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Implements the formulation documented in Section 3.3 of the technical
documentation: arc variables x_ijk, serve variables y_i, service-start
times T_i, big-M time propagation (which also eliminates subtours), and
priority-scaled drop penalties. Solved to proven optimality with HiGHS.
Two details are added so the MILP's solution space matches solver.py's
OR-Tools model exactly (required for a fair objective comparison):
* waiting at a stop is capped at config.MAX_WAIT_MINUTES (OR-Tools
dimension slack has the same cap);
* a claim's latest service start is max(a_i, b_i - s_i), matching the
tightened window in solver.py.
This scales to roughly 15-25 claims; it exists as a correctness oracle
for the heuristic, not as a production solver.
"""
from __future__ import annotations
import itertools
import time
from dataclasses import dataclass, field
import pulp
import config
from data_gen import Adjuster, Claim
@dataclass
class ExactResult:
status: str # "Optimal" = proven optimum
engine: str = "highs" # which solver produced this
objective: float | None = None
best_bound: float | None = None # rigorous lower bound (dual bound)
served_ids: set[str] = field(default_factory=set)
routes: dict[str, list[str]] = field(default_factory=dict)
solve_seconds: float = 0.0
arrivals: dict[str, int] = field(default_factory=dict)
spans: dict[str, tuple[int, int]] = field(default_factory=dict)
def _warm_values(adjusters, claims, x, y, T, Ts, Te, heur) -> dict:
"""Map MILP variables to the heuristic solution's values (MIP start)."""
n_adj = len(adjusters)
node_of = {c.claim_id: n_adj + i for i, c in enumerate(claims)}
warm: dict = {}
for r in heur.routes:
k = next(kk for kk, a in enumerate(adjusters)
if a.adjuster_id == r.adjuster.adjuster_id)
if r.stops:
path = [k] + [node_of[s.claim.claim_id] for s in r.stops] + [k]
for a_, b_ in zip(path, path[1:]):
warm[x[(a_, b_, k)]] = 1.0
for s in r.stops:
warm[T[node_of[s.claim.claim_id]]] = float(s.arrival_min)
warm[y[node_of[s.claim.claim_id]]] = 1.0
warm[Ts[k]] = float(r.start_min)
warm[Te[k]] = float(r.end_min)
return warm
def _solve_with_mip_start(prob, solver, warm) -> None:
"""Replicate pulp.HiGHS.actualSolve with a MIP start injected between
model build and run (PuLP's HiGHS wrapper has no warmStart param)."""
import highspy
solver.createAndConfigureSolver(prob)
solver.buildSolverModel(prob) # assigns var.index column ids
values = [0.0] * len(prob.variables())
for var in prob.variables():
v = warm.get(var)
if v is None:
v = var.lowBound if var.lowBound is not None else 0.0
values[var.index] = float(v)
hsol = highspy.HighsSolution()
hsol.col_value = values
prob.solverModel.setSolution(hsol)
solver.callSolver(prob)
status, sol_status = solver.findSolutionValues(prob)
for var in prob.variables():
var.modified = False
for constraint in prob.constraints.values():
constraint.modifier = False
prob.assignStatus(status, sol_status)
def _pick_engine(engine: str) -> str:
"""'auto' prefers Gurobi when a usable license is present."""
if engine == "auto":
try:
if pulp.GUROBI(msg=False).available():
return "gurobi"
except Exception:
pass
return "highs"
return engine
def solve_exact(adjusters: list[Adjuster], claims: list[Claim],
travel_min: list[list[int]],
time_limit_s: int = 300,
warm_start=None,
miles: list[list[float]] | None = None,
engine: str = "highs",
lunch_break: bool = False,
balance: bool = False) -> ExactResult:
"""Solve to proven optimality.
warm_start: a solver.Solution from the OR-Tools heuristic. Injected as
a MIP start, so HiGHS begins with the heuristic incumbent and spends
the whole budget proving (or improving) it. Without a warm start, hard
instances can time out before HiGHS even finds a competitive incumbent.
"""
n_adj = len(adjusters)
H = list(range(n_adj)) # home node of vehicle k is k
C = list(range(n_adj, n_adj + len(claims))) # claim nodes
svc = {n: 0 for n in H}
svc.update({n_adj + i: c.service_minutes for i, c in enumerate(claims)})
# Eligibility = skills + service territory (radius needs the mileage
# matrix; without it, radius-limited adjusters fall back to skill-only
# - pass `miles` whenever any adjuster has max_radius_miles set).
qual = {n_adj + i: [k for k, a in enumerate(adjusters)
if (config.is_eligible(a, c, miles[k][n_adj + i])
if miles is not None else c.peril in a.skills)]
for i, c in enumerate(claims)}
pen = {n_adj + i: config.effective_penalty(c.priority, c.age_days)
for i, c in enumerate(claims)}
# Service-start bounds. For split-availability claims these are
# the HULL of all windows (sound for arc pruning and big-M
# tightening); the window-choice disjunction below pins the start
# inside one actual window.
from data_gen import arrival_ranges
t_lo = {n_adj + i: arrival_ranges(c)[0][0]
for i, c in enumerate(claims)}
t_hi = {n_adj + i: arrival_ranges(c)[-1][1]
for i, c in enumerate(claims)}
W = config.MAX_WAIT_MINUTES
prob = pulp.LpProblem("vrptw_exact", pulp.LpMinimize)
# Arc variables x[(i, j, k)], created only where feasible:
# home(k)->claim, claim->claim, claim->home(k), all skill-filtered.
# Arcs that can never satisfy the window/shift/wait-cap timing are
# pruned outright - fewer binaries and much tighter big-Ms below.
x = {}
for k in range(n_adj):
e_k, l_k = adjusters[k].shift_start, adjusters[k].shift_end
for j in C:
if k not in qual[j]:
continue
# home -> claim: arrival window reachable from the shift?
if (e_k + travel_min[k][j] <= t_hi[j]
and l_k + travel_min[k][j] + W >= t_lo[j]):
x[(k, j, k)] = pulp.LpVariable(f"x_h{k}_{j}_{k}", cat="Binary")
# claim -> home: possible to be back before shift end?
if t_lo[j] + svc[j] + travel_min[j][k] <= l_k:
x[(j, k, k)] = pulp.LpVariable(f"x_{j}_h{k}_{k}", cat="Binary")
for i, j in itertools.permutations(C, 2):
if (t_lo[i] + svc[i] + travel_min[i][j] <= t_hi[j]
and t_hi[i] + svc[i] + travel_min[i][j] + W >= t_lo[j]):
for k in set(qual[i]) & set(qual[j]):
x[(i, j, k)] = pulp.LpVariable(f"x_{i}_{j}_{k}", cat="Binary")
y = {i: pulp.LpVariable(f"y_{i}", cat="Binary") for i in C}
T = {i: pulp.LpVariable(f"T_{i}", lowBound=t_lo[i], upBound=t_hi[i])
for i in C}
# Split availability (multiple time windows): t_lo/t_hi above are
# the HULL, sound for arc pruning and big-M tightening. For claims
# with more than one window, a served claim must additionally pick
# exactly one allowed service-start range; the linking big-M is the
# per-claim hull width - the tightest constant available.
for i, c in enumerate(claims):
ranges = arrival_ranges(c)
if len(ranges) <= 1:
continue
node_i = n_adj + i
Mw = t_hi[node_i] - t_lo[node_i]
zs = []
for r, (lo, hi) in enumerate(ranges):
z = pulp.LpVariable(f"win_{node_i}_{r}", cat="Binary")
zs.append(z)
prob += T[node_i] >= lo - Mw * (1 - z), f"wlo_{node_i}_{r}"
prob += T[node_i] <= hi + Mw * (1 - z), f"whi_{node_i}_{r}"
prob += pulp.lpSum(zs) == y[node_i], f"wpick_{node_i}"
Ts = {k: pulp.LpVariable(f"Tstart_{k}", lowBound=a.shift_start,
upBound=a.shift_end)
for k, a in enumerate(adjusters)}
Te = {k: pulp.LpVariable(f"Tend_{k}", lowBound=a.shift_start,
upBound=a.shift_end)
for k, a in enumerate(adjusters)}
# Objective: travel minutes + drop penalties (+ optional balance:
# the span term is linear in existing variables - no big-M needed).
obj = (pulp.lpSum(travel_min[i][j] * v for (i, j, k), v in x.items())
+ pulp.lpSum(pen[i] * (1 - y[i]) for i in C))
if balance:
obj += config.BALANCE_COEFFICIENT * pulp.lpSum(
Te[k] - Ts[k] for k in range(n_adj))
prob += obj
# Coverage: each served claim entered exactly once (qualified k only,
# by variable construction).
for i in C:
prob += (pulp.lpSum(v for (a_, b_, k), v in x.items() if b_ == i)
== y[i])
# Flow conservation at each claim, per vehicle.
for i in C:
for k in qual[i]:
inflow = pulp.lpSum(v for (a_, b_, kk), v in x.items()
if b_ == i and kk == k)
outflow = pulp.lpSum(v for (a_, b_, kk), v in x.items()
if a_ == i and kk == k)
prob += inflow == outflow
# Each vehicle leaves home at most once and returns as often as it
# leaves (0 or 1 times).
for k in range(n_adj):
dep = pulp.lpSum(v for (a_, b_, kk), v in x.items()
if a_ == k and kk == k)
ret = pulp.lpSum(v for (a_, b_, kk), v in x.items()
if b_ == k and kk == k)
prob += dep <= 1
prob += dep == ret
prob += Te[k] >= Ts[k]
# Time propagation (big-M) with the wait cap; eliminates subtours.
# Big-Ms are tightened per arc from the variable bounds - the weakest
# value that still deactivates the constraint when the arc is unused.
# Claim-to-claim constraints are aggregated over vehicles (at most one
# vehicle uses arc i->j, so sum_k x_ijk is 0/1): one constraint pair
# per arc instead of per vehicle, and a tighter LP relaxation.
cc_arcs: dict[tuple[int, int], list] = {}
for (i, j, k), v in x.items():
if i in T and j in T:
cc_arcs.setdefault((i, j), []).append(v)
for (i, j), vs in cc_arcs.items():
t_ij = travel_min[i][j]
used = pulp.lpSum(vs)
m_lo = max(0, t_hi[i] + svc[i] + t_ij - t_lo[j])
m_up = max(0, t_hi[j] - (t_lo[i] + svc[i] + t_ij + W))
prob += T[j] >= T[i] + svc[i] + t_ij - m_lo * (1 - used)
prob += T[j] <= T[i] + svc[i] + t_ij + W + m_up * (1 - used)
for (i, j, k), v in x.items():
t_ij = travel_min[i][j]
if i == k and j in T: # home -> first claim
e_k, l_k = adjusters[k].shift_start, adjusters[k].shift_end
m_lo = max(0, l_k + t_ij - t_lo[j])
m_up = max(0, t_hi[j] - (e_k + t_ij + W))
prob += T[j] >= Ts[k] + t_ij - m_lo * (1 - v)
prob += T[j] <= Ts[k] + t_ij + W + m_up * (1 - v)
elif i in T and j == k: # last claim -> home
m_lo = max(0, t_hi[i] + svc[i] + t_ij - adjusters[k].shift_start)
prob += Te[k] >= T[i] + svc[i] + t_ij - m_lo * (1 - v)
# Optional mandatory lunch: mirrors the OR-Tools break interval.
# Each adjuster takes one 30-min break starting inside the window;
# the break may not overlap any visit and, when it falls in a
# driven gap, it consumes 30 minutes of that gap's slack (the
# classic 'or' -> indicator-binary + big-M pattern per placement).
if lunch_break:
L_lo = config.LUNCH_BREAK["earliest_start"]
L_hi = config.LUNCH_BREAK["latest_start"]
dur = config.LUNCH_BREAK["duration"]
for k in range(n_adj):
e_k, l_k = adjusters[k].shift_start, adjusters[k].shift_end
Lk = pulp.LpVariable(f"lunch_{k}", lowBound=L_lo,
upBound=L_hi)
placements = []
u_pre = pulp.LpVariable(f"lun_pre_{k}", cat="Binary")
m = max(0, L_hi + dur - e_k)
prob += Lk + dur <= Ts[k] + m * (1 - u_pre)
placements.append(u_pre)
u_post = pulp.LpVariable(f"lun_post_{k}", cat="Binary")
m = max(0, l_k - L_lo)
prob += Lk >= Te[k] - m * (1 - u_post)
placements.append(u_post)
for (i, j, kk), v in x.items():
if kk != k:
continue
dep_lo = e_k if i == k else t_lo[i] + svc[i]
dep_hi = l_k if i == k else t_hi[i] + svc[i]
arr_lo = e_k if j == k else t_lo[j]
arr_hi = l_k if j == k else t_hi[j]
dep = Ts[k] if i == k else T[i] + svc[i]
arr = Te[k] if j == k else T[j]
w = pulp.LpVariable(f"lun_{i}_{j}_{k}", cat="Binary")
prob += w <= v
m = max(0, dep_hi - L_lo)
prob += Lk >= dep - m * (1 - w)
m = max(0, L_hi + dur - arr_lo)
prob += Lk + dur <= arr + m * (1 - w)
m = max(0, dep_hi + travel_min[i][j] + dur - arr_lo)
prob += arr >= dep + travel_min[i][j] + dur - m * (1 - w)
placements.append(w)
prob += pulp.lpSum(placements) == 1
# 2-cycle elimination cuts: implied by time propagation in the integer
# model, but they strengthen the LP relaxation considerably.
for (i, j) in cc_arcs:
if i < j and (j, i) in cc_arcs:
prob += pulp.lpSum(cc_arcs[(i, j)] + cc_arcs[(j, i)]) <= 1
engine = _pick_engine(engine)
warm = (None if warm_start is None else
_warm_values(adjusters, claims, x, y, T, Ts, Te, warm_start))
t0 = time.time()
if engine == "gurobi":
# PuLP's Gurobi interface supports MIP starts natively.
if warm:
for var, val in warm.items():
var.setInitialValue(val)
# Gurobi has twice been observed returning a WRONG 'Optimal'
# certificate on this formulation, via two distinct mechanisms:
# (1) lunch-break disjunctions: an unsound presolve reduction
# certified a value 9 above the true optimum (seed 3003) -
# fixed by Presolve=0;
# (2) base models: default integer/feasibility tolerances let
# the big-M rows leak, pruning the true optimum (seed 404:
# certified 2,326 where 2,314 is feasible and optimal -
# HiGHS, OR-Tools at 60 s, CP-SAT, and warm-started Gurobi
# itself all agree) - fixed by the 1e-9 tolerances.
# The full hardening set therefore applies to EVERY Gurobi
# solve. Measured cost on the hardest referee proof (seed 505):
# 77.8 s vs 75.3 s default - about 3%.
params = dict(msg=False, timeLimit=time_limit_s, gapRel=0.0,
warmStart=bool(warm), NumericFocus=3,
IntFeasTol=1e-9, FeasibilityTol=1e-9, Presolve=0)
solver = pulp.GUROBI(**params)
try:
prob.solve(solver)
except Exception as e:
# Typical cause: size-limited trial license on big models.
print(f"Gurobi failed ({str(e)[:80]}); falling back to HiGHS.")
engine = "highs"
if engine == "highs":
solver = pulp.HiGHS(msg=False, timeLimit=time_limit_s, gapRel=0.0)
if warm is None:
prob.solve(solver)
else:
_solve_with_mip_start(prob, solver, warm)
wall_seconds = time.time() - t0
# prob.status says "Optimal" even when HiGHS merely hit its time limit
# with a feasible incumbent; prob.sol_status distinguishes a *proven*
# optimum (LpSolutionOptimal) from a plain feasible solution.
if prob.sol_status == pulp.LpSolutionOptimal:
status = "Optimal"
elif prob.sol_status == pulp.LpSolutionIntegerFeasible:
status = "Feasible (limit)"
else:
status = pulp.LpStatus[prob.status]
# PuLP's Gurobi wrapper does not copy variable values back when
# the time limit fires, even though the solver may hold a feasible
# incumbent - recover it so a time-limited run still returns real
# routes instead of an empty (all-dropped) reconstruction.
if (engine == "gurobi"
and prob.sol_status != pulp.LpSolutionOptimal
and getattr(prob, "solverModel", None) is not None):
try:
if prob.solverModel.SolCount > 0:
for v in prob.variables():
if getattr(v, "solverVar", None) is not None:
v.varValue = v.solverVar.X
status = "Feasible (limit)"
except Exception:
pass
best_bound = None
if getattr(prob, "solverModel", None) is not None:
try:
best_bound = prob.solverModel.getInfo().mip_dual_bound
except Exception:
try:
best_bound = prob.solverModel.ObjBound
except Exception:
pass
result = ExactResult(status=status, engine=engine,
objective=pulp.value(prob.objective),
best_bound=best_bound,
solve_seconds=wall_seconds)
if status not in ("Optimal", "Feasible (limit)"):
return result
result.served_ids = {claims[i - n_adj].claim_id
for i in C if y[i].value() > 0.5}
for i in C:
if y[i].value() > 0.5 and T[i].value() is not None:
result.arrivals[claims[i - n_adj].claim_id] = int(
round(T[i].value()))
for k, adj in enumerate(adjusters):
if Ts[k].value() is not None and Te[k].value() is not None:
result.spans[adj.adjuster_id] = (int(round(Ts[k].value())),
int(round(Te[k].value())))
# Reconstruct routes by following selected arcs.
chosen = {(i, j): k for (i, j, k), v in x.items() if v.value() > 0.5}
for k, adj in enumerate(adjusters):
route, node = [], k
while True:
nxt = next((j for (i, j) in chosen if i == node
and chosen[(i, j)] == k), None)
if nxt is None or nxt == k:
break
route.append(claims[nxt - n_adj].claim_id)
node = nxt
result.routes[adj.adjuster_id] = route
return result
def solve_as_backend(adjusters, claims, miles, travel_min,
time_limit_s: int = 60, engine: str = "auto",
lunch_break: bool = False, balance: bool = False):
"""Use the exact MILP as a schedule-producing backend (--solver milp).
Warm-started by a quick OR-Tools solve, then solved exactly. Returns
(Solution, ExactResult) - the Solution carries earliest-feasible stop
times reconstructed from the proven visit sequences, in the same
shape every report/map/app consumer expects. Sensible up to ~15-25
claims; beyond that expect a time-limited incumbent, not a proof.
"""
import solver as ortools_solver
from solver import Route, Solution, Stop
heur = ortools_solver.solve(adjusters, claims, miles, travel_min,
time_limit_s=min(5, time_limit_s),
lunch_break=lunch_break, balance=balance)
exact = solve_exact(adjusters, claims, travel_min,
time_limit_s=time_limit_s, warm_start=heur,
miles=miles, engine=engine,
lunch_break=lunch_break, balance=balance)
if exact.objective is None:
return heur, exact
if heur is not None and exact.objective > heur.objective:
return heur, exact # time-limited MILP lost to its own start
n_adj = len(adjusters)
node = {c.claim_id: n_adj + i for i, c in enumerate(claims)}
by_id = {c.claim_id: c for c in claims}
routes, served = [], set()
for k, a in enumerate(adjusters):
seq = exact.routes.get(a.adjuster_id, [])
route = Route(adjuster=a)
prev, t = k, a.shift_start
for cid in seq:
c = by_id[cid]
leg = travel_min[prev][node[cid]]
arrival = exact.arrivals.get(
cid, max(c.window_start, t + leg))
route.stops.append(Stop(
claim=c, arrival_min=arrival,
departure_min=arrival + c.service_minutes,
travel_miles_from_prev=miles[prev][node[cid]],
travel_min_from_prev=leg))
route.total_miles += miles[prev][node[cid]]
route.total_travel_min += leg
route.total_service_min += c.service_minutes
served.add(cid)
prev, t = node[cid], arrival + c.service_minutes
span = (exact.spans.get(a.adjuster_id)
if (lunch_break or balance) else None)
if seq:
route.start_min = (span[0] if span else
route.stops[0].arrival_min
- route.stops[0].travel_min_from_prev)
route.total_miles += miles[prev][k]
route.total_travel_min += travel_min[prev][k]
route.end_min = (span[1] if span
else t + travel_min[prev][k])
else:
route.start_min = route.end_min = a.shift_start
routes.append(route)
dropped = [c for c in claims if c.claim_id not in served]
unservable = [c for i, c in enumerate(claims)
if not any(config.is_eligible(a, c,
miles[k][n_adj + i])
for k, a in enumerate(adjusters))]
travel_total = sum(r.total_travel_min for r in routes)
objective = travel_total + sum(
config.effective_penalty(c.priority, c.age_days)
for c in dropped)
if balance:
objective += config.BALANCE_COEFFICIENT * sum(
r.end_min - r.start_min for r in routes if r.stops)
sol = Solution(
routes=routes, dropped=dropped, unservable=unservable,
objective=objective,
total_miles=sum(r.total_miles for r in routes),
total_travel_min=travel_total)
if heur is not None and sol.objective > heur.objective:
return heur, exact # reconstruction sanity: never worse than start
return sol, exact
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