desdeo 1.2__py3-none-any.whl → 2.1.0__py3-none-any.whl

desdeo/problem/testproblems/river_pollution_problems.py

@@ -0,0 +1,440 @@
+"""Variants of the river pollution problem are defined here."""
+
+from pathlib import Path
+
+import polars as pl
+
+from desdeo.problem.schema import (
+    DiscreteRepresentation,
+    Objective,
+    ObjectiveTypeEnum,
+    Problem,
+    TensorConstant,
+    Variable,
+    VariableTypeEnum,
+)
+
+
+def river_pollution_problem(*, five_objective_variant: bool = True) -> Problem:
+    r"""Create a pydantic dataclass representation of the river pollution problem with either five or four variables.
+
+    The objective functions "DO city" ($f_1$), "DO municipality" ($f_2), and
+    "ROI fishery" ($f_3$) and "ROI city" ($f_4$) are to be
+    maximized. If the four variant problem is used, the the "BOD deviation" objective
+    function ($f_5$) is not present, but if it is, it is to be minimized.
+    The problem is defined as follows:
+
+    \begin{align*}
+    \max f_1(x) &= 4.07 + 2.27 x_1 \\
+    \max f_2(x) &= 2.60 + 0.03 x_1 + 0.02 x_2 + \frac{0.01}{1.39 - x_1^2} + \frac{0.30}{1.39 - x_2^2} \\
+    \max f_3(x) &= 8.21 - \frac{0.71}{1.09 - x_1^2} \\
+    \max f_4(x) &= 0.96 - \frac{0.96}{1.09 - x_2^2} \\
+    \min f_5(x) &= \max(|x_1 - 0.65|, |x_2 - 0.65|) \\
+    \text{s.t.}\quad    & 0.3 \leq x_1 \leq 1.0,\\
+                        & 0.3 \leq x_2 \leq 1.0,\\
+    \end{align*}
+
+    where the fifth objective is part of the problem definition only if
+    `five_objective_variant = True`.
+
+    Args:
+        five_objective_variant (bool, optional): Whether to use to five
+            objective function variant of the problem or not. Defaults to True.
+
+    Returns:
+        Problem: the river pollution problem.
+
+    References:
+        Narula, Subhash C., and HRoland Weistroffer. "A flexible method for
+            nonlinear multicriteria decision-making problems." IEEE Transactions on
+            Systems, Man, and Cybernetics 19.4 (1989): 883-887.
+
+        Miettinen, Kaisa, and Marko M. Mäkelä. "Interactive method NIMBUS for
+            nondifferentiable multiobjective optimization problems." Multicriteria
+            Analysis: Proceedings of the XIth International Conference on MCDM, 1-6
+            August 1994, Coimbra, Portugal. Berlin, Heidelberg: Springer Berlin
+            Heidelberg, 1997.
+    """
+    variable_1 = Variable(
+        name="BOD", symbol="x_1", variable_type="real", lowerbound=0.3, upperbound=1.0, initial_value=0.65
+    )
+    variable_2 = Variable(
+        name="DO", symbol="x_2", variable_type="real", lowerbound=0.3, upperbound=1.0, initial_value=0.65
+    )
+
+    f_1 = "4.07 + 2.27 * x_1"
+    f_2 = "2.60 + 0.03 * x_1 + 0.02 * x_2 + 0.01 / (1.39 - x_1**2) + 0.30 / (1.39 - x_2**2)"
+    f_3 = "8.21 - 0.71 / (1.09 - x_1**2)"
+    f_4 = "0.96 - 0.96 / (1.09 - x_2**2)"
+    f_5 = "Max(Abs(x_1 - 0.65), Abs(x_2 - 0.65))"
+
+    objective_1 = Objective(
+        name="DO city",
+        symbol="f_1",
+        func=f_1,
+        maximize=True,
+        ideal=6.34,
+        nadir=4.75,
+        is_convex=True,
+        is_linear=True,
+        is_twice_differentiable=True,
+    )
+    objective_2 = Objective(
+        name="DO municipality",
+        symbol="f_2",
+        func=f_2,
+        maximize=True,
+        ideal=3.44,
+        nadir=2.85,
+        is_convex=False,
+        is_linear=False,
+        is_twice_differentiable=True,
+    )
+    objective_3 = Objective(
+        name="ROI fishery",
+        symbol="f_3",
+        func=f_3,
+        maximize=True,
+        ideal=7.5,
+        nadir=0.32,
+        is_convex=True,
+        is_linear=False,
+        is_twice_differentiable=True,
+    )
+    objective_4 = Objective(
+        name="ROI city",
+        symbol="f_4",
+        func=f_4,
+        maximize=True,
+        ideal=0,
+        nadir=-9.70,
+        is_convex=True,
+        is_linear=False,
+        is_twice_differentiable=True,
+    )
+    objective_5 = Objective(
+        name="BOD deviation",
+        symbol="f_5",
+        func=f_5,
+        maximize=False,
+        ideal=0,
+        nadir=0.35,
+        is_convex=False,
+        is_linear=False,
+        is_twice_differentiable=False,
+    )
+
+    objectives = (
+        [objective_1, objective_2, objective_3, objective_4, objective_5]
+        if five_objective_variant
+        else [objective_1, objective_2, objective_3, objective_4]
+    )
+
+    return Problem(
+        name="The river pollution problem",
+        description="The river pollution problem to maximize return of investments (ROI) and dissolved oxygen (DO).",
+        variables=[variable_1, variable_2],
+        objectives=objectives,
+    )
+
+
+def river_pollution_problem_discrete(*, five_objective_variant: bool = True) -> Problem:
+    """Create a pydantic dataclass representation of the river pollution problem with either five or four variables.
+
+    The objective functions "DO city" ($f_1$), "DO municipality" ($f_2), and
+    "ROI fishery" ($f_3$) and "ROI city" ($f_4$) are to be
+    maximized. If the four variant problem is used, the the "BOD deviation" objective
+    function ($f_5$) is not present, but if it is, it is to be minimized.
+    This version of the problem uses discrete representation of the variables and objectives and does not provide
+    the analytical functions for the objectives.
+
+    Args:
+        five_objective_variant (bool, optional): Whether to use to five
+            objective function variant of the problem or not. Defaults to True.
+
+    Returns:
+        Problem: the river pollution problem.
+
+    References:
+        Narula, Subhash C., and HRoland Weistroffer. "A flexible method for
+            nonlinear multicriteria decision-making problems." IEEE Transactions on
+            Systems, Man, and Cybernetics 19.4 (1989): 883-887.
+
+        Miettinen, Kaisa, and Marko M. Mäkelä. "Interactive method NIMBUS for
+            nondifferentiable multiobjective optimization problems." Multicriteria
+            Analysis: Proceedings of the XIth International Conference on MCDM, 1-6
+            August 1994, Coimbra, Portugal. Berlin, Heidelberg: Springer Berlin
+            Heidelberg, 1997.
+    """
+    filename = "datasets/river_poll_4_objs.csv"
+    true_var_names = {"x_1": "BOD", "x_2": "DO"}
+    true_obj_names = {"f1": "DO city", "f2": "DO municipality", "f3": "ROI fishery", "f4": "ROI city"}
+    if five_objective_variant:
+        filename = "datasets/river_poll_5_objs.csv"
+        true_obj_names["f5"] = "BOD deviation"
+
+    path = Path(__file__).parent.parent.parent.parent / filename
+    data = pl.read_csv(path, has_header=True)
+
+    variables = [
+        Variable(
+            name=true_var_names[varName],
+            symbol=varName,
+            variable_type=VariableTypeEnum.real,
+            lowerbound=0.3,
+            upperbound=1.0,
+            initial_value=0.65,
+        )
+        for varName in true_var_names
+    ]
+    maximize = {"f1": True, "f2": True, "f3": True, "f4": True, "f5": False}
+    ideal = {objName: (data[objName].max() if maximize[objName] else data[objName].min()) for objName in true_obj_names}
+    nadir = {objName: (data[objName].min() if maximize[objName] else data[objName].max()) for objName in true_obj_names}
+    units = {"f1": "mg/L", "f2": "mg/L", "f3": "%", "f4": "%", "f5": "mg/L"}
+
+    objectives = [
+        Objective(
+            name=true_obj_names[objName],
+            symbol=objName,
+            func=None,
+            unit=units[objName],
+            objective_type=ObjectiveTypeEnum.data_based,
+            maximize=maximize[objName],
+            ideal=ideal[objName],
+            nadir=nadir[objName],
+        )
+        for objName in true_obj_names
+    ]
+
+    discrete_def = DiscreteRepresentation(
+        variable_values=data[list(true_var_names.keys())].to_dict(),
+        objective_values=data[list(true_obj_names.keys())].to_dict(),
+    )
+
+    return Problem(
+        name="The river pollution problem (Discrete)",
+        description="The river pollution problem to maximize return of investments (ROI) and dissolved oxygen (DO).",
+        variables=variables,
+        objectives=objectives,
+        discrete_representation=discrete_def,
+    )
+
+
+def river_pollution_scenario() -> Problem:
+    r"""Defines the scenario-based uncertain variant of the river pollution problem.
+
+    The river pollution problem considers a river close to a city.
+    There are two sources of pollution: industrial pollution from a
+    fishery and municipal waste from the city. Two treatment plants
+    (in the fishery and the city) are responsible for managing the pollution.
+    Pollution is reported in pounds of biochemical oxygen demanding material (BOD),
+    and water quality is measured in dissolved oxygen concentration (DO).
+
+    Cleaning water in the city increases the tax rate, and cleaning in the
+    fishery reduces the return on investment. The problem is to improve
+    the DO level in the city and at the municipality border (`f1` and `f2`, respectively),
+    while, at the same time, maximizing the percent return on investment at the fishery (`f3`)
+    and minimizing additions to the city tax (`f4`).
+
+    Decision variables are:
+
+    * `x1`: The proportional amount of BOD removed from water after the fishery (treatment plant 1).
+    * `x2`: The proportional amount of BOD removed from water after the city (treatment plant 2).
+
+    The original problem considered specific values for all parameters. However, in this formulation,
+    some parameters are deeply uncertain, and only a range of plausible values is known for each.
+    These deeply uncertain parameters are as follows:
+
+    * `α ∈ [3, 4.24]`: Water quality index after the fishery.
+    * `β ∈ [2.25, 2.4]`: BOD reduction rate at treatment plant 1 (after the fishery).
+    * `δ ∈ [0.075, 0.092]`: BOD reduction rate at treatment plant 2 (after the city).
+    * `ξ ∈ [0.067, 0.083]`: Effective rate of BOD reduction at treatment plant 1 after the city.
+    * `η ∈ [1.2, 1.50]`: Parameter used to calculate the effective BOD reduction rate at the second treatment plant.
+    * `r ∈ [5.1, 12.5]`: Investment return rate.
+
+    The uncertain version of the river problem is formulated as follows:
+
+    $$
+    \\begin{equation}
+    \\begin{array}{rll}
+    \\text{maximize}   & f_1(\\mathbf{x}) = & \\alpha + \\left(\\log\\left(\\left(\\frac{\\beta}{2}
+        - 1.14\\right)^2\\right) + \\beta^3\\right) x_1 \\\\
+    \\text{maximize}   & f_2(\\mathbf{x}) = & \\gamma + \\delta x_1 + \\xi x_2 + \\frac{0.01}{\\eta - x_1^2}
+        + \\frac{0.30}{\\eta - x_2^2} \\\\
+    \\text{maximize}   & f_3(\\mathbf{x}) = & r - \\frac{0.71}{1.09 - x_1^2} \\\\
+    \\text{minimize}   & f_4(\\mathbf{x}) = & -0.96 + \\frac{0.96}{1.09 - x_2^2} \\\\
+    \\text{subject to} & & 0.3 \\leq x_1, x_2 \\leq 1.0.
+    \\end{array}
+    \\end{equation}
+    $$
+
+    where $\\gamma = \\log\\left(\\frac{\\alpha}{2} - 1\\right) + \\frac{\\alpha}{2} + 1.5$.
+
+    Returns:
+        Problem: the scenario-based river pollution problem.
+
+    References:
+        Narula, Subhash C., and HRoland Weistroffer. "A flexible method for
+            nonlinear multicriteria decision-making problems." IEEE Transactions on
+            Systems, Man, and Cybernetics 19.4 (1989): 883-887.
+
+        Miettinen, Kaisa, and Marko M. Mäkelä. "Interactive method NIMBUS for
+            nondifferentiable multiobjective optimization problems." Multicriteria
+            Analysis: Proceedings of the XIth International Conference on MCDM, 1-6
+            August 1994, Coimbra, Portugal. Berlin, Heidelberg: Springer Berlin
+            Heidelberg, 1997.
+    """  # noqa: RUF002
+    num_scenarios = 6
+    scenario_key_stub = "scenario"
+
+    # defining scenario parameters
+    alpha_values = [4.070, 3.868, 3.620, 3.372, 3.124, 4.116]
+    beta_values = [2.270, 2.262, 2.278, 2.254, 2.270, 2.286]
+    delta_values = [0.0800, 0.0869, 0.0835, 0.0903, 0.0801, 0.0767]
+    xi_values = [0.0750, 0.0782, 0.0750, 0.0814, 0.0686, 0.0718]
+    eta_values = [1.39, 1.47, 1.23, 1.35, 1.29, 1.41]
+    r_values = [8.21, 10.28, 5.84, 11.76, 7.32, 8.80]
+
+    # each scenario parameter is defined as its own tensor constant
+    alpha_constant = TensorConstant(
+        name="Water quality index after fishery", symbol="alpha", shape=[num_scenarios], values=alpha_values
+    )
+    beta_constant = TensorConstant(
+        name="BOD reduction rate at treatment plant 1 (after the fishery)",
+        symbol="beta",
+        shape=[num_scenarios],
+        values=beta_values,
+    )
+    delta_constant = TensorConstant(
+        name="BOD reduction rate at treatment plant 2 (after the city)",
+        symbol="delta",
+        shape=[num_scenarios],
+        values=delta_values,
+    )
+    xi_constant = TensorConstant(
+        name="The effective rate of BOD reduction at treatment plant 1 (after the city)",
+        symbol="xi",
+        shape=[num_scenarios],
+        values=xi_values,
+    )
+    eta_constant = TensorConstant(
+        name="The effective rate of BOD reduction rate at plant 2 (after the fishery)",
+        symbol="eta",
+        shape=[num_scenarios],
+        values=eta_values,
+    )
+    r_constant = TensorConstant(
+        name="Investment return rate",
+        symbol="r",
+        shape=[num_scenarios],
+        values=r_values,
+    )
+
+    constants = [alpha_constant, beta_constant, delta_constant, xi_constant, eta_constant, r_constant]
+
+    # define variables
+    x1 = Variable(
+        name="BOD removed after fishery",
+        symbol="x_1",
+        variable_type=VariableTypeEnum.real,
+        lowerbound=0.3,
+        upperbound=1.0,
+    )
+
+    x2 = Variable(
+        name="BOD removed after city",
+        symbol="x_2",
+        variable_type=VariableTypeEnum.real,
+        lowerbound=0.3,
+        upperbound=1.0,
+    )
+
+    variables = [x1, x2]
+
+    # define objectives for each scenario
+    objectives = []
+    scenario_keys = []
+
+    for i in range(num_scenarios):
+        scenario_key = f"{scenario_key_stub}_{i + 1}"
+        scenario_keys.append(scenario_key)
+
+        gamma_expr = f"Ln(alpha[{i + 1}]/2 - 1) + alpha[{i + 1}]/2 + 1.5"
+
+        f1_expr = f"alpha[{i + 1}] + (Ln((beta[{i + 1}]/2 - 1.14)**2) + beta[{i + 1}]**3)*x_1"
+        f2_expr = (
+            f"{gamma_expr} + delta[{i + 1}]*x_1 + xi[{i + 1}]*x_2 + 0.01/(eta[{i + 1}] - x_1**2) "
+            f"+ 0.3/(eta[{i + 1}] - x_2**2)"
+        )
+        f3_expr = f"r[{i + 1}]  - 0.71/(1.09 - x_1**2)"
+
+        # f1
+        objectives.append(
+            Objective(
+                name="DO level city",
+                symbol=f"f1_{i + 1}",
+                scenario_keys=[scenario_key],
+                func=f1_expr,
+                objective_type=ObjectiveTypeEnum.analytical,
+                maximize=True,
+                is_linear=False,
+                is_convex=False,
+                is_twice_differentiable=True,
+            )
+        )
+
+        # f2
+        objectives.append(
+            Objective(
+                name="DO level fishery",
+                symbol=f"f2_{i + 1}",
+                scenario_keys=[scenario_key],
+                func=f2_expr,
+                objective_type=ObjectiveTypeEnum.analytical,
+                maximize=True,
+                is_linear=False,
+                is_convex=False,
+                is_twice_differentiable=True,
+            )
+        )
+
+        # f3
+        objectives.append(
+            Objective(
+                name="Return of investment",
+                symbol=f"f3_{i + 1}",
+                scenario_keys=[scenario_key],
+                func=f3_expr,
+                objective_type=ObjectiveTypeEnum.analytical,
+                maximize=True,
+                is_linear=False,
+                is_convex=False,
+                is_twice_differentiable=True,
+            )
+        )
+
+    f4_expr = "-0.96 + 0.96/(1.09 - x_2**2)"
+
+    # f4, by setting the scenario_key to None, the objective function is assumed to be part of all the scenarios.
+    objectives.append(
+        Objective(
+            name="Addition to city tax",
+            symbol="f4",
+            scenario_keys=None,
+            func=f4_expr,
+            objective_type=ObjectiveTypeEnum.analytical,
+            maximize=False,
+            is_linear=False,
+            is_convex=False,
+            is_twice_differentiable=True,
+        )
+    )
+
+    return Problem(
+        name="Scenario-based river pollution problem",
+        description="The scenario-based river pollution problem",
+        constants=constants,
+        variables=variables,
+        objectives=objectives,
+        scenario_keys=scenario_keys,
+    )

desdeo/problem/testproblems/rocket_injector_design_problem.py

@@ -0,0 +1,140 @@
+from desdeo.problem.schema import (
+    Constant,
+    Constraint,
+    ConstraintTypeEnum,
+    DiscreteRepresentation,
+    ExtraFunction,
+    Objective,
+    ObjectiveTypeEnum,
+    Problem,
+    Variable,
+    VariableTypeEnum,
+)
+
+def rocket_injector_design(original_version=False) -> Problem:
+    """The rocekt injector design problem as published in Vaidyanathan, et al. (2003).
+
+    The original version of the problem has 4 objectives. In Goel et al. (2007), the TW4 objective is dropped
+    due to high correlation with one of the other objectives. Hence, the default version of the problem is the
+    modified version with 3 objectives.
+
+    Args:
+        original_version (bool): If True, the original version of the problem with 4 objectives is returned.
+
+    References:
+        R. Vaidyanathan, K. Tucker, N. Papila, W. Shyy, CFD-Based Design Optimization For Single Element Rocket
+        Injector, in: AIAA Aerospace Sciences Meeting, 2003, pp. 1-21.
+
+        Goel, T., Vaidyanathan, R., Haftka, R. T., Shyy, W., Queipo, N. V., & Tucker, K. (2007).
+        Response surface approximation of Pareto optimal front in multi-objective optimization.
+        Computer methods in applied mechanics and engineering, 196(4-6), 879-893.
+
+    Returns:
+        Problem: The rocket injector design problem.
+    """
+    # Variables
+    alpha = Variable(name="alpha", symbol="a", variable_type=VariableTypeEnum.real, lowerbound=0.0, upperbound=1.0)
+
+    deltaHA = Variable(
+        name="deltaHA", symbol="DHA", variable_type=VariableTypeEnum.real, lowerbound=0.0, upperbound=1.0
+    )
+
+    deltaOA = Variable(
+        name="deltaOA", symbol="DOA", variable_type=VariableTypeEnum.real, lowerbound=0.0, upperbound=1.0
+    )
+
+    OPTT = Variable(name="OPTT", symbol="OPTT", variable_type=VariableTypeEnum.real, lowerbound=0.0, upperbound=1.0)
+
+    # Objectives
+
+    tfmax_eqn = """
+                0.692+ 0.477 * a- 0.687 * DHA- 0.080 * DOA- 0.0650 * OPTT- 0.167 * a * a- 0.0129 * DHA * a
+                + 0.0796 * DHA * DHA- 0.0634 * DOA * a- 0.0257 * DOA * DHA+ 0.0877 * DOA * DOA- 0.0521 * OPTT * a
+                + 0.00156 * OPTT * DHA+ 0.00198 * OPTT * DOA+ 0.0184 * OPTT * OPTT
+                """
+
+    xccmax_eqn = """
+                0.153- 0.322 * a+ 0.396 * DHA+ 0.424 * DOA+ 0.0226 * OPTT+ 0.175 * a * a
+                + 0.0185 * DHA * a- 0.0701 * DHA * DHA- 0.251 * DOA * a+ 0.179 * DOA * DHA+ 0.0150 * DOA * DOA
+                + 0.0134 * OPTT * a+ 0.0296 * OPTT * DHA+ 0.0752 * OPTT * DOA+ 0.0192 * OPTT * OPTT
+                """
+
+    ttmax_eqn = """
+                0.370- 0.205 * a+ 0.0307 * DHA+ 0.108 * DOA+ 1.019 * OPTT- 0.135 * a * a+ 0.0141 * DHA * a
+                + 0.0998 * DHA * DHA+ 0.208 * DOA * a- 0.0301 * DOA * DHA- 0.226 * DOA * DOA+ 0.353 * OPTT * a
+                - 0.0497 * OPTT * DOA- 0.423 * OPTT * OPTT+ 0.202 * DHA * a * a- 0.281 * DOA * a * a
+                - 0.342 * DHA * DHA * a- 0.245 * DHA * DHA * DOA+ 0.281 * DOA * DOA * DHA- 0.184 * OPTT * OPTT * a
+                - 0.281 * DHA * a * DOA
+                """
+
+    tw4_eqn = """
+                0.758 + 0.358 * a - 0.807 * DHA + 0.0925 * DOA - 0.0468 * OPTT
+                - 0.172 * a * a + 0.0106 * DHA * a + 0.0697 * DHA * DHA
+                - 0.146 * DOA * a - 0.0416 * DOA * DHA + 0.102 * DOA * DOA
+                - 0.0694 * OPTT * a - 0.00503 * OPTT * DHA + 0.0151 * OPTT * DOA
+                + 0.0173 * OPTT * OPTT
+                """
+
+    # The ideal and nadir values are estimates. If you get a better estimate, feel free to update them.
+    tf_max = Objective(
+        name="TF_max",
+        symbol="TF_max",
+        func=tfmax_eqn,
+        maximize=False,
+        is_linear=False,
+        is_convex=False,
+        is_twice_differentiable=True,
+        ideal=-0.008907,
+        nadir=1.002000,
+    )
+
+    xcc_max = Objective(
+        name="Xcc_max",
+        symbol="Xcc_max",
+        func=xccmax_eqn,
+        maximize=False,
+        is_linear=False,
+        is_convex=False,
+        is_twice_differentiable=True,
+        ideal=0.004883,
+        nadir=1.075655,
+    )
+
+    tt_max = Objective(
+        name="TT_max",
+        symbol="TT_max",
+        func=ttmax_eqn,
+        maximize=False,
+        is_linear=False,
+        is_convex=False,
+        is_twice_differentiable=True,
+        ideal=-0.419077,
+        nadir=1.092842,
+    )
+
+    tw4 = Objective(
+        name="TW4",
+        symbol="TW4",
+        func=tw4_eqn,
+        maximize=False,
+        is_linear=False,
+        is_convex=False,
+        is_twice_differentiable=True,
+        ideal=-0.013602,
+        nadir=0.244688,
+    )
+
+    if original_version:  # NOQA:SIM108
+        objectives = [tf_max, tw4, tt_max, xcc_max]
+    else:
+        objectives = [tf_max, tt_max, xcc_max]
+
+    return Problem(
+        name="Rocket Injector Design Problem",
+        description=(
+            "R. Vaidyanathan, K. Tucker, N. Papila, W. Shyy, CFD-Based Design Optimization For Single Element"
+            " Rocket Injector, in: AIAA Aerospace Sciences Meeting, 2003, pp. 1-21."
+        ),
+        variables=[alpha, deltaHA, deltaOA, OPTT],
+        objectives=objectives,
+    )