Python I: Intro to Python Modeling

Webinar Overview

Part 1. Introduction

An overview of Python, why you should consider using Python and getting started

Part 2. Getting Started

Introductory examples, key concepts, best practices and getting help

Part 3: Extended Example

Practical aspects of modeling, solving, and analyzing solutions

Gurobi and community resources to help you

Part 4. Questions & Answers Session

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Part 1. Introduction
Python, Gurobi and Jupyter Notebook

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Python in a Nutshell

• Python is powerful programming language

• Very easy to learn

• Runs on every major operating system
• Suitable for beginners and professional developers
• Clean, simple and compact syntax
• Open Source community: Tons of ready-made libraries and frameworks

• Python is also a great choice for mathematical modeling

• Many popular packages for scientific computing

• Jupyter Notebooks: Interactive graphical environment
• Key language features look similar to mathematical notations
• Language extensibility

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Why Python?

• Different Gurobi customers use different interfaces

• Python
• Java
• C++
• .NET (C#, Visual Basic, …)
• MATLAB,
• R
• ...

• Gurobi is committed to all of these interfaces

• This presentation focuses on Python since

• Python is simple to learn for new Gurobi users
• Python has special features that make it easy to build and maintain optimization models

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Python Installation

• The Gurobi Optimizer installation includes a small Python 2.7

distribution with a basic set of packages.

• Gurobi Optimizer works with multiple Python distributions

(including http://www.python.org).

• In this presentation, we use Anaconda Python

• Download from http://www.gurobi.com/downloads/get-anaconda

• Windows, Mac, Linux; 32/64-bit
• All basic packages in the default installation
• Easy-to-use package management (conda)
• Gurobi provides/maintains Anaconda packages
• Recommended version: Python 2.7
• Gurobi will support Python 3.6 in the next release

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Basic Concepts

• Python is an “interpreted language”

• No need for a manual compiling step before running a program.
• Performance optimization is done in the background (byte-code compilation/execution).

• Two basic ways to use Python

• Put your code in a text file (e.g. example.py) and run the command “python example.py”.
• Start the Python Interactive Shell (command “python”) and enter commands line by line.

• In this webinar we will furthermore use a rich graphical interactive environment instead of the
command line shell: Jupyter Notebooks.

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Jupyter Notebook

• The Jupyter Notebook is a web application that allows you to create and share documents that
contain live code, equations, visualizations and explanatory text.

• Free software with an active open source community

• Born out of the IPython Project in 2014
• Already included in Anaconda Python

• Simply change to your working directory and

run jupyter notebook on the command-line

• Learn more at http://jupyter.org/

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Connecting Python and Gurobi

• The Python API is a first-class citizen of Gurobi

• To use Gurobi from Python you need to install the

gurobipy module (included in the Gurobi installation).

• Automatic installation with Anaconda:

conda config --add channels http://conda.anaconda.org/gurobi
conda install gurobi

http://www.gurobi.com/documentation/current/quickstart_windows/installing_the_anaconda_py.html

• Manual installation:
• Change to GUROBI_HOME directory
• Run python setup.py install

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Optimization Workflow

Problem • The real-world problem instance is usually

Instance derived from a specific planning problem.

• A configurable model generator is used to

Model build the model instance using data sources.
Analysis
Generator
User • Gurobi is used to find an optimal solution of
Interface the model instance.
Solution Model
Retrieval Instance • The solution is transferred back to the
planning system for further analysis.

Gurobi • The cycle repeats until a satisfying real-world

Optimizer solution has been found.

Image: http://optano.net/en/production-planning/

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Part 2. Getting Started
Building and Solving Your First Models

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Live Demo 1: Solving a Model File

• Goals:
• Make yourself familiar with Jupyter Notebook
• Solve a model file in MPS format

• Example file: afiro.mps (included in the examples

directory of the Gurobi installation)

• Steps:

• Import the gurobipy module

• Create model object from model file
• Solve model to optimality
• Print solution values

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Interactive Demo 1: Details

• The gurobipy module provides access to all Gurobi Optimizer functionality

through Python API

• read() is a global function which returns an object of type Model

• Model.optimize() and Model.printAttr() are methods (functions on

the Model object)

• You can choose any name for the Model object variable:

model = read('afiro.mps') m = read('afiro.mps')

model.optimize() or m.optimize()
model.printAttr('X') m.printAttr('X')

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Basic Gurobi Concepts
• Parameters control the operation of the Gurobi solvers. They
must be modified before the optimization begins.
Model Attributes Parameters
http://www.gurobi.com/documentation/current/parameters.html

• Attributes are the primary mechanism for querying and Constraints Attributes

modifying properties of a Gurobi model.

Variables Attributes
http://www.gurobi.com/documentation/current/refman/attributes.html

Special Ordered Sets Attributes

Attributes can be associated with
• the model as a whole (e.g. the objective function value)
• variables (e.g. lower bounds)
• constraints (e.g. the right-hand side)
• SOSs (e.g. IIS membership)
Environment Global Parameter Settings

• Environments are the containers for models and global

Model 1 Local Parameter Settings
parameter settings. When a model is created inside an
environment, it creates a local copy of all global parameter
Model 2 Local Parameter Settings
settings.
• The Python API automatically provides a default environment.

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Python API Fundamentals #1
• Important global functions
• setParam() set (global) parameters for new models in this session
• read() create model object from a model file

• Primary objects
• Model the model
• Var a variable
• Constr a constraint

• Parameter/attribute examples:
• setParam('TimeLimit', 60) Set global parameter
• model.TimeLimit = 60 Set local parameter
• variable.VarName = 'TotalCosts' Set variable attribute
• constraint.RHS = 0 Set constraint attribute

• Other important methods:

• Model.setObjective(expression) Set objective function
• Model.optimize() Start optimization
• Model.reset() Reset model state

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Python API Fundamentals #2
• Model summary information methods
• Model.printAttr() display nonzero attribute values
• Model.printStats() display sizes, coefficient statistics, etc.
• Model.printQuality() display info about solution quality

• Model introspection methods

• Model.getVars() get variables as a list of Var objects
• Model.getConstrs() get constraints as a list of Constr objects
• Model.getRow() get LHS expression for a given constraint
• Model.getCol() get list of constraints for a given variable

• Python control statements

• for i in <some list>:
<do something for each i here>
• if <condition>:
<do something if condition is true here>
• Must indent body of each statement (at least one space or tab)

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Model Generator Best Practices

• For performance reasons we recommend the following structure when building a model instance
with the Gurobi Python API:

Create all Set

Create Run
variable objective
constraints optimization
objects function(s)
addVar() addConstr()
setObjective() optimize()
addVars() addConstrs()

• The Python API supports (linear and quadratic) expressions similar to the mathematical notation:

2*x + (1/2)*y <= 10

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Creating and Solving Your First Model #1

• Simple example:
• You want to decide about three activities
(do or don‘t do) and aim for maximum value
• You need to choose at least activity 1 or 2 (or both)
• The total time limit is 4 hours
• Activity 1 takes 1 hour
• Activity 2 takes 2 hours
• Activity 3 takes 3 hours
• Activity 3 is worth twice as much as 1 and 2

• This can be modelled as a linear mixed-integer

problem
• Binary variables x,y,z for activities 1,2,3
• Linear constraint for time limit
• Linear constraint for condition (1 or 2)

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Creating and Solving Your First Model #2
# Create a new model
• Open a new Jupyter Notebook
m = Model()
• Follow the Best Practices
• Create decision variables # Add variables
x = m.addVar(vtype=GRB.BINARY, name="x")
• Set objective function
y = m.addVar(vtype=GRB.BINARY, name="y")
• Create linear expressions and use them to z = m.addVar(vtype=GRB.BINARY, name="z")
create constraints
• Call optimize() # Set objective function
m.setObjective(x + y + 2*z, GRB.MAXIMIZE)
• Print out results
# Add constraints
c1 = m.addConstr(x + 2*y + 3*z <= 4)
c2 = m.addConstr(x + y >= 1)
This model is the mip1 example that you can find
for all APIs in the examples directory of the Gurobi # Solve model
installation. m.optimize()

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Live Demo 2: Creating and Solving Your First Model

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Getting Help
• Use the help() function with no arguments to get general help

• You can get help on specific Gurobi objects

• help(Model) Gurobi model object (or help(m) if m is a model)
• help(Var) Gurobi variable object (or help(v) if v is a variable)
• help(Constr) Gurobi constraint object (or help(c) if c is a constraint)
• help(GRB.attr) Gurobi attributes

• You can get help on specific functions or methods

• Ex: help(read)
• Ex: help(Model.printAttr)

• You can get help on any parameter

• Ex: paramHelp('Method')

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Deciphering Errors

• Errors are raised when something goes wrong

• Trace specifies where error occurred
• Last line specifies error type and may provide additional details

• Ex: IndentationError raised when block spacing is incorrect (must indent before if)

for v in model.getVars():
if v.x != 0:
File "<stdin>", line 2
if v.x != 0:
^
IndentationError: expected an indented block

• <stdin> corresponds to interactive shell

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Part 3. Extended Example
Factory Planning

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Iterating in Python and Aggregate Sums

• Loops iterate over collections of elements • Combining loops with sums is ideal when building
(list, dictionary, …) constraints
• Useful when representing the for-all modeling construct
• Example: Example:

for c in cities:
print c # must indent all loop statements can be built with

• List comprehension efficiently builds lists via set notation for i in I:

• penaltyarcs = [a for a in arcs if cost[a] > m.addConstr(quicksum(x[i,j] for j in J) <= 5)
1000]

• quicksum() is direct replacement for Python's sum()

• Convenient batch creation of variables and constraints
function
has been introduced as part of Gurobi 7.0. Example:
• Gurobi feature that is more efficient when working with Var
objects m.addConstrs((x.sum(i,'*') <= 5) for i in I))

• obj = quicksum(cost[a]*x[a] for a in arcs)

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Factory Planning

• Example from our website:

http://www.gurobi.com/resources/examples/factory-planning-I

• In production planning problems, choices must be made about how many of what
products to produce using what resources (variables) in order to maximize profits or
minimize costs (objective function), while meeting a range of constraints. These
problems are common across a broad range of manufacturing situations.

• We will develop the mathematical model, the Python Implementation and a nice tabular
output of the result all within a single Jupyter Notebook.

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Live Demo 3: Interactive Model Development

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Use our Gurobi Online Resources
• The Gurobi Reference Manual is freely available at

http://www.gurobi.com/documentation/current/refman/index.html

It contains detailed descriptions of our algorithms and APIs.

• We provide API examples for all major programming languages as well as

interactive examples at

http://www.gurobi.com/resources/examples/example-models-overview

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Outlook

• Interactive examples for commonly faced business problems

• http://www.gurobi.com/resources/examples/example-models-overview

• Learn the powerful new Python features of Gurobi 7

• Easily create multi-indexes variables using Model.addVars()
• Build advanced expressions and constraints with Model.addConstrs()

• More control over when Gurobi environments are created/released

• Default environment not created until first used
• Released with new disposeDefaultEnv() method

• Build you own model!

• Connect with the community in our discussion group ( http://groups.google.com/group/gurobi)

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Thank you for joining us

• Please register at gurobi.com and then visit http://www.gurobi.com/downloads/get-anaconda to try

Gurobi and Python for yourself

• There will be two more Python webinars

• Python II: Advanced Algebraic Modeling with Python and Gurobi
• Python III: Optimization and Heuristics
• Learn more at http://www.gurobi.com/company/events/webinars-python

• For questions about pricing please contact either sales@gurobi.com or sales@gurobi.de.

• A recording of the webinar will be available in roughly one week.

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