simopt.models.ironore ===================== .. py:module:: simopt.models.ironore .. autoapi-nested-parse:: Simulate production and sales over multiple periods for an iron ore inventory. Module Contents --------------- .. py:class:: IronOreConfig Bases: :py:obj:`pydantic.BaseModel` Configuration model for Iron Ore Inventory simulation. A model that simulates multiple periods of production and sales for an inventory problem with stochastic price determined by a mean-reverting random walk. Returns total profit, fraction of days producing iron, and mean stock. .. py:attribute:: mean_price :type: Annotated[float, Field(default=100.0, description='mean iron ore price per unit', gt=0)] .. py:attribute:: max_price :type: Annotated[float, Field(default=200.0, description='maximum iron ore price per unit', gt=0)] .. py:attribute:: min_price :type: Annotated[float, Field(default=0.0, description='minimum iron ore price per unit', ge=0)] .. py:attribute:: capacity :type: Annotated[int, Field(default=10000, description='maximum holding capacity', ge=0)] .. py:attribute:: st_dev :type: Annotated[float, Field(default=7.5, description='standard deviation of random walk steps for price', gt=0)] .. py:attribute:: holding_cost :type: Annotated[float, Field(default=1.0, description='holding cost per unit per period', gt=0)] .. py:attribute:: prod_cost :type: Annotated[float, Field(default=100.0, description='production cost per unit', gt=0)] .. py:attribute:: max_prod_perday :type: Annotated[int, Field(default=100, description='maximum units produced per day', gt=0)] .. py:attribute:: price_prod :type: Annotated[float, Field(default=80.0, description='price level to start production', gt=0)] .. py:attribute:: inven_stop :type: Annotated[int, Field(default=7000, description='inventory level to cease production', gt=0)] .. py:attribute:: price_stop :type: Annotated[float, Field(default=40.0, description='price level to stop production', gt=0)] .. py:attribute:: price_sell :type: Annotated[float, Field(default=100.0, description='price level to sell all stock', gt=0)] .. py:attribute:: n_days :type: Annotated[int, Field(default=365, description='number of days to simulate', ge=1, json_schema_extra={'isDatafarmable': False})] .. py:class:: IronOreMaxRevCntConfig Bases: :py:obj:`pydantic.BaseModel` Configuration model for Iron Ore Max Revenue Continuous Problem. Max Revenue for Continuous Iron Ore simulation-optimization problem. .. py:attribute:: initial_solution :type: Annotated[tuple[float, Ellipsis], Field(default=(80, 40, 100), description='initial solution')] .. py:attribute:: budget :type: Annotated[int, Field(default=1000, description='max # of replications for a solver to take', gt=0)] .. py:class:: IronOreMaxRevConfig Bases: :py:obj:`pydantic.BaseModel` Configuration model for Iron Ore Max Revenue Problem. Max Revenue for Iron Ore simulation-optimization problem. .. py:attribute:: initial_solution :type: Annotated[tuple[float, Ellipsis], Field(default=(80, 7000, 40, 100), description='initial solution')] .. py:attribute:: budget :type: Annotated[int, Field(default=1000, description='max # of replications for a solver to take', gt=0, json_schema_extra={'isDatafarmable': False})] .. py:class:: MovementInputModel Bases: :py:obj:`simopt.input_models.InputModel` Input model for mining movement and price shocks. .. py:attribute:: rng :type: random.Random | None :value: None .. py:method:: random(mean: float, std: float) -> float Generate a random variate from the input model. :returns: A random variate from the input model. :rtype: T .. py:class:: IronOre(fixed_factors: dict | None = None) Bases: :py:obj:`simopt.base.Model` Iron Ore Inventory Model. A model that simulates multiple periods of production and sales for an inventory problem with stochastic price determined by a mean-reverting random walk. Returns total profit, fraction of days producing iron, and mean stock. Initialize the Iron Ore Inventory Model. :param fixed_factors: Fixed factors for the model. Defaults to None. :type fixed_factors: dict, optional .. py:attribute:: class_name_abbr :type: ClassVar[str] :value: 'IRONORE' Short name of the model class. .. py:attribute:: class_name :type: ClassVar[str] :value: 'Iron Ore' 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:: movement_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 for the current model factors. :param rng_list: Random number generators used to simulate the replication. :type rng_list: list[MRG32k3a] :returns: A tuple containing: - responses (dict): Performance measures of interest, including: - "total_profit": The total profit over the time period. - "frac_producing": The fraction of days spent producing iron ore. - "mean_stock": The average stock over the time period. - gradients (dict): A dictionary of gradient estimates for each response. :rtype: tuple[dict, dict] .. py:class:: IronOreMaxRev(name: str = '', fixed_factors: dict | None = None, model_fixed_factors: dict | None = None) Bases: :py:obj:`simopt.base.Problem` Class to make iron ore inventory 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: 'IRONORE-1' Short name of the problem class. .. py:attribute:: class_name :type: ClassVar[str] :value: 'Max Revenue for Iron Ore' 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:: 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:: IronOreMaxRevCnt(name: str = '', fixed_factors: dict | None = None, model_fixed_factors: dict | None = None) Bases: :py:obj:`simopt.base.Problem` Class to make iron ore inventory 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: 'IRONORECONT-1' Short name of the problem class. .. py:attribute:: class_name :type: ClassVar[str] :value: 'Max Revenue for Continuous Iron Ore' 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