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pabloazurduy
/ snippet _qp_model.py
Created
April 26, 2020 18:17
a snippet that shows the implementation of the qp appx
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| from helpers.mip import get_quadratic_appx | |
| # get a new variable that represents u^2 = qa_u | |
| qa_u = {} | |
| for i in stores: | |
| for t in days: | |
| qa_u[(i,t)] = get_quadratic_appx(model = mdl, | |
| var = u[(i,t)], | |
| id_name = 'qpu_{}_{}'.format(i,t), | |
| min_interval = 0, # lower value where we estimate that u will be moving |
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| import numpy as np | |
| import mip | |
| def get_quadratic_appx(model , | |
| var, | |
| id_name = None, | |
| min_interval = 0, | |
| max_interval = 100, | |
| num_linspace = 100, | |
| M = 1e7 ): |
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| # the LP model | |
| import mip | |
| mdl = mip.Model(sense=mip.MINIMIZE, solver_name=mip.CBC) | |
| # sets | |
| days = list(range(len(demand[1]))) | |
| stores = list(demand_parameters.keys()) | |
| # variables |