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假设我有以下系统说明的一些变量和约束: 在此处输入图像描述 灰线可以拉伸和收缩由它们顶部的范围给出的量。蓝线只是端点,显示灰线如何相互作用。

我的目标:我想使用线性规划来均匀地最大化灰线的大小,如图所示。你可以想象上面有弹簧的灰色线条,都同样向外推。一个糟糕的解决方案是将所有蓝线尽可能推到一侧。请注意,此描述中存在一些余地,并且可能有多种解决方案 - 我所需要的只是让它们合理均匀,并且没有一个值最大化挤压其他所有内容。

我尝试的目标函数只是最大化线大小的总和:

maximize: (B - A) + (C - B) + (C - A) + (D - C) + (E - B) + (E - D) + (F - E) + (F - D) + (F - A) 

我很清楚这不是一个好的解决方案,因为这些项抵消了,并且一条线上的增加只会在另一条线上减少相同的数量,因此目标永远不会被加权平均分配变量之间的最大化。

我还尝试将每条线与其中间可能范围的距离最小化。对于 line B - A,其范围的中间(1,3)值为2。这是第一项的目标:

minimize: |(B - A) - 2| + ...

为了实现绝对值,我将术语替换为U并添加了额外的约束:

minimize: U + ...
with: U <= (B - A - 2)
      U <= -(B - A - 2)

这与另一个目标具有相同的问题:差异始终与另一行差异的变化成正比。我认为如果我可以将差异平方,但我不能在线性求解器中输入它。

是否有一些目标函数可以实现我正在寻找的东西,或者线性求解器不是正确的工具?

如果有帮助,我正在使用 Google OR-Tools。

以下是写出的约束:

 1 <= B - A <= 3
 0 <= C - B <= 1
 1 <= C - A <= 4
 9 <= E - B <= 11
 7 <= D - C <= 11
 0 <= E - D <= 1
 3 <= F - E <= 5
 3 <= F - D <= 6
15 <= F - A < = 15
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1 回答 1

5

请记住,您最大的问题是您不知道自己想要什么。所以我不得不猜测。有时看到一些猜测可以帮助您完善您想要的内容,所以这对您来说并不算太糟糕,但它确实使您的问题对于本网站的格式更加困难。

首先,我假设弹簧可以建模为有向无环图。也就是说,我可以用指向右侧的箭头替换所有弹簧。永远不会有从右到左的箭头(否则你的弹簧会弯曲成一个圆圈)。

完成此操作后,您可以使用设置逻辑来确定最左侧蓝色条的标识。(我假设只有一个 - 留作练习以弄清楚如何进行概括。)然后您可以将此条锚定在合适的位置。所有其他条将相对于它定位。这个约束看起来像:

S[leftmost] = 0

现在,我们需要一些约束。

每条边i都有一个起点和终点(因为边是有向的)。调用源点S的位置和结束点的位置E。此外,边具有最小长度l和最大长度L。由于我们固定了最左侧蓝条的位置,因此连接到它的弹簧定义了它们的端点落下的间隔。这些端点是其他弹簧等的源点。因此,每条边定义了对其端点位置的两个约束。

S[i]+l[i] <= E[i]
E[i]      <= S+L[i]

顺便说一句,请注意我们现在可以制定一个简单的线性程序:

min 1
s.t.  S[leftmost]  = 0
      S[i]+l[i]   <= E[i]
      E[i]        <= S+L[i]

如果这个程序可以解决,那么你的问题就有一个可行的解决方案。也就是说,条形长度不会对蓝条应该在哪里产生相互不一致的描述。

现在,无论这意味着什么,我们想要“均匀地最大化灰线的大小”。

最小化平均长度的偏差

这是一个想法。程序为每个条形选择的长度由下式给出E[i]-S[i]。让我们指定这个长度应该“接近” bar 的平均长度(L[i]+l[i])/2。因此,我们希望为每个柱最小化的目标数量是:

(E[i]-S[i])-(L[i]+l[i])/2

有问题的是,这个值可以是正数或负数,具体取决于是否(E[i]-S[i])>(L[i]+l[i])/2. 这不好,因为我们希望最小化与 的偏差(L[i]+l[i])/2,这个值应该始终为正。

为了应对,让我们将值平方然后取平方根,这给出:

sqrt(((E[i]-S[i])-(L[i]+l[i])/2)^2)

这似乎无法解决,但请和我在一起。

请注意,上述与取一元素向量的 L2 范数相同,因此我们可以将其重写为:

|(E[i]-S[i])-(L[i]+l[i])/2|_2

我们现在可以总结每个柱的偏差:

|(E[0]-S[0])-(L[0]+l[0])/2|_2 + |(E[1]-S[1])-(L[1]+l[1])/2|_2 + ...

这给了我们以下优化问题:

min |(E[0]-S[0])-(L[0]+l[0])/2|_2 + |(E[1]-S[1])-(L[1]+l[1])/2|_2 + ...
s.t.  S[leftmost]  = 0
      S[i]+l[i]   <= E[i]
      E[i]        <= S+L[i]

这个问题用上述的形式不容易解决,但是我们可以通过引入一个变量来进行简单的操作t

min   t[0] + t[1] + ...
s.t.  S[leftmost]  = 0
      S[i]+l[i]   <= E[i]
      E[i]        <= S+L[i]
      |(E[i]-S[i])-(L[i]+l[i])/2|_2<=t[i]

这个问题和上一个问题完全一样。那么我们得到了什么?

优化是将问题转换为标准形式的游戏。一旦我们有一个标准形式的问题,我们就可以站在巨人的肩膀上,使用强大的工具来解决我们的问题。

上述操作已将问题转化为二阶锥问题(SOCP)。一旦采用这种形式,几乎可以直接解决。

这样做的代码如下所示:

#!/usr/bin/env python3

import cvxpy as cp
import networkx as nx
import matplotlib.pyplot as plt

def FindTerminalPoints(springs):
  starts = set([x[0] for x in springs.edges()])
  ends   = set([x[1] for x in springs.edges()])
  return list(starts-ends), list(ends-starts)

springs = nx.DiGraph()
springs.add_edge('a', 'b', minlen= 1, maxlen= 3)
springs.add_edge('a', 'c', minlen= 1, maxlen= 4)
springs.add_edge('a', 'f', minlen=15, maxlen=15)
springs.add_edge('b', 'c', minlen= 0, maxlen= 1)
springs.add_edge('b', 'e', minlen= 9, maxlen=11)
springs.add_edge('c', 'd', minlen= 7, maxlen=11)
springs.add_edge('d', 'e', minlen= 0, maxlen= 1)
springs.add_edge('d', 'f', minlen= 3, maxlen= 6)
springs.add_edge('e', 'f', minlen= 3, maxlen= 5)

if not nx.is_directed_acyclic_graph(springs):
  raise Exception("Springs must be a directed acyclic graph!")

starts, ends = FindTerminalPoints(springs)
if len(starts)!=1:
  raise Exception("One unique start is needed!")

if len(ends)!=1:
  raise Exception("One unique end is needed!")  

start = starts[0]
end   = ends[0]

#At this point we have what is essentially a directed acyclic graph beginning at
#`start` and ending at `end`

#Generate a variable for the position of each blue bar
bluevars = {n: cp.Variable(name=n) for n in springs.nodes()}
dvars    = {e: cp.Variable()       for e in springs.edges()}
#Anchor the leftmost blue bar to prevent pathological solutions
cons   = [bluevars[start]==0]
for s,e in springs.edges():
  print("Loading edge {0}-{1}".format(s,e))
  sv   = bluevars[s]
  ev   = bluevars[e]
  edge = springs[s][e]
  cons += [sv+edge['minlen']<=ev]
  cons += [ev<=sv+edge['maxlen']]
  cons += [cp.norm((ev-sv)-(edge['maxlen']-edge['minlen'])/2,2)<=dvars[(s,e)]]

obj  = cp.Minimize(cp.sum(list(dvars.values())))
prob = cp.Problem(obj,cons)

val = prob.solve()

fig, ax = plt.subplots()
for var, val in bluevars.items():
  print("{:10} = {:10}".format(var,val.value))
  plt.plot([val.value,val.value],[0,3])

plt.show()

结果如下所示:

弹簧优化问题中末端的位置

如果您想“手动调整”蓝条,您可以通过添加 weights 来修改我们构建的优化问题w[i]

min   w[0]*t[0] + w[1]*t[1] + ...
s.t.  S[leftmost]  = 0
      S[i]+l[i]   <= E[i]
      E[i]        <= S+L[i]
      |(E[i]-S[i])-(L[i]+l[i])/2|_2<=t[i]

越大w[i],所讨论的弹簧接近其平均长度就越重要。

最小化有序蓝条之间的平方距离,受约束

使用与上述相同的策略,我们可以最小化蓝色条之间的平方距离,假设某种已知顺序。这将导致:

min   t[0] + t[1] + ...
s.t.  S[leftmost]  = 0
      S[i]+l[i]   <= E[i]
      E[i]        <= S+L[i]
      |(S[i]-S[i+1])/2|_2<=t[i]

在下面的代码中,我首先找到蓝条的可行位置,然后假设这些映射到理想的顺序。用更准确的信息代替这种启发式方法将是一个好主意。

#!/usr/bin/env python3

import cvxpy as cp
import networkx as nx
import matplotlib.pyplot as plt

def FindTerminalPoints(springs):
  starts = set([x[0] for x in springs.edges()])
  ends   = set([x[1] for x in springs.edges()])
  return list(starts-ends), list(ends-starts)

springs = nx.DiGraph()
springs.add_edge('a', 'b', minlen= 1, maxlen= 3)
springs.add_edge('a', 'c', minlen= 1, maxlen= 4)
springs.add_edge('a', 'f', minlen=15, maxlen=15)
springs.add_edge('b', 'c', minlen= 0, maxlen= 1)
springs.add_edge('b', 'e', minlen= 9, maxlen=11)
springs.add_edge('c', 'd', minlen= 7, maxlen=11)
springs.add_edge('d', 'e', minlen= 0, maxlen= 1)
springs.add_edge('d', 'f', minlen= 3, maxlen= 6)
springs.add_edge('e', 'f', minlen= 3, maxlen= 5)

if not nx.is_directed_acyclic_graph(springs):
  raise Exception("Springs must be a directed acyclic graph!")

starts, ends = FindTerminalPoints(springs)
if len(starts)!=1:
  raise Exception("One unique start is needed!")

if len(ends)!=1:
  raise Exception("One unique end is needed!")  

start = starts[0]
end   = ends[0]

#At this point we have what is essentially a directed acyclic graph beginning at
#`start` and ending at `end`

#Generate a variable for the position of each blue bar
bluevars = {n: cp.Variable(name=n) for n in springs.nodes()}

#Anchor the leftmost blue bar to prevent pathological solutions
cons   = [bluevars[start]==0]

#Constraint each blue bar to its range
for s,e in springs.edges():
  print("Loading edge {0}-{1}".format(s,e))
  sv   = bluevars[s]
  ev   = bluevars[e]
  edge = springs[s][e]
  cons += [sv+edge['minlen']<=ev]
  cons += [ev<=sv+edge['maxlen']]

#Find feasible locations for the blue bars. This is a heuristic for getting a
#sorted order for the bars
obj  = cp.Minimize(1)
prob = cp.Problem(obj,cons)

prob.solve()

#Now that we have a sorted order, we modify the objective to minimize the
#squared distance between the ordered bars
bar_locs = list(bluevars.values())
bar_locs.sort(key=lambda x: x.value)

dvars = [cp.Variable() for n in range(len(springs.nodes())-1)]
for i in range(len(bar_locs)-1):
  cons += [cp.norm(bar_locs[i]-bar_locs[i+1],2)<=dvars[i]]

obj  = cp.Minimize(cp.sum(dvars))
prob = cp.Problem(obj,cons)

val = prob.solve()

fig, ax = plt.subplots()
for var, val in bluevars.items():
  print("{:10} = {:10}".format(var,val.value))
  plt.plot([val.value,val.value],[0,3])

plt.show()

看起来像这样:

优化问题中的有序线

最小化所有蓝条之间的平方距离,受约束

我们还可以尝试最小化蓝条之间的所有成对平方距离。在我看来,这似乎给出了最好的结果。

min   t[i,j] + ...                 for all i,j
s.t.  S[leftmost]        = 0
      S[i]+l[i]         <= E[i]    for all i
      E[i]              <= S+L[i]  for all i
      |(S[i]-S[j])/2|_2 <= t[i,j]  for all i,j

看起来像这样:

#!/usr/bin/env python3

import cvxpy as cp
import networkx as nx
import matplotlib.pyplot as plt
import itertools

def FindTerminalPoints(springs):
  starts = set([x[0] for x in springs.edges()])
  ends   = set([x[1] for x in springs.edges()])
  return list(starts-ends), list(ends-starts)

springs = nx.DiGraph()
springs.add_edge('a', 'b', minlen= 1, maxlen= 3)
springs.add_edge('a', 'c', minlen= 1, maxlen= 4)
springs.add_edge('a', 'f', minlen=15, maxlen=15)
springs.add_edge('b', 'c', minlen= 0, maxlen= 1)
springs.add_edge('b', 'e', minlen= 9, maxlen=11)
springs.add_edge('c', 'd', minlen= 7, maxlen=11)
springs.add_edge('d', 'e', minlen= 0, maxlen= 1)
springs.add_edge('d', 'f', minlen= 3, maxlen= 6)
springs.add_edge('e', 'f', minlen= 3, maxlen= 5)

if not nx.is_directed_acyclic_graph(springs):
  raise Exception("Springs must be a directed acyclic graph!")

starts, ends = FindTerminalPoints(springs)
if len(starts)!=1:
  raise Exception("One unique start is needed!")

if len(ends)!=1:
  raise Exception("One unique end is needed!")  

start = starts[0]
end   = ends[0]

#At this point we have what is essentially a directed acyclic graph beginning at
#`start` and ending at `end`

#Generate a variable for the position of each blue bar
bluevars = {n: cp.Variable(name=n) for n in springs.nodes()}

#Anchor the leftmost blue bar to prevent pathological solutions
cons   = [bluevars[start]==0]

#Constraint each blue bar to its range
for s,e in springs.edges():
  print("Loading edge {0}-{1}".format(s,e))
  sv   = bluevars[s]
  ev   = bluevars[e]
  edge = springs[s][e]
  cons += [sv+edge['minlen']<=ev]
  cons += [ev<=sv+edge['maxlen']]

dist_combos = list(itertools.combinations(springs.nodes(), 2))
dvars       = {(na,nb):cp.Variable() for na,nb in dist_combos}
distcons    = []
for na,nb in dist_combos:
  distcons += [cp.norm(bluevars[na]-bluevars[nb],2)<=dvars[(na,nb)]]

cons += distcons

#Find feasible locations for the blue bars. This is a heuristic for getting a
#sorted order for the bars
obj  = cp.Minimize(cp.sum(list(dvars.values())))
prob = cp.Problem(obj,cons)

val = prob.solve()

fig, ax = plt.subplots()
for var, val in bluevars.items():
  print("{:10} = {:10}".format(var,val.value))
  plt.plot([val.value,val.value],[0,3])

plt.show()

看起来像这样:

优化问题中的无序线

于 2018-10-27T04:01:40.057 回答