simopt.models.facilitysizing ============================ .. py:module:: simopt.models.facilitysizing .. autoapi-nested-parse:: Simulate demand at facilities. Module Contents --------------- .. py:data:: NUM_FACILITIES :type: Final[int] :value: 3 .. py:class:: FacilitySizeConfig Bases: :py:obj:`pydantic.BaseModel` Configuration model for Facility Sizing simulation. A model that simulates a facility size problem with a multi-variate normal distribution. Returns the probability of violating demand in each scenario. .. py:attribute:: mean_vec :type: Annotated[list[float], Field(default_factory=lambda: [100] * NUM_FACILITIES, description='location parameters of the multivariate normal distribution')] .. py:attribute:: cov :type: Annotated[list[list[float]], Field(default_factory=lambda: [[2000, 1500, 500], [1500, 2000, 750], [500, 750, 2000]], description='covariance of multivariate normal distribution')] .. py:attribute:: capacity :type: Annotated[list[float], Field(default=[150, 300, 400], description='capacity')] .. py:attribute:: n_fac :type: Annotated[int, Field(default=NUM_FACILITIES, description='number of facilities', gt=0, json_schema_extra={'isDatafarmable': False})] .. py:class:: FacilitySizingMaxServiceConfig Bases: :py:obj:`pydantic.BaseModel` Configuration model for Facility Sizing Max Service Problem. Max Service for Facility Sizing simulation-optimization problem. .. py:attribute:: initial_solution :type: Annotated[tuple[float, Ellipsis], Field(default_factory=lambda: (100, ) * NUM_FACILITIES, description='Initial solution from which solvers start.')] .. py:attribute:: budget :type: Annotated[int, Field(default=10000, description='Max # of replications for a solver to take.', gt=0)] .. py:attribute:: installation_costs :type: Annotated[tuple[float, Ellipsis], Field(default_factory=lambda: (1, ) * NUM_FACILITIES, description='Cost to install a unit of capacity at each facility.')] .. py:attribute:: installation_budget :type: Annotated[float, Field(default=500.0, description='Total budget for installation costs.', gt=0)] .. py:class:: FacilitySizingTotalCostConfig Bases: :py:obj:`pydantic.BaseModel` Configuration model for Facility Sizing Total Cost Problem. Min Total Cost for Facility Sizing simulation-optimization problem. .. py:attribute:: initial_solution :type: Annotated[tuple[float, Ellipsis], Field(default_factory=lambda: (300, ) * NUM_FACILITIES, description='Initial solution from which solvers start.')] .. py:attribute:: budget :type: Annotated[int, Field(default=10000, description='Max # of replications for a solver to take.', gt=0, json_schema_extra={'isDatafarmable': False})] .. py:attribute:: installation_costs :type: Annotated[tuple[float, Ellipsis], Field(default_factory=lambda: (1, ) * NUM_FACILITIES, description='Cost to install a unit of capacity at each facility.')] .. py:attribute:: epsilon :type: Annotated[float, Field(default=0.05, description='Maximum allowed probability of stocking out.', ge=0, le=1)] .. py:class:: DemandInputModel Bases: :py:obj:`simopt.input_models.InputModel` Input model for multivariate normal demand at facilities. .. py:attribute:: rng :type: random.Random | None :value: None .. py:method:: random(mean: numpy.ndarray, cov: numpy.ndarray) -> numpy.ndarray Generate a random variate from the input model. :returns: A random variate from the input model. :rtype: T .. py:class:: FacilitySize(fixed_factors: dict | None = None) Bases: :py:obj:`simopt.base.Model` Facility Sizing Model. A model that simulates a facilitysize problem with a multi-variate normal distribution. Returns the probability of violating demand in each scenario. Initialize the FacilitySize model. :param fixed_factors: Fixed factors for the model. If None, default values are used. :type fixed_factors: dict | None .. py:attribute:: class_name_abbr :type: ClassVar[str] :value: 'FACSIZE' Short name of the model class. .. py:attribute:: class_name :type: ClassVar[str] :value: 'Facility Sizing' Long name of the model class. .. py:attribute:: config_class :type: ClassVar[type[pydantic.BaseModel]] Configuration class for the model. .. py:attribute:: n_rngs :type: ClassVar[int] :value: 1 Number of RNGs used to run a simulation replication. .. py:attribute:: n_responses :type: ClassVar[int] :value: 3 Number of responses (performance measures). .. py:attribute:: demand_model .. py:method:: before_replicate(rng_list: list[mrg32k3a.mrg32k3a.MRG32k3a]) -> None Prepare the model just before generating a replication. :param rng_list: RNGs used to drive the simulation. :type rng_list: list[MRG32k3a] :raises NotImplementedError: If the subclass does not implement this hook. .. py:method:: replicate() -> tuple[dict, dict] Simulate a single replication using the current model factors. :param rng_list: Random number generators for the model to use when simulating a replication. :type rng_list: list[MRG32k3a] :returns: A tuple containing: - dict: The responses dictionary, with keys: - "stockout_flag" (bool): True if at least one facility failed to satisfy demand; False otherwise. - "n_fac_stockout" (int): Number of facilities that could not satisfy demand. - "n_cut" (int): Total number of demand units that could not be satisfied. - dict: Gradient estimates for each response. :rtype: tuple .. py:class:: FacilitySizingTotalCost(name: str = '', fixed_factors: dict | None = None, model_fixed_factors: dict | None = None) Bases: :py:obj:`simopt.base.Problem` Base class to implement simulation-optimization problems. Initialize a problem object. :param name: Name of the problem. :type name: str :param fixed_factors: Dictionary of user-specified problem factors. :type fixed_factors: dict | None :param model_fixed_factors: Subset of user-specified non-decision factors passed to the model. :type model_fixed_factors: dict | None .. py:attribute:: class_name_abbr :type: ClassVar[str] :value: 'FACSIZE-1' Short name of the problem class. .. py:attribute:: class_name :type: ClassVar[str] :value: 'Min Total Cost for Facility Sizing' Long name of the problem class. .. py:attribute:: config_class :type: ClassVar[type[pydantic.BaseModel]] Configuration class for problem. .. py:attribute:: model_class :type: ClassVar[type[simopt.base.Model]] Simulation model class for problem. .. py:attribute:: n_objectives :type: ClassVar[int] :value: 1 Number of objectives. .. py:attribute:: n_stochastic_constraints :type: ClassVar[int] :value: 1 Number of stochastic constraints. .. py:attribute:: minmax :type: ClassVar[tuple[int, Ellipsis]] Indicators of maximization (+1) or minimization (-1) for each objective. .. py:attribute:: constraint_type :type: ClassVar[simopt.base.ConstraintType] Description of constraints types. .. py:attribute:: variable_type :type: ClassVar[simopt.base.VariableType] Description of variable types. .. py:attribute:: gradient_available :type: ClassVar[bool] :value: True Indicates whether the solver provides direct gradient information. .. py:attribute:: optimal_value :type: ClassVar[float | None] :value: None Optimal objective function value (if known). .. py:attribute:: optimal_solution :type: tuple | None :value: None Optimal solution if known; defaults to None. .. py:attribute:: model_default_factors :type: ClassVar[dict] Default values for overriding model-level default factors. .. py:attribute:: model_decision_factors :type: ClassVar[set[str]] Set of keys for factors that are decision variables. .. py:property:: dim :type: int Number of decision variables. .. py:property:: lower_bounds :type: tuple Lower bound for each decision variable. .. py:property:: upper_bounds :type: tuple Upper bound for each decision variable. .. py:method:: vector_to_factor_dict(vector: tuple) -> dict Convert a vector of variables to a dictionary with factor keys. :param vector: A vector of values associated with decision variables. :type vector: tuple :returns: Dictionary with factor keys and associated values. :rtype: dict .. py:method:: factor_dict_to_vector(factor_dict: dict) -> tuple Convert a dictionary with factor keys to a vector of variables. :param factor_dict: Dictionary with factor keys and associated values. :type factor_dict: dict :returns: Vector of values associated with decision variables. :rtype: tuple .. py:method:: replicate(x: tuple) -> simopt.base.RepResult Replicate the problem for a given solution. :param x: The solution to evaluate. :type x: tuple .. py:method:: get_random_solution(rand_sol_rng: mrg32k3a.mrg32k3a.MRG32k3a) -> tuple Generate a random solution for starting or restarting solvers. :param rand_sol_rng: Random number generator used to sample the solution. :type rand_sol_rng: MRG32k3a :returns: A tuple representing a randomly generated vector of decision variables. :rtype: tuple .. py:class:: FacilitySizingMaxService(name: str = '', fixed_factors: dict | None = None, model_fixed_factors: dict | None = None) Bases: :py:obj:`simopt.base.Problem` Base class to implement simulation-optimization problems. Initialize a problem object. :param name: Name of the problem. :type name: str :param fixed_factors: Dictionary of user-specified problem factors. :type fixed_factors: dict | None :param model_fixed_factors: Subset of user-specified non-decision factors passed to the model. :type model_fixed_factors: dict | None .. py:attribute:: class_name_abbr :type: ClassVar[str] :value: 'FACSIZE-2' Short name of the problem class. .. py:attribute:: class_name :type: ClassVar[str] :value: 'Max Service for Facility Sizing' Long name of the problem class. .. py:attribute:: config_class :type: ClassVar[type[pydantic.BaseModel]] Configuration class for problem. .. py:attribute:: model_class :type: ClassVar[type[simopt.base.Model]] Simulation model class for problem. .. py:attribute:: n_objectives :type: ClassVar[int] :value: 1 Number of objectives. .. py:attribute:: n_stochastic_constraints :type: ClassVar[int] :value: 0 Number of stochastic constraints. .. py:attribute:: minmax :type: ClassVar[tuple[int, Ellipsis]] :value: (1,) Indicators of maximization (+1) or minimization (-1) for each objective. .. py:attribute:: constraint_type :type: ClassVar[simopt.base.ConstraintType] Description of constraints types. .. py:attribute:: variable_type :type: ClassVar[simopt.base.VariableType] Description of variable types. .. py:attribute:: gradient_available :type: ClassVar[bool] :value: False Indicates whether the solver provides direct gradient information. .. py:attribute:: optimal_value :type: ClassVar[float | None] :value: None Optimal objective function value (if known). .. py:attribute:: optimal_solution :type: tuple | None :value: None Optimal solution if known; defaults to None. .. py:attribute:: model_default_factors :type: ClassVar[dict] Default values for overriding model-level default factors. .. py:attribute:: model_decision_factors :type: ClassVar[set[str]] Set of keys for factors that are decision variables. .. py:property:: dim :type: int Number of decision variables. .. py:property:: lower_bounds :type: tuple Lower bound for each decision variable. .. py:property:: upper_bounds :type: tuple Upper bound for each decision variable. .. py:method:: vector_to_factor_dict(vector: tuple) -> dict Convert a vector of variables to a dictionary with factor keys. :param vector: A vector of values associated with decision variables. :type vector: tuple :returns: Dictionary with factor keys and associated values. :rtype: dict .. py:method:: factor_dict_to_vector(factor_dict: dict) -> tuple Convert a dictionary with factor keys to a vector of variables. :param factor_dict: Dictionary with factor keys and associated values. :type factor_dict: dict :returns: Vector of values associated with decision variables. :rtype: tuple .. py:method:: replicate(_x: tuple) -> simopt.base.RepResult Replicate the problem for a given solution. :param x: The solution to evaluate. :type x: tuple .. py:method:: check_deterministic_constraints(x: tuple) -> bool Check if a solution `x` satisfies the problem's deterministic constraints. :param x: A vector of decision variables. :type x: tuple :returns: True if the solution satisfies all deterministic constraints; False otherwise. :rtype: bool .. py:method:: get_random_solution(rand_sol_rng: mrg32k3a.mrg32k3a.MRG32k3a) -> tuple Generate a random solution for starting or restarting solvers. :param rand_sol_rng: Random number generator used to sample the solution. :type rand_sol_rng: MRG32k3a :returns: A tuple representing a randomly generated vector of decision variables. :rtype: tuple