Transforming a logic constraint into python pulp code - linear-programming

I started working on a problem in the past several days...
A company plans its business in a three month period. It can produce
110 units at a cost of 600 each. The minimum amount it must produce
per month is 15 units if active (but of course, it can choose to be closed
during the month, and produce 0 units). Each month it can subcotract the
prodution of 60 units, at a cost of 660 each. Storing a unit for one month
costs 20$ per unit per month. The marketing department has forcasted
sales of 100, 130 and 150 units for the next three months, respectively.
The goal is to meet the demand each month while minimizing the total
cost.
I deduced that we need to have an objective function of form min[Sum(i=0..3) 600*x1+660*x2+20*x3].
We need to add some constrains on x1>=15, and on x2 0<=x2<=60
Also we will also need another constraint for each month...
For the first one i=1 => x1+x2 = 100 - x3last (x3last is an extra variable that should hold the amount existing in deposit from the previous month), and for i=2 and i=3 same constraints.
I don't have any idea how to write this in pulp, and i would appreciate some help. Thx ^_^

I'd tend to agree with #Erwin that you should focus on formulating the problem as a Linear Program. It is then easy to translate this into code in PULP or one of many other PULP libraries/tools/languages.
As an example of this - lets work through this process for the example problem you have written out in your question.
Decision Variables
The first thing to decide is what you can/should decide. This set of information is called the decision variables. Picking the best/easiest decision variables for your problem comes with practice - the important thing is that once you know the values of the variables you have a unique solution to the problem.
Here I would suggest the following. These assume that the forecasts for demand are perfect. For each month i:
Whether the production line should be open - o[i]
How much to produce in that month - p[i]
How much to hold in storage for next month - s[i]
How much to get made externally - e[i]
Objective Function
The objective in your case is obvious - minimise the total cost. So we can just write this down: sum(i=0...2)[p[i]*600 + s[i]*20 + e[i]*660]
Constraints
Let's lift these directly our of your problem description:
"It can produce 110 units at a cost of 600 each. The minimum amount it must produce per month is 15 units if active (but of course, it can choose to be closed during the month, and produce 0 units)."
p[i] >= o[i]*15
p[i] <= o[i]*110
The first constraint forces the minimum production about to be 15 if the production is open that month (o[i] == 1), if the production is not open this constraint has not effect. The second constraint sets a maximum value on p[i] of 110 if the production is open and a maximum production of 0 if the production is closed that month (o[i] == 0).
"Each month it can subcotract the prodution of 60 units, at a cost of 660 each"
e[i] <= 60
"The marketing department has forcasted sales of 100, 130 and 150 units for the next three months, respectively. The goal is to meet the demand each month while minimizing the total cost." If we declare the sales in each mongth to be sales[i], we can define our "flow constraint" as:
p[i] + e[i] + s[i-1] == s[i] + sales[i]
The way to think of this constraint is inputs on the left, and outputs on the right. Inputs of units are production, external production, and stuff taken out of storage from last month. Outputs are units left/put in storage for next month and sales.
Finally in code:
from pulp import *
all_i = [1,2,3]
all_i_with_0 = [0,1,2,3]
sales = {1:100, 2:130, 3:150}
o = LpVariable.dicts('open', all_i, cat='Binary')
p =LpVariable.dicts('production', all_i, cat='Linear')
s =LpVariable.dicts('stored', all_i_with_0, lowBound=0, cat='Linear')
e =LpVariable.dicts('external', all_i, lowBound=0, cat='Linear')
prob = LpProblem("MinCost", LpMinimize)
prob += lpSum([p[i]*600 + s[i]*20 + e[i]*660 for i in all_i]) # Objective
for i in all_i:
prob += p[i] >= o[i]*15
prob += p[i] <= o[i]*110
prob += e[i] <= 60
prob += p[i] + e[i] + s[i-1] == sales[i] + s[i]
prob += s[0] == 0 # No stock inherited from previous monts
prob.solve()
# The status of the solution
print ("Status:", LpStatus [prob.status])
# Dislay the optimums of each var
for v in prob.variables ():
print (v.name, "=", v.varValue)
# Objective fcn
print ("Obj. Fcn: ", value(prob.objective))
Which returns:
Status: Optimal
external_1 = 0.0
external_2 = 10.0
external_3 = 40.0
open_1 = 1.0
open_2 = 1.0
open_3 = 1.0
production_1 = 110.0
production_2 = 110.0
production_3 = 110.0
stored_0 = 0.0
stored_1 = 10.0
stored_2 = 0.0
stored_3 = 0.0
Obj. Fcn: 231200.0

Related

Invalid Syntax attempting to write Python closure

I am attempting to write a function (in Python 2.7) which takes an outstanding balance and annual interest rate then returns the min monthly payment to the nearest cent using bisection search to solve problem #3. I am trying to follow DRY principles by writing a function inside the main function which should return a list with the balance after a year and the number of months (the loop should break if balance hits zero or less) which will need to be calculated twice in my main function. As I try to test this initial closure before moving on I am getting a syntax error on the line assigning monthlyPayment. What am I doing wrong?
# Problem Set 1("C")
# Time Spent: xx hours
def payInOne_BisectionSearch (balance,annualRate):
#initialize variables
initialBalance = balance
monthlyRate = annualRate/12
minMonthly = balance/12
maxMonthly = (balance * (1 + monthlyRate ** 12 )/12
monthlyPayment = (minMonthly + maxMonthly)/2
numMonths = 1
#define function to check balance after 12 months
def balanceAfterYear (balance, monthlyRate, monthlyPayment):
for numMonths in range (1,13):
interest = balance * monthlyRate
balance += interest - monthlyPayment
if balance <= 0:
break
return [balance, numMonths]
resultList = balanceAfterYear(initialBalance, monthlyRate, monthlyPayment)
print resultList[0],resultList[1]
payInOne_BisectionSearch (input("Enter the outstanding balance"),input("Enter annual rate as a decimal"))
You forgot a closing bracket in the previous line.
maxMonthly = (balance * (1 + monthlyRate ** 12 )/12

Stata: compare coefficients of factor variables using foreach (or forvalues)

I am using an ordinal independent variable in an OLS regression as a categorical variable using the factor variable technique in Stata (i.e, i.ordinal). The variable can take on values of the integers from 0 to 9, with 0 being the base category. I am interested in testing if the coefficient of each variable is greater (or less) than that which succeeds it (i.e. _b[1.ordinal] >= _b[2.ordinal], _b[2.ordinal] >= _b[3.ordinal], etc.). I've started with the following pseudocode based on FAQ: One-sided t-tests for coefficients:
foreach i in 1 2 3 5 6 7 8 {
test _b[`i'.ordinal] - _b[`i+'.ordinal] = 0
gen sign_`i'`i+' = sign(_b[`i'.ordinal] - _b[`i+'.ordinal])
display "Ho: i <= i+ p-value = " ttail(r(df_r), sign_`i'`i+'*sqrt(r(F)))
display "Ho: i >= i+ p-value = " 1-ttail(r(df_r), sign_`i'`i+'*sqrt(r(F)))
}
where I want the ```i+' to mean the next value of i in the sequence (so if i is 3 then ``i+' is 5). Is this even possible to do? Of course, if you have any cleaner suggestions to test the coefficients in this manner, please advise.
Note: The model only uses a sub-sample of my dataset for which there are no observations for 4.ordinal, which is why I use foreach instead of forvalues. If you have suggestions for developing a general code that can be used regardless of missing variables, please advise.
There are various ways to do this. Note that there is little obvious point to creating a new variable just to hold one constant. Code not tested.
forval i = 1/8 {
local j = `i' + 1
capture test _b[`i'.ordinal] - _b[`j'.ordinal] = 0
if _rc == 0 {
local sign = sign(_b[`i'.ordinal] - _b[`j'.ordinal])
display "Ho: `i' <= `j' p-value = " ttail(r(df_r), `sign' * sqrt(r(F)))
display "Ho: `i' >= `j' p-value = " 1-ttail(r(df_r), `sign' * sqrt(r(F)))
}
}
The capture should eat errors.

What is rolling sum and how to impliment it in Informatica and my requirement is as follows?

Can someone pl tell me what is rolling sum and how to implement it in Informatica?
My requirement is as below:(Given by client)
ETI_DUR :
SUM(CASE WHEN AGENT_EXPNCD_DIM.EXCEPTION_CD='SYS/BLDG ISSUES ETI' THEN IEX_AGENT_DEXPN.SCD_DURATION ELSE 0 END)
ETI_30_DAY :
ROLLING SUM(CASE WHEN (SYSDATE-IEX_AGENT_DEXPN.ROW_DT)<=30 AND AGENT_EXPNCD_DIM.EXCEPTION_CD = 'SYS/BLDG ISSUES ETI'
THEN IEX_AGENT_DEXPN.SCD_DURATION ELSE 0 END)
ETI_30_DAY_OVRG :
CASE WHEN ETI_DUR > 0 THEN
CASe
WHEN ROLLINGSUM(ETI_DUR_30_DAY FOR LAST 29 DAYS) BETWEEN 0 AND 600 AND ROLLINGSUM(ETI_DUR_30_DAY FOR LAST 29 DAYS) + ETI_DUR > 600 THEN ROLLINGSUM(ETI_DUR_30_DAY FOR LAST 30 DAYS) - 600
WHEN ROLLINGSUM(ETI_DUR_30_DAY FOR LAST 29 DAYS) > 600 THEN ETI_DUR
ELSE 0 END
ELSE 0 END
And i have implemented as below in Informatica.
Expression Transformation:
o_ETI_DUR-- IIF(UPPER(EXCEPTION_CD_AGENT_EXPNDIM)='SYS/BLDG ISSUES ETI',SCD_DURATION,0)
o_ETI_29_DAY-- IIF(DATE_DIFF(TRUNC(SYSDATE),trunc(SCHD_DATE),'DD') <=29 AND UPPER(EXCEPTION_CD_AGENT_EXPNDIM) = 'SYS/BLDG ISSUES ETI' ,SCD_DURATION,0)
o_ETI_30_DAY -- IIF(DATE_DIFF(TRUNC(SYSDATE),trunc(SCHD_DATE),'DD') <=30 AND UPPER(EXCEPTION_CD_AGENT_EXPNDIM) = 'SYS/BLDG ISSUES ETI' ,SCD_DURATION,0)
Aggregator transformation:
o_ETI_30_DAY_OVRG:
IIF(sum(i_ETI_DUR) > 0,
IIF((sum(i_ETI_29_DAY)>=0 and sum(i_ETI_29_DAY)<=600) and (sum(i_ETI_29_DAY)+sum(i_ETI_DUR)) > 600,
sum(i_ETI_30_DAY) - 600,
IIF(sum(i_ETI_29_DAY)>600,sum(i_ETI_DUR),0)),0)
But is not working. Pl help ASAP.
Thanks a lot....!
Rolling sum is just the sum of some amount over a fixed duration of time. For example, everyday you can calculate the sum of expense for last 30 days.
I guess you can use an aggregator to calculate ETI_DUR, ETI_30_DAY and ETI_29_DAY. After that, in an expression you can implement the logic for ETI_30_DAY_OVRG. Note that you cannot write an IIF expression like that in an aggregator. Output ports must use an aggregate function.
Here is a rolling sum example:
count, rolling_sum
1,1
2,3
5,8
1,9
1,10
Basically it is the sum of the values listed previously. To implement it in Informatica use 'local variables' (variable port in expression transformation) as follows:
input port: count
variable port: v_sum_count = v_sum_count + count
output port: rolling_sum = v_sum_count
we have a moving sum function defined in Numerical functions in Expression transformation:
MOVINGSUM(n as numeric, i as integer, [where as expression]).
Please check if it helps.

Does opening a file related to the program also stop the program?

I have this program that is supposed to search for perfect numbers.
(X is a perfect number if the sum of all numbers that divide X, divided by 2 is equal to X)
sum/2 = x
Now It has found the first four, which were known in Ancient Greece, so it's not really a anything awesome.
The next one should be 33550336.
I know it is a big number, but the program has been going for about 50 minutes, and still hasn't found 33550336.
Is it because I opened the .txt file where I store all the perfect numbers while the program was running, or is it because I don't have a PC fast enough to run it*, or because I'm using Python?
*NOTE: This same PC factorized 500 000 in 10 minutes (while also running the perfect number program and Google Chrome with 3 YouTube tabs), also using Python.
Here is the code to the program:
i = 2
a = open("perfect.txt", 'w')
a.close()
while True:
sum = 0
for x in range(1, i+1):
if i%x == 0:
sum += x
if sum / 2 == i:
a = open("perfect.txt", 'a')
a.write(str(i) + "\n")
a.close()
i += 1
The next one should be 33550336.
Your code (I fixed the indentation so that it does in principle what you want):
i = 2
a = open("perfect.txt", 'w')
a.close()
while True:
sum = 0
for x in range(1, i+1):
if i%x == 0:
sum += x
if sum / 2 == i:
a = open("perfect.txt", 'a')
a.write(str(i) + "\n")
a.close()
i += 1
does i divisions to find the divisors of i.
So to find the perfect numbers up to n, it does
2 + 3 + 4 + ... + (n-1) + n = n*(n+1)/2 - 1
divisions in the for loop.
Now, for n = 33550336, that would be
Prelude> 33550336 * (33550336 + 1) `quot` 2 - 1
562812539631615
roughly 5.6 * 1014 divisions.
Assuming your CPU could do 109 divisions per second (it most likely can't, 108 is a better estimate in my experience, but even that is for machine ints in C), that would take about 560,000 seconds. One day has 86400 seconds, so that would be roughly six and a half days (more than two months with the 108 estimate).
Your algorithm is just too slow to reach that in reasonable time.
If you don't want to use number-theory (even perfect numbers have a very simple structure, and if there are any odd perfect numbers, those are necessarily huge), you can still do better by dividing only up to the square root to find the divisors,
i = 2
a = open("perfect.txt", 'w')
a.close()
while True:
sum = 1
root = int(i**0.5)
for x in range(2, root+1):
if i%x == 0:
sum += x + i/x
if i == root*root:
sum -= x # if i is a square, we have counted the square root twice
if sum == i:
a = open("perfect.txt", 'a')
a.write(str(i) + "\n")
a.close()
i += 1
that only needs about 1.3 * 1011 divisions and should find the fifth perfect number in a couple of hours.
Without resorting to the explicit formula for even perfect numbers (2^(p-1) * (2^p - 1) for primes p such that 2^p - 1 is prime), you can speed it up somewhat by finding the prime factorisation of i and computing the divisor sum from that. That will make the test faster for all composite numbers, and much faster for most,
def factorisation(n):
facts = []
multiplicity = 0
while n%2 == 0:
multiplicity += 1
n = n // 2
if multiplicity > 0:
facts.append((2,multiplicity))
d = 3
while d*d <= n:
if n % d == 0:
multiplicity = 0
while n % d == 0:
multiplicity += 1
n = n // d
facts.append((d,multiplicity))
d += 2
if n > 1:
facts.append((n,1))
return facts
def divisorSum(n):
f = factorisation(n)
sum = 1
for (p,e) in f:
sum *= (p**(e+1) - 1)/(p-1)
return sum
def isPerfect(n):
return divisorSum(n) == 2*n
i = 2
count = 0
out = 10000
while count < 5:
if isPerfect(i):
print i
count += 1
if i == out:
print "At",i
out *= 5
i += 1
would take an estimated 40 minutes on my machine.
Not a bad estimate:
$ time python fastperf.py
6
28
496
8128
33550336
real 36m4.595s
user 36m2.001s
sys 0m0.453s
It is very hard to try and deduce why this has happened. I would suggest that you run your program either under a debugger and test several iteration manually to check if the code is really correct (I know you have already calculated 4 numbers but still). Alternatively it would be good to run your program under a python profiler just to see if it hasn't accidentally blocked on a lock or something.
It is possible, but not likely that this is an issue related to you opening the file while it is running. If it was an issue, there would have probably been some error message and/or program close/crash.
I would edit the program to write a log-type output to a file every so often. For example, everytime you have processed a target number that is an even multiple of 1-Million, write (open-append-close) the date-time and current-number and last-success-number to a log file.
You could then Type the file once in a while to measure progress.

Determine time period since event (up to n leads/lags)

I want to measure the number of periods (here years) since an event occurred (here represented by indicator variable pos) up to a given number of leads and lags (here three).
The following code works, but seems hackish and like I'm missing something fundamental. Is there a more robust solution that takes advantage of built in functions or a better logic? I'm on 11.2. Thanks!
version 11.2
clear
* generate annual data
set obs 40
generate country = cond(_n <= 20, "USA", "UK")
bysort country: generate year = 1766 + _n
generate pos = 1 if (year == 1776)
* generate years since event (up to three)
encode country, generate(countryn)
xtset countryn year
generate time_to_pos = 0 if (pos == 1)
forvalues i = 1/3 {
replace time_to_pos = `i' if (l`i'.pos == 1)
replace time_to_pos = -1 * `i' if (f`i'.pos == 1)
}
Clear question.
This can be shortened. Here is one way. Starting with your code to set up a sandpit
version 11.2
clear
* generate annual data
set obs 40
generate country = cond(_n <= 20, "USA", "UK")
bysort country: generate year = 1766 + _n
Now it is
gen time_to_pos = year - 1776 if abs(1776 - year) <= 3
That is all that seems needed for your example. If you want to generalise to multiple events within each panel, I'd like to know the rules for such events.
I was going to show a trick from http://www.stata-journal.com/article.html?article=dm0055 but it doesn't appear needed.