pyepo.model.grb
===============

.. py:module:: pyepo.model.grb

.. autoapi-nested-parse::

   Optimization Model based on GurobiPy



Submodules
----------

.. toctree::
   :maxdepth: 1

   /autoapi/pyepo/model/grb/grbmodel/index
   /autoapi/pyepo/model/grb/knapsack/index
   /autoapi/pyepo/model/grb/portfolio/index
   /autoapi/pyepo/model/grb/shortestpath/index
   /autoapi/pyepo/model/grb/tsp/index


Classes
-------

.. autoapisummary::

   pyepo.model.grb.optGrbModel
   pyepo.model.grb.shortestPathModel
   pyepo.model.grb.knapsackModel
   pyepo.model.grb.tspGGModel
   pyepo.model.grb.tspDFJModel
   pyepo.model.grb.tspMTZModel
   pyepo.model.grb.portfolioModel


Package Contents
----------------

.. py:class:: optGrbModel

   Bases: :py:obj:`pyepo.model.opt.optModel`


   This is an abstract class for Gurobi-based optimization model

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model


   .. py:method:: __repr__()


   .. py:property:: num_cost

      number of cost to be predicted


   .. py:method:: setObj(c)

      A method to set objective function

      :param c: cost of objective function
      :type c: np.ndarray / list



   .. py:method:: solve()

      A method to solve model

      :returns: optimal solution (list) and objective value (float)
      :rtype: tuple



   .. py:method:: copy()

      A method to copy model

      :returns: new copied model
      :rtype: optModel



   .. py:method:: addConstr(coefs, rhs)

      A method to add new constraint

      :param coefs: coeffcients of new constraint
      :type coefs: np.ndarray / list
      :param rhs: right-hand side of new constraint
      :type rhs: float

      :returns: new model with the added constraint
      :rtype: optModel



.. py:class:: shortestPathModel(grid)

   Bases: :py:obj:`pyepo.model.grb.grbmodel.optGrbModel`


   This class is optimization model for shortest path problem

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model

   .. attribute:: grid

      Size of grid network

      :type: tuple of int

   .. attribute:: arcs

      List of arcs

      :type: list


   .. py:attribute:: grid


   .. py:attribute:: arcs
      :value: []



   .. py:method:: _getArcs()

      A method to get list of arcs for grid network

      :returns: arcs
      :rtype: list



   .. py:method:: _getModel()

      A method to build Gurobi model

      :returns: optimization model and variables
      :rtype: tuple



.. py:class:: knapsackModel(weights, capacity)

   Bases: :py:obj:`pyepo.model.grb.grbmodel.optGrbModel`


   This class is optimization model for knapsack problem

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model

   .. attribute:: weights

      Weights of items

      :type: np.ndarray / list

   .. attribute:: capacity

      Total capacity

      :type: np.ndarray / listy

   .. attribute:: items

      List of item index

      :type: list


   .. py:attribute:: weights


   .. py:attribute:: capacity


   .. py:attribute:: items


   .. py:method:: _getModel()

      A method to build Gurobi model

      :returns: optimization model and variables
      :rtype: tuple



   .. py:method:: relax()

      A method to get linear relaxation model



.. py:class:: tspGGModel(num_nodes)

   Bases: :py:obj:`tspABModel`


   This class is optimization model for traveling salesman problem based on Gavish–Graves (GG) formulation.

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model

   .. attribute:: num_nodes

      Number of nodes

      :type: int

   .. attribute:: edges

      List of edge index

      :type: list


   .. py:method:: _getModel()

      A method to build Gurobi model

      :returns: optimization model and variables
      :rtype: tuple



   .. py:method:: setObj(c)

      A method to set objective function

      :param c: cost vector
      :type c: list



   .. py:method:: solve()

      A method to solve model



   .. py:method:: addConstr(coefs, rhs)

      A method to add new constraint

      :param coefs: coeffcients of new constraint
      :type coefs: ndarray
      :param rhs: right-hand side of new constraint
      :type rhs: float

      :returns: new model with the added constraint
      :rtype: optModel



   .. py:method:: relax()

      A method to get linear relaxation model



.. py:class:: tspDFJModel(num_nodes)

   Bases: :py:obj:`tspABModel`


   This class is optimization model for traveling salesman problem based on Danzig–Fulkerson–Johnson (DFJ) formulation and
   constraint generation.

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model

   .. attribute:: num_nodes

      Number of nodes

      :type: int

   .. attribute:: edges

      List of edge index

      :type: list


   .. py:method:: _getModel()

      A method to build Gurobi model

      :returns: optimization model and variables
      :rtype: tuple



   .. py:method:: _subtourelim(model, where)
      :staticmethod:


      A static method to add lazy constraints for subtour elimination



   .. py:method:: setObj(c)

      A method to set objective function

      :param c: cost vector
      :type c: list



   .. py:method:: solve()

      A method to solve model



   .. py:method:: addConstr(coefs, rhs)

      A method to add new constraint

      :param coefs: coeffcients of new constraint
      :type coefs: ndarray
      :param rhs: right-hand side of new constraint
      :type rhs: float

      :returns: new model with the added constraint
      :rtype: optModel



.. py:class:: tspMTZModel(num_nodes)

   Bases: :py:obj:`tspABModel`


   This class is optimization model for traveling salesman problem based on Miller-Tucker-Zemlin (MTZ) formulation.

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model

   .. attribute:: num_nodes

      Number of nodes

      :type: int

   .. attribute:: edges

      List of edge index

      :type: list


   .. py:method:: _getModel()

      A method to build Gurobi model

      :returns: optimization model and variables
      :rtype: tuple



   .. py:method:: setObj(c)

      A method to set objective function

      :param c: cost vector
      :type c: list



   .. py:method:: solve()

      A method to solve model



   .. py:method:: addConstr(coefs, rhs)

      A method to add new constraint

      :param coefs: coeffcients of new constraint
      :type coefs: ndarray
      :param rhs: right-hand side of new constraint
      :type rhs: float

      :returns: new model with the added constraint
      :rtype: optModel



   .. py:method:: relax()

      A method to get linear relaxation model



.. py:class:: portfolioModel(num_assets, covariance, gamma=2.25)

   Bases: :py:obj:`pyepo.model.grb.grbmodel.optGrbModel`


   This class is an optimization model for portfolio problem

   .. attribute:: _model

      Gurobi model

      :type: GurobiPy model

   .. attribute:: num_assets

      number of assets

      :type: int

   .. attribute:: covariance

      covariance matrix of the returns

      :type: numpy.ndarray

   .. attribute:: risk_level

      risk level

      :type: float


   .. py:attribute:: num_assets


   .. py:attribute:: covariance


   .. py:attribute:: risk_level


   .. py:method:: _getRiskLevel(gamma)

      A method to calculate the risk level

      :returns: risk level
      :rtype: float



   .. py:method:: _getModel()

      A method to build Gurobi model

      :returns: optimization model and variables
      :rtype: tuple