simopt.models.rmitd

Simulate a multi-stage revenue management system with inter-temporal dependence.

Module Contents

class simopt.models.rmitd.RMITDConfig

Bases: pydantic.BaseModel

Configuration for the RMITD model.

time_horizon: Annotated[int, Field(default=3, description='time horizon', gt=0)]

prices: Annotated[list[float], Field(default=[100, 300, 400], description='prices for each period')]

demand_means: Annotated[list[float], Field(default=[50, 20, 30], description='mean demand for each period')]

cost: Annotated[float, Field(default=80.0, description='cost per unit of capacity at t = 0', gt=0)]

gamma_shape: Annotated[float, Field(default=1.0, description='shape parameter of gamma distribution', gt=0)]

gamma_scale: Annotated[float, Field(default=1.0, description='scale parameter of gamma distribution', gt=0)]

initial_inventory: Annotated[int, Field(default=100, description='initial inventory', gt=0)]

reservation_qtys: Annotated[list[int], Field(default=[50, 30], description='inventory to reserve going into periods 2, 3, ..., T')]

class simopt.models.rmitd.RMITDMaxRevenueConfig

Bases: pydantic.BaseModel

Configuration model for RMITD Max Revenue Problem.

Max Revenue for Revenue Management Temporal Demand simulation-optimization problem.

initial_solution: Annotated[tuple[int, Ellipsis], Field(default=100, 50, 30, description='initial solution')]

budget: Annotated[int, Field(default=10000, description='max # of replications for a solver to take', gt=0, json_schema_extra={'isDatafarmable': False})]

class simopt.models.rmitd.DemandInputModel

Bases: simopt.input_models.InputModel

Input model for temporally dependent demand components.

x_rng: mrg32k3a.mrg32k3a.MRG32k3a | None = None

y_rng: mrg32k3a.mrg32k3a.MRG32k3a | None = None

set_rng(rng: list[mrg32k3a.mrg32k3a.MRG32k3a] | tuple[mrg32k3a.mrg32k3a.MRG32k3a, mrg32k3a.mrg32k3a.MRG32k3a]) → None

Attach a Python RNG to the input model.

Parameters:

rng (random.Random) – Random number generator to use for sampling.

unset_rng() → None

Detach any RNG currently attached to the input model.

random(demand_means: numpy.ndarray, gamma_shape: float, gamma_scale: float) → numpy.ndarray

Generate a random variate from the input model.

Returns:

A random variate from the input model.

Return type:

T

class simopt.models.rmitd.RMITD(fixed_factors: dict | None = None)

Bases: simopt.base.Model

Multi-stage Revenue Management with Inter-temporal Dependence (RMITD).

A model that simulates a multi-stage revenue management system with inter-temporal dependence. Returns the total revenue.

Initialize the RMITD model.

Parameters:

fixed_factors (dict, optional) – Dictionary of fixed factors for the model. Defaults to None.

class_name_abbr: ClassVar[str] = 'RMITD'

Short name of the model class.

class_name: ClassVar[str] = 'Revenue Management Temporal Demand'

Long name of the model class.

config_class: ClassVar[type[pydantic.BaseModel]]

Configuration class for the model.

n_rngs: ClassVar[int] = 2

Number of RNGs used to run a simulation replication.

n_responses: ClassVar[int] = 1

Number of responses (performance measures).

demand_model

before_replicate(rng_list: list[mrg32k3a.mrg32k3a.MRG32k3a]) → None

Prepare the model just before generating a replication.

Parameters:

rng_list (list[MRG32k3a]) – RNGs used to drive the simulation.

Raises:

NotImplementedError – If the subclass does not implement this hook.

replicate() → tuple[dict, dict]

Simulate a single replication for the current model factors.

Parameters:

rng_list (list[MRG32k3a]) – Random number generators used to simulate the replication.

Returns:

A tuple containing:

• responses (dict): Performance measures of interest, including:

  • ”revenue”: Total revenue.

• gradients (dict): A dictionary of gradient estimates for

  each response.

Return type:

tuple[dict, dict]

class simopt.models.rmitd.RMITDMaxRevenue(name: str = '', fixed_factors: dict | None = None, model_fixed_factors: dict | None = None)

Bases: simopt.base.Problem

Base class to implement simulation-optimization problems.

Initialize a problem object.

Parameters:

• name (str) – Name of the problem.

• fixed_factors (dict | None) – Dictionary of user-specified problem factors.

• model_fixed_factors (dict | None) – Subset of user-specified non-decision factors passed to the model.

class_name_abbr: ClassVar[str] = 'RMITD-1'

Short name of the problem class.

class_name: ClassVar[str] = 'Max Revenue for Revenue Management Temporal Demand'

Long name of the problem class.

config_class: ClassVar[type[pydantic.BaseModel]]

Configuration class for problem.

model_class: ClassVar[type[simopt.base.Model]]

Simulation model class for problem.

n_objectives: ClassVar[int] = 1

Number of objectives.

n_stochastic_constraints: ClassVar[int] = 0

Number of stochastic constraints.

minmax: ClassVar[tuple[int, Ellipsis]] = (1,)

Indicators of maximization (+1) or minimization (-1) for each objective.

constraint_type: ClassVar[simopt.base.ConstraintType]

Description of constraints types.

variable_type: ClassVar[simopt.base.VariableType]

Description of variable types.

gradient_available: ClassVar[bool] = False

Indicates whether the solver provides direct gradient information.

optimal_value: ClassVar[float | None] = None

Optimal objective function value (if known).

optimal_solution: tuple | None = None

Optimal solution if known; defaults to None.

model_default_factors: ClassVar[dict]

Default values for overriding model-level default factors.

model_decision_factors: ClassVar[set[str]]

Set of keys for factors that are decision variables.

property dim: int

Number of decision variables.

property lower_bounds: tuple

Lower bound for each decision variable.

property upper_bounds: tuple

Upper bound for each decision variable.

vector_to_factor_dict(vector: tuple) → dict

Convert a vector of variables to a dictionary with factor keys.

Parameters:

vector (tuple) – A vector of values associated with decision variables.

Returns:

Dictionary with factor keys and associated values.

Return type:

dict

factor_dict_to_vector(factor_dict: dict) → tuple

Convert a dictionary with factor keys to a vector of variables.

Parameters:

factor_dict (dict) – Dictionary with factor keys and associated values.

Returns:

Vector of values associated with decision variables.

Return type:

tuple

replicate(_x: tuple) → simopt.base.RepResult

Replicate the problem for a given solution.

Parameters:

x (tuple) – The solution to evaluate.

check_deterministic_constraints(x: tuple) → bool

Check if a solution x satisfies the problem’s deterministic constraints.

Parameters:

x (tuple) – A vector of decision variables.

Returns:

True if the solution satisfies all deterministic constraints;

False otherwise.

Return type:

bool

get_random_solution(rand_sol_rng: mrg32k3a.mrg32k3a.MRG32k3a) → tuple

Generate a random solution for starting or restarting solvers.

Parameters:

rand_sol_rng (MRG32k3a) – Random number generator used to sample the solution.

Returns:

A tuple representing a randomly generated vector of decision

variables.

Return type:

tuple