Constraint programming
This tutorial was generated using Literate.jl. Download the source as a .jl file.
JuMP supports a range of constraint-programming type constraints via the corresponding sets in MathOptInterface. For most constraints, there are reformulations built-in that convert the constraint programming constraint into a mixed-integer programming equivalent.
Because of this reformulation, all variables must be integer, and they must typically have finite bounds. An error will be thrown if the reformulation requires finiteness and you have a variable with non-finite bounds.
This tutorial uses the following packages:
using JuMP
import HiGHSAllDifferent
The MOI.AllDifferent set ensures that every element in a list takes a different integer value.
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, 1 <= x[1:4] <= 4, Int)
@constraint(model, x in MOI.AllDifferent(4))
optimize!(model)
@assert is_solved_and_feasible(model)
value.(x)4-element Vector{Float64}:
1.0
4.0
3.0000000000000004
1.9999999999999996BinPacking
The MOI.BinPacking set can be used to divide up a set of items into different groups, such that the sum of their weights does not exceed the capacity of a bin.
weights, capacity = Float64[1, 1, 2, 2, 3], 3.0;
number_of_bins = 3
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, 1 <= x[1:length(weights)] <= number_of_bins, Int)
@constraint(model, x in MOI.BinPacking(capacity, weights))
optimize!(model)
@assert is_solved_and_feasible(model)
value.(x)5-element Vector{Float64}:
2.0
1.0
2.0
1.0
3.0Here, the value of x[i] is the bin that item i was placed into.
Circuit
The MOI.Circuit set is used to construct a tour of a list of N variables. They will each be assigned an integer from 1 to N, that describes the successor to each variable in the list:
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, x[1:4], Int)
@constraint(model, x in MOI.Circuit(4))
optimize!(model)
@assert is_solved_and_feasible(model)Let's see what tour was found, starting at node number 1:
y = round.(Int, value.(x))
tour = Int[1]
while length(tour) < length(y)
push!(tour, y[tour[end]])
end
tour4-element Vector{Int64}:
1
4
3
2CountAtLeast
The MOI.CountAtLeast set is used to ensure that at least n elements in a set of variables belong to a set of values.
For example, here is a model with three variables, constrained between 0 and 5:
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, 0 <= x[1:3] <= 5, Int)3-element Vector{VariableRef}:
x[1]
x[2]
x[3]If we want to ensure that at least one element of each set {x[1], x[2]} and {x[2], x[3]} is in the set {3}, then we create a list of variables by concatenating the sets together:
variables = [x[1], x[2], x[2], x[3]]4-element Vector{VariableRef}:
x[1]
x[2]
x[2]
x[3]Then we need a partition list that contains the number of elements in each set of variables:
partitions = [2, 2]2-element Vector{Int64}:
2
2Finally, we need a set of values that the elements must be a part of:
values = Set([3])Set{Int64} with 1 element:
3And the number of elements that must be part of the set values:
n = 11The constraint is:
@constraint(model, variables in MOI.CountAtLeast(n, partitions, values))\[ [x_{1}, x_{2}, x_{2}, x_{3}] \in \text{MathOptInterface.CountAtLeast(1, [2, 2], Set([3]))} \]
To ensure the uniqueness of the solution, we'll add a constraint that x[2] must be <= 2. This ensures that the only feasible solution is for x[1] and x[3] to be 3:
@constraint(model, x[2] <= 2)\[ x_{2} \leq 2 \]
Let's check that we found a valid solution:
optimize!(model)
@assert is_solved_and_feasible(model)
value.(x)3-element Vector{Float64}:
3.0
0.0
3.0CountBelongs
The MOI.CountBelongs set is used to count how many elements in a set of variables belong to a set of values.
For example, to count how many elements in a set of 4 variables belong to the set {2, 3}, do:
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, 0 <= x[i = 1:4] <= i, Int)
@variable(model, n, Int)
@objective(model, Max, sum(x))
set = Set([2, 3])
@constraint(model, [n; x] in MOI.CountBelongs(1 + length(x), set))
optimize!(model)
@assert is_solved_and_feasible(model)
value(n), value.(x)(2.0, [1.0, 2.0, 3.0, 4.0])CountDistinct
The MOI.CountDistinct set is used to count the number of distinct elements in a set of variables.
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, 0 <= x[i = 1:4] <= i, Int)
@variable(model, n, Int)
@objective(model, Max, sum(x))
@constraint(model, [n; x] in MOI.CountDistinct(1 + length(x)))
optimize!(model)
@assert is_solved_and_feasible(model)
value(n), value.(x)(4.0, [1.0, 2.0, 3.0, 4.0])CountGreaterThan
The MOI.CountGreaterThan set is used to strictly upper-bound the number of distinct elements in a set of variables that have a value equal to another variable.
For example, to count the number n of times that y appears in the vector x, use:
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, 0 <= x[i = 1:4] <= i, Int)
@variable(model, n, Int)
@variable(model, 3 <= y <= 4, Int)
@objective(model, Max, sum(x))
@constraint(model, [n; y; x] in MOI.CountGreaterThan(1 + 1 + length(x)))
optimize!(model)
@assert is_solved_and_feasible(model)
value(n), value(y), value.(x)(2.0, 3.0, [1.0, 2.0, 3.0, 4.0])Here n is strictly greater than the count, and there is no limit on how large n could be. For example, n = 100 is also a feasible solution. The only constraint is that n cannot be equal to or smaller than the number of times that y appears.
Table
The MOI.Table set is used to select a single row from a matrix of values.
For example, given a matrix:
table = Float64[1 1 0; 0 1 1; 1 0 1; 1 1 1]4×3 Matrix{Float64}:
1.0 1.0 0.0
0.0 1.0 1.0
1.0 0.0 1.0
1.0 1.0 1.0we can constraint a 3-element vector x to equal one of the rows in table via:
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, x[i = 1:3], Int)
@constraint(model, x in MOI.Table(table))
optimize!(model)
@assert is_solved_and_feasible(model)
value.(x)3-element Vector{Float64}:
1.0
1.0
0.0