This tutorial includes everything you need to set up decision optimization engines, build a mathematical programming model, leveraging logical constraints.
When you finish this tutorial, you'll have a foundational knowledge of Prescriptive Analytics.
This notebook is part of Prescriptive Analytics for Python
It requires either an installation of CPLEX Optimizers or it can be run on IBM Watson Studio Cloud (Sign up for a free IBM Cloud account and you can start using Watson Studio Cloud right away).
This model is greater than the size allowed in trial mode of CPLEX.
Table of contents:
This example is demonstrating Life Game from Robert Bosch and Michael Trick, CP 2001, CPAIOR 2002. using CPLEX
The original paper can be found here It is based on Conway's Game of Life and is a basic integer program with birth constraints.
To begin the game, the player places checkers on some of the cells of the board, creating an initial pattern. A cell with a checker in it is living and those without are dead. The pattern is then modified by applying the following rules over ad over abain.
Prescriptive analytics (decision optimization) technology recommends actions that are based on desired outcomes. It takes into account specific scenarios, resources, and knowledge of past and current events. With this insight, your organization can make better decisions and have greater control of business outcomes.
Prescriptive analytics is the next step on the path to insight-based actions. It creates value through synergy with predictive analytics, which analyzes data to predict future outcomes.
Prescriptive analytics takes that insight to the next level by suggesting the optimal way to handle that future situation. Organizations that can act fast in dynamic conditions and make superior decisions in uncertain environments gain a strong competitive advantage.
With prescriptive analytics, you can:
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import sys
try:
import docplex.mp
except:
raise Exception('Please install docplex. See https://pypi.org/project/docplex/')
A restart of the kernel might be needed if you updated docplex.
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from docplex.mp.model import Model
import math
from collections import namedtuple
Tdv = namedtuple('Tdv', ['dx', 'dy'])
neighbors = [Tdv(i, j) for i in (-1, 0, 1) for j in (-1, 0, 1) if i or j]
assert len(neighbors) == 8
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n = 6
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assert Model.supports_logical_constraints(), "This model requires logical constraints cplex.version must be 12.80 or higher"
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lm = Model(name='game_of_life_{0}'.format(n))
border = range(0, n + 2)
inside = range(1, n + 1)
# one binary var per cell
life = lm.binary_var_matrix(border, border, name=lambda rc: 'life_%d_%d' % rc)
# store sum of alive neighbors for interior cells
sum_of_neighbors = {(i, j): lm.sum(life[i + n.dx, j + n.dy] for n in neighbors) for i in inside for j in inside}
# all borderline cells are dead
for j in border:
life[0, j].ub = 0
life[j, 0].ub = 0
life[j, n + 1].ub = 0
life[n + 1, j].ub = 0
The sum of alive neighbors for an alive cell is greater than 2
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for i in inside:
for j in inside:
lm.add(2 * life[i, j] <= sum_of_neighbors[i, j])
The sum of alive neighbors for an alive cell is less than 3
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for i in inside:
for j in inside:
lm.add(5 * life[i, j] + sum_of_neighbors[i, j] <= 8)
For a dead cell, the sum of alive neighbors cannot be 3
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for i in inside:
for j in inside:
ct3 = sum_of_neighbors[i, j] == 3
lm.add(ct3 <= life[i, j]) # use logical cts here
Satisfy the 'no 3 alive neighbors for extreme rows, columns
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for i in border:
if i < n:
for d in [1, n]:
lm.add(life[i, d] + life[i + 1, d] + life[i + 2, d] <= 2)
lm.add(life[d, i] + life[d, i + 1] + life[d, i + 2] <= 2)
Symmetry breaking
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n2 = int(math.ceil(n/2))
half1 = range(1, n2 + 1)
half2 = range(n2 + 1, n)
# there are more alive cells in left side
lm.add(lm.sum(life[i1, j1] for i1 in half1 for j1 in inside) >= lm.sum(life[i2, j2] for i2 in half2 for j2 in inside))
# there are more alive cells in upper side
lm.add(lm.sum(life[i1, j1] for i1 in inside for j1 in half1) >= lm.sum(life[i2, j2] for i2 in inside for j2 in half2))
Setting up the objective: find maximum number of alive cells
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lm.maximize(lm.sum(life))
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# add a dummy kpi
nlines = lm.sum( (lm.sum(life[i,j] for j in inside) >= 1) for i in inside)
lm.add_kpi(nlines, 'nlines')
# parameters: branch up, use heusristics, emphasis on opt, threads free
lm.parameters.mip.strategy.branch = 1
lm.parameters.mip.strategy.heuristicfreq = 10
lm.parameters.emphasis.mip = 2
lm.parameters.threads = 0
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# store data items as fields
lm.size = n
lm.life = life
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border3 = range(1, lm.size-1, 3)
life_vars = lm.life
vvmap = {}
for i in border3:
for j in border3:
vvmap[life_vars[i, j]] = 1
vvmap[life_vars[i+1, j]] = 1
vvmap[life_vars[i, j+1]] = 1
vvmap[life_vars[i+1, j+1]] = 1
ini_s = lm.new_solution(vvmap)
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assert ini_s.check(), 'error in initial solution'
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lm.add_mip_start(ini_s)
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assert lm.solve(log_output=True), "!!! Solve of the model fails"
lm.report()
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def lifegame_solution_to_matrix(mdl):
rr = range(0, mdl.size+2)
life_vars = mdl.life
array2 = [[life_vars[i, j].solution_value for j in rr] for i in rr]
return array2
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print(lifegame_solution_to_matrix(lm))
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