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netflow.py
#!/usr/bin/env python3.7 # Copyright 2020, Gurobi Optimization, LLC # Solve a multi-commodity flow problem. Two products ('Pencils' and 'Pens') # are produced in 2 cities ('Detroit' and 'Denver') and must be sent to # warehouses in 3 cities ('Boston', 'New York', and 'Seattle') to # satisfy demand ('inflow[h,i]'). # # Flows on the transportation network must respect arc capacity constraints # ('capacity[i,j]'). The objective is to minimize the sum of the arc # transportation costs ('cost[i,j]'). import gurobipy as gp from gurobipy import GRB # Base data commodities = ['Pencils', 'Pens'] nodes = ['Detroit', 'Denver', 'Boston', 'New York', 'Seattle'] arcs, capacity = gp.multidict({ ('Detroit', 'Boston'): 100, ('Detroit', 'New York'): 80, ('Detroit', 'Seattle'): 120, ('Denver', 'Boston'): 120, ('Denver', 'New York'): 120, ('Denver', 'Seattle'): 120}) # Cost for triplets commodity-source-destination cost = { ('Pencils', 'Detroit', 'Boston'): 10, ('Pencils', 'Detroit', 'New York'): 20, ('Pencils', 'Detroit', 'Seattle'): 60, ('Pencils', 'Denver', 'Boston'): 40, ('Pencils', 'Denver', 'New York'): 40, ('Pencils', 'Denver', 'Seattle'): 30, ('Pens', 'Detroit', 'Boston'): 20, ('Pens', 'Detroit', 'New York'): 20, ('Pens', 'Detroit', 'Seattle'): 80, ('Pens', 'Denver', 'Boston'): 60, ('Pens', 'Denver', 'New York'): 70, ('Pens', 'Denver', 'Seattle'): 30} # Demand for pairs of commodity-city inflow = { ('Pencils', 'Detroit'): 50, ('Pencils', 'Denver'): 60, ('Pencils', 'Boston'): -50, ('Pencils', 'New York'): -50, ('Pencils', 'Seattle'): -10, ('Pens', 'Detroit'): 60, ('Pens', 'Denver'): 40, ('Pens', 'Boston'): -40, ('Pens', 'New York'): -30, ('Pens', 'Seattle'): -30} # Create optimization model m = gp.Model('netflow') # Create variables flow = m.addVars(commodities, arcs, obj=cost, name="flow") # Arc-capacity constraints m.addConstrs( (flow.sum('*', i, j) <= capacity[i, j] for i, j in arcs), "cap") # Equivalent version using Python looping # for i, j in arcs: # m.addConstr(sum(flow[h, i, j] for h in commodities) <= capacity[i, j], # "cap[%s, %s]" % (i, j)) # Flow-conservation constraints m.addConstrs( (flow.sum(h, '*', j) + inflow[h, j] == flow.sum(h, j, '*') for h in commodities for j in nodes), "node") # Alternate version: # m.addConstrs( # (gp.quicksum(flow[h, i, j] for i, j in arcs.select('*', j)) + inflow[h, j] == # gp.quicksum(flow[h, j, k] for j, k in arcs.select(j, '*')) # for h in commodities for j in nodes), "node") # Compute optimal solution m.optimize() # Print solution if m.status == GRB.OPTIMAL: solution = m.getAttr('x', flow) for h in commodities: print('\nOptimal flows for %s:' % h) for i, j in arcs: if solution[h, i, j] > 0: print('%s -> %s: %g' % (i, j, solution[h, i, j]))