'Is there a way to get rid of these loops in or-tools, and what other libraries that do optimization in python
This code block is from OR-Tools docs, and I want to remove these for-loops. Is there a way to vectorize the code? The issue here is that I expect to have the number of variables in millions, and I need an efficient way to do that. What other libraries in python can perform optimization
from ortools.linear_solver import pywraplp
def create_data_model():
"""Stores the data for the problem."""
data = {}
data['constraint_coeffs'] = [
[5, 7, 9, 2, 1],
[18, 4, -9, 10, 12],
[4, 7, 3, 8, 5],
[5, 13, 16, 3, -7],
]
data['bounds'] = [250, 285, 211, 315]
data['obj_coeffs'] = [7, 8, 2, 9, 6]
data['num_vars'] = 5
data['num_constraints'] = 4
return data
def main():
data = create_data_model()
# Create the mip solver with the SCIP backend.
solver = pywraplp.Solver.CreateSolver('SCIP')
infinity = solver.infinity()
x = {}
for j in range(data['num_vars']):
x[j] = solver.IntVar(0, infinity, 'x[%i]' % j)
print('Number of variables =', solver.NumVariables())
for i in range(data['num_constraints']):
constraint = solver.RowConstraint(0, data['bounds'][i], '')
for j in range(data['num_vars']):
constraint.SetCoefficient(x[j], data['constraint_coeffs'][i][j])
print('Number of constraints =', solver.NumConstraints())
# In Python, you can also set the constraints as follows.
# for i in range(data['num_constraints']):
# constraint_expr = \
# [data['constraint_coeffs'][i][j] * x[j] for j in range(data['num_vars'])]
# solver.Add(sum(constraint_expr) <= data['bounds'][i])
objective = solver.Objective()
for j in range(data['num_vars']):
objective.SetCoefficient(x[j], data['obj_coeffs'][j])
objective.SetMaximization()
# In Python, you can also set the objective as follows.
# obj_expr = [data['obj_coeffs'][j] * x[j] for j in range(data['num_vars'])]
# solver.Maximize(solver.Sum(obj_expr))
status = solver.Solve()
if status == pywraplp.Solver.OPTIMAL:
print('Objective value =', solver.Objective().Value())
for j in range(data['num_vars']):
print(x[j].name(), ' = ', x[j].solution_value())
print()
print('Problem solved in %f milliseconds' % solver.wall_time())
print('Problem solved in %d iterations' % solver.iterations())
print('Problem solved in %d branch-and-bound nodes' % solver.nodes())
else:
print('The problem does not have an optimal solution.')
if __name__ == '__main__':
main()
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