCplex.IntParam.RootAlg, IloCplex.Algorithm.Primal); cplex.setOut(null); // cplex.setParam(IloCplex.DoubleParam.TiLim,30); // max number of // seconds: 2h=7200 24h=86400
// --------------------------------------------------------- // column generation process // --------------------------------------------------------- DecimalFormat df = new DecimalFormat("#0000.00"); oncemore = true; double[] prevobj = new double[100]; int nbroute; int previ = -1; while (oncemore) {
oncemore = false; // ---------------------------------------s------------------ // solve the current RMP // --------------------------------------------------------- if (!cplex.solve()) { System.out.println("CG: relaxation infeasible!"); return 1E10; } prevobj[(++previ) % 100] = cplex.getObjValue(); // store the 30 last obj values to check stability afterwards
// System.out.println(cplex.getStatus()); // cplex.exportModel("model.lp");
// --------------------------------------------------------- // solve the subproblem to find new columns (if any) // --------------------------------------------------------- // first define the new costs for the subproblem objective function // (SPPRC) pi = cplex.getDuals(lpmatrix); for (i = 1; i < userParam.nbclients + 1; i++) for (j = 0; j < userParam.nbclients + 2; j++) userParam.cost[i][j] = userParam.dist[i][j] - pi[i - 1];
// start dynamic programming SPPRC sp = new SPPRC(); ArrayList
nbroute = userParam.nbclients; // arbitrarily limit to the 5 first // shortest paths with negative cost // if ((previ>100) && // (prevobj[(previ-3)%100]-prevobj[previ%100]<0.0003*Math.abs((prevobj[(previ-99)%100]-prevobj[previ%100])))) // { // System.out.print("/"); // complete=true; // it the convergence is too slow, start a "complete" // shortestpast // } sp.shortestPath(userParam, routesSPPRC, nbroute); sp = null;
// ///////////////////////////// // parameter here if (routesSPPRC.size() > 0) { for (route r : routesSPPRC) {// if (userParam.debug) {// System.out.println(" "+r.getcost());// } ArrayList prevcity = rout.get(1); cost = userParam.dist[0][prevcity]; IloColumn column = cplex.column(lpmatrix[rout.get(1) - 1], 1.0); for (i = 2; i < rout.size() - 1; i++) { city = rout.get(i); cost += userParam.dist[prevcity][city]; prevcity = city; column = column.and(cplex.column(lpmatrix[rout.get(i) - 1], 1.0)); // coefficient of y_i in (3.23) => 0 for the other y_p } cost += userParam.dist[prevcity][userParam.nbclients + 1]; column = column.and(cplex.column(objfunc, cost)); y.add(cplex.numVar(column, 0.0, Double.MAX_VALUE, "P" + routes.size())); // creation of the variable y_i r.setcost(cost); routes.add(r);
oncemore = true; } System.out.print("\nCG Iter " + previ + " Current cost: " + df.format(prevobj[previ % 100]) + " " + routes.size() + " routes"); System.out.flush(); } //if (previ % 50 == 0) routesSPPRC = null; }
System.out.println();
for (i = 0; i < y.getSize(); i++) routes.get(i).setQ(cplex.getValue(y.getElement(i))); obj = cplex.getObjValue(); // mmmmhhh: to check. To be entirely safe, we // should recompute the obj using the distBase // matrix instead of the dist matrix
cplex.end(); return obj; } catch (IloException e) { System.err.println("Concert exception caught '" + e + "' caught"); } return 1E10; }ESPPRC的算法如下，采用label setting算法，感觉速度还可以，具体原理参照往期推文：
public void shortestPath(paramsVRP userParamArg, ArrayList) { label current; int i,j,idx,nbsol,maxsol; double d,d2; int[] checkDom; float tt,tt2; Integer currentidx;
this.userParam=userParamArg; // unprocessed labels list => ordered TreeSet List (?optimal: need to be sorted like this?) TreeSet
// processed labels list => ordered TreeSet List TreeSet
// array of labels labels = new ArrayList boolean[] cust= new boolean[userParam.nbclients+2]; cust[0]=true; for (i=1;i<userParam.nbclients+2;i++) cust[i]=false; labels.add(new label(0,-1,0.0,0,0,false,cust)); // first label: start from depot (client 0) U.add(0);
// for each city, an array with the index of the corresponding labels (for dominance) checkDom = new int[userParam.nbclients+2]; ArrayList for (i=0;i<userParam.nbclients+2;i++) { city2labels[i]=new ArrayList checkDom[i]=0; // index of the first label in city2labels that needs to be checked for dominance (last labels added) } city2labels[0].add(0);
nbsol = 0; maxsol = 2 * nbroute; while ((U.size()>0) && (nbsol<maxsol)) { // second term if we want to limit to the first solutions encountered to speed up the SPPRC (perhaps not the BP) // remark: we'll keep only nbroute, but we compute 2xnbroute! It makes a huge difference=>we'll keep the most negative ones // this is something to analyze further! how many solutions to keep and which ones? // process one label => get the index AND remove it from U currentidx = U.pollFirst(); current = labels.get(currentidx);
// check for dominance // code not fully optimized: int l1,l2; boolean pathdom; label la1,la2; ArrayList for (i = checkDom[current.city]; i < city2labels[current.city].size(); i++) { // check for dominance between the labels added since the last time we came here with this city and all the other ones for (j = 0; j < i; j++) { l1 = city2labels[current.city].get(i); l2 = city2labels[current.city].get(j); la1 = labels.get(l1); la2 = labels.get(l2); if (!(la1.dominated || la2.dominated)) { // could happen since we clean 'city2labels' thanks to 'cleaning' only after the double loop pathdom = true; for (int k = 1; pathdom && (k < userParam.nbclients+2); k++) pathdom=(!la1.vertexVisited[k] || la2.vertexVisited[k]); if (pathdom && (la1.cost<=la2.cost) && (la1.ttime<=la2.ttime) && (la1.demand<=la2.demand)) { labels.get(l2).dominated = true; U.remove((Integer) l2); cleaning.add(l2); pathdom = false; //System.out.print(" ###Remove"+l2); } pathdom = true; for (int k = 1; pathdom && (k < userParam.nbclients + 2); k++) pathdom = (!la2.vertexVisited[k] || la1.vertexVisited[k]);
if (pathdom && (la2.cost<=la1.cost) && (la2.ttime<=la1.ttime) && (la2.demand<=la1.demand)) { labels.get(l1).dominated = true; U.remove(l1); cleaning.add(l1); //System.out.print(" ###Remove"+l1); j = city2labels[current.city].size(); } } } }
for (Integer c : cleaning) city2labels[current.city].remove((Integer) c); // a little bit confusing but ok since c is an Integer and not an int!
cleaning = null; checkDom[current.city] = city2labels[current.city].size(); // update checkDom: all labels currently in city2labels were checked for dom.
// expand REF if (!current.dominated){ //System.out.println("Label "+current.city+" "+current.indexPrevLabel+" "+current.cost+" "+current.ttime+" "+current.dominated); if (current.city == userParam.nbclients + 1) { // shortest path candidate to the depot! if (current.cost<-1e-7) { // SP candidate for the column generation P.add(currentidx); nbsol=0; for (Integer labi : P) { label s = labels.get(labi); if (!s.dominated) nbsol++; } } } else { // if not the depot, we can consider extensions of the path for (i = 0; i < userParam.nbclients + 2; i++) { if ((!current.vertexVisited[i]) && (userParam.dist[current.city][i] < userParam.verybig-1e-6)) { // don't go back to a vertex already visited or along a forbidden edge // ttime tt = (float) (current.ttime + userParam.ttime[current.city][i] + userParam.s[current.city]); if (tt < userParam.a[i]) tt = userParam.a[i]; // demand d = current.demand + userParam.d[i]; //System.out.println(" -- "+i+" d:"+d+" t:"+tt);
// is feasible? if ((tt <= userParam.b[i]) && (d <= userParam.capacity)) { idx = labels.size(); boolean[] newcust = new boolean[userParam.nbclients + 2]; System.arraycopy(current.vertexVisited, 0, newcust, 0, userParam.nbclients + 2); newcust[i] = true; //speedup: third technique - Feillet 2004 as mentioned in Laporte's paper for (j=1;j<=userParam.nbclients;j++) if (!newcust[j]) { tt2=(float) (tt+userParam.ttime[i][j]+userParam.s[i]); d2=d+userParam.d[j]; if ((tt2>userParam.b[j]) || (d2>userParam.capacity)) newcust[j]=true; // useless to visit this client }
labels.add(new label(i, currentidx, current.cost+userParam.cost[current.city][i], tt, d, false, newcust)); // first label: start from depot (client 0) if (!U.add((Integer) idx)) { // only happens if there exists already a label at this vertex with the same cost, time and demand and visiting the same cities before // It can happen with some paths where the order of the cities is permuted labels.get(idx).dominated = true; // => we can forget this label and keep only the other one } else city2labels[i].add(idx);
} } } } } } // clean checkDom = null;
// filtering: find the path from depot to the destination Integer lab; i = 0; while ((i < nbroute) && ((lab = P.pollFirst()) != null)) { label s = labels.get(lab); if (!s.dominated) { if (/*(i < nbroute / 2) ||*/ (s.cost < -1e-4)) { // System.out.println(s.cost);// if(s.cost > 0) {// System.out.println("warning >>>>>>>>>>>>>>>>>>>>");// } route newroute = new route(); newroute.setcost(s.cost); newroute.addcity(s.city); int path = s.indexPrevLabel; while (path >= 0) { newroute.addcity(labels.get(path).city); path = labels.get(path).indexPrevLabel; } newroute.switchpath(); routes.add(newroute); i++; } }
} }没想到吧，一个算法就包含了这么多知识点，没点基础真的是搞不定的哦~
大家好好加油吧哈哈。
最后的最后，祝大家学有所成。
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标签：branching,JAVA,Price,cplex,VRPTW,cost,new,routes,userParam 来源： https://blog.51cto.com/u_14328065/2847634