如何在 OPL CPLEX 中编码 - 渐进对冲算法

Question

我正在尝试在 OPL CPLEX 中编写渐进对冲算法的代码。但是，我无法在 OPL CPLEX 中编写正确的代码。这里附上渐进对冲算法的算法。您能否向我建议 OPL CPLEX 中该算法的正确代码： （渐进对冲算法）

我正在尝试的代码如下：

execute {
    writeln("Starting Progressive Hedging Algorithm...");

    // Step 2: Initial solution for all subproblems
    for (var s in scenario) {
        // Solve initial subproblem
        thisOplModel.z = z[s];
        thisOplModel.x = x[s];
        thisOplModel.generate();
        if (thisOplModel.solve()) {
            zSub[s] = thisOplModel.z[s];
            xSub[s] = thisOplModel.x[s];
        } else {
            writeln("Failed to solve subproblem for scenario ", s);
        }
    }

    // Compute initial averages
    // Compute weighted averages for z and x after solving subproblems in the current iteration
    zAvg = sum(s in scenario) (omega[s] * zSub[s]);
    xAvg = sum(s in scenario) (omega[s] * xSub[s]);

    // Step 3: Iterative process
    while (iter < maxIter) {
        iter++;
        writeln("Iteration ", iter);

        // Update multipliers and solve each subproblem
        for (var s in scenario) {
            // Update multipliers
            m[s] += rhoZ * (zPrev[s] - zAvg);
            w[s] += rhoX * (xPrev[s] - xAvg);

            // Define relaxed subproblem
            thisOplModel.z = z[s];
            thisOplModel.x = x[s];
            thisOplModel.m = m[s];
            thisOplModel.w = w[s];
            thisOplModel.generate();
            if (thisOplModel.solve()) {
                zSub[s] = thisOplModel.z[s];
                xSub[s] = thisOplModel.x[s];
            } else {
                writeln("Failed to solve subproblem for scenario ", s);
            }
        }

        // Compute averages
        zAvg = sum(s in scenario) (omega[s] * zSub[s]);
        xAvg = sum(s in scenario) (omega[s] * xSub[s]);

        // Compute convergence metric
        float g = sum(s in scenario) (omega[s] * (abs(zSub[s] - zAvg) + abs(xSub[s] - xAvg)));

        writeln("Convergence metric g: ", g);

        // Check for convergence
        if (g < epsilon) {
            writeln("Convergence achieved at iteration ", iter);
            break;
        }

        // Update previous solutions
        for (var s in scenario) {
            zPrev[s] = zSub[s];
            xPrev[s] = xSub[s];
        }
    }
}

错误是——脚本解析器错误：缺少')'。

Answer 1

你写的

zAvg = sum(s in scenario) (omega[s] * zSub[s]);
xAvg = sum(s in scenario) (omega[s] * xSub[s]);

但是正如我在https://github.com/AlexFleischerParis/oplscripting/blob/main/commonpitfalls.mod

中分享的那样

sum 适用于 OPL，但不适用于 OPL 脚本。您应该使用解决方法来计算脚本中的总和。

// Pitfall 1 : mix OPL and OPL scripting which are 2 langguages

range r=1..5;
int v[i in r]=i;

// In OPL we can write
int su=sum(i in r) v[i];

execute
{
  writeln("su=",su);
  // which gives su=15
}

execute
{
// But in scripting we cannot write
// int su=sum(i in r) v[i];
// because that's OPL
// what we can write:

function compute_sum_array(vRange,vArray)
{
 var s=0;
 for(var i in vRange) s+=vArray[i];
 return s; 
}  

var su2=compute_sum_array(r,v);
writeln("su2=",su2);
  // which gives su2=15
  
}