[Python] How to correctly define the objective for an if-else condition in pyomo

The task is as follows:

1. There are 48 orders and 56 cars (in example).
2. For each order, the number of cars that can transfer it is set (the requests vector).
3. For each order—car pair, the availability property is defined, that is, whether the car will be able to transport the order. This property is represented by the matrix C, where rows correspond to orders and columns correspond to cars.
4. It is necessary to develop a model that will allow us to determine the minimum number of orders that cannot be completed under the specified constraints.

I used the code below:

requests = [2, 1, 7, 3, 1, 1, 1, 1, 8, 4, 1, 1, 2, 6, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 7, 1, 1, 1, 1, 3, 1, 1, 1, 1, 1, 5, 1, 2, 1, 1, 9, 3]

C = np.array([
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0, 0, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 1, 0],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 0, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1]
])

import pyomo.environ as pe

matrix_dims = C.shape

model = pe.ConcreteModel()

model.rows = pe.Set(initialize=range(matrix_dims[0])) # may come in handy to total by rows or such. Also, make it a pyomo Set
model.columns = pe.Set(initialize=range(matrix_dims[1]))
model.matrix = pe.Set(initialize=model.rows * model.columns)

model.X = pe.Var(model.matrix, domain=pe.Binary)

def limit_availability(model, i, j):
return model.X[i, j] <= C[i, j]
model.C1 = pe.Constraint(model.matrix, rule=limit_availability)

def limit_requests(model, i):
return sum(model.X[i, :]) <= requests
model.C2 = pe.Constraint(model.rows, rule=limit_requests)

def limit_coaches(model, j):
return sum(model.X[:, j]) <= 1
model.C3 = pe.Constraint(model.columns, rule=limit_coaches)

model.objective = pe.Objective(expr=sum([requests - sum(model.X[i, :]) for i in model.rows]), sense=pe.minimize)


This code is working. But clearly the solution is not optimal. And different solvers find different numbers of unfulfilled requests.

# solver = pe.SolverFactory('cbc') # unfulfilled 19 requests
solver = pe.SolverFactory('bonmin') # unfulfilled 27 requests
# solver = pe.SolverFactory('mbnb') # unfulfilled 25 requests

results = solver.solve(model)
solution = pd.DataFrame(np.vectorize(lambda k: k.value)(model.X))
unfulfilled = solution.sum(axis=1)[solution.sum(axis=1) != requests]


The more optimal solution (found manually) has 7 orders:

def limit_requests(model, i):
# return sum(model.X[i, :]) <= requests
if i in [2, 8, 13, 30, 43, 46, 47]:
return sum(model.X[i, :]) <= requests
else:
return sum(model.X[i, :]) == requests


I would like a solution of the kind that obviously doesn't work:

model.objective = pe.Objective(expr=sum([requests == sum(model.X[i, :]) for i in model.rows]), sense=pe.maximize)


I tried the step function approach:

DOMAIN_PTS = [0.0, 0.5, 0.5, 100]
RANGE_PTS = [0.0, 0.0, 1.0, 1.0]

model.con = pe.Piecewise(
model.Z,
sum(model.X[i, :] for i in model.rows), # range and domain variables
pw_pts=DOMAIN_PTS,
pw_constr_type='EQ',
f_rule=RANGE_PTS,
pw_repn='INC',
)


But at least it forbids sums (TypeError: unsupported operand type(s) for +: 'int' and 'IndexedComponent_slice').

I couldn't solve with disjunctions.

model.sc1 = gdp.Disjunct(model.rows, rule=lambda d, i: requests == sum(d.model().X[i, :]))
model.sc2 = gdp.Disjunct(model.rows, rule=lambda d, i: requests > sum(d.model().X[i, :]))
model.sc = gdp.Disjunction(model.rows, rule=lambda m, i: [m.sc1, m.sc2])
model.cost = pe.Objective(expr=sum(model.sc1.indicator_var for i in model.rows), sense=pe.minimize)

pe.TransformationFactory('gdp.hull').apply_to(model)


Is there any generally accepted approach for solving such a problem?

Update: I tried the approach (may be it called «BigM») through this definition of the objective function:

model.objective = pe.Objective(
expr=sum(
[1000 * (requests - sum(model.X[i, :])) / (requests - sum(model.X[i, :]) + 0.001) for i in model.rows]
),
sense=pe.minimize
)


Optimizing a function takes longer. The minotaur optimizer (mbnb) works for me about a minute. But the result: at least 6 requests cannot be executed. This is better than the manual result I gave above.

solution = pd.DataFrame(np.vectorize(lambda k: k.value)(model.X))
unfulfilled = solution.sum(axis=1)[solution.sum(axis=1) != requests]


2 0.0
8 0.0
13 0.0
30 0.0
46 0.0
47 0.0

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