add project selection solver

Author: jbytecode

CHANGELOG.md

@@ -1,4 +1,9 @@
-### 0.2.11 (Upcoming Release)
+### 0.2.12 (Upcoming Release)
+
+
+### 0.2.11 
+
+- Add Project Selection solver
 
 
 ### 0.2.10 

Project.toml

@@ -1,6 +1,6 @@
 name = "OperationsResearchModels"
 uuid = "8042aa49-e599-49ec-a8f7-b5b80cc82a88"
-version = "0.2.10"
+version = "0.2.11"
 authors = ["Mehmet Hakan Satman <mhsatman@gmail.com>"]
 
 [deps]

docs/make.jl

@@ -15,6 +15,7 @@ makedocs(
         "Transportation" => "transportation.md",
         "Network" => "network.md",
         "Project Analysis" => "project.md",
+        "Project Selection" => "projectselection.md",
         "Location Selection" => "locationselection.md",
         "Traveling Salesman" => "travelingsalesman.md",
         "Scheduling" => "scheduling.md",

docs/src/projectselection.md

@@ -0,0 +1,19 @@
+# Project Selection 
+
+## Project Selection Problem 
+
+```@docs
+OperationsResearchModels.ProjectSelectionProblem
+```
+
+## Project Selection Result
+
+```@docs
+OperationsResearchModels.ProjectSelectionResult
+```
+
+## Project Selection (the solver)
+
+```@docs
+OperationsResearchModels.solve(p::ProjectSelectionProblem)
+```

src/OperationsResearchModels.jl

@@ -53,6 +53,7 @@ include("randomkeyga.jl")
 include("johnsons.jl")
 include("travelingsalesman.jl")
 include("portfolio.jl")
+include("projectselection.jl")
 
 import .Network
 import .Transportation
@@ -72,7 +73,7 @@ import .RandomKeyGA
 import .Johnsons
 import .TravelingSalesman
 import .Portfolio
-
+import .ProjectSelection
 
 import .Transportation:
     TransportationProblem,
@@ -101,7 +102,7 @@ import .TravelingSalesman: TravelingSalesmanResult, TravelingSalesmanProblem
 import .Simplex:
     SimplexProblem, simplexiterations, createsimplexproblem, gaussjordan, OptimizationType
 import .Portfolio: PortfolioProblem, PortfolioResult
-
+import .ProjectSelection: ProjectSelectionProblem, ProjectSelectionResult
 
 export TransportationProblem,
     TransportationResult, balance, isbalanced, northwestcorner, leastcost
@@ -123,6 +124,7 @@ export TravelingSalesmanResult, TravelingSalesmanProblem
 export PortfolioProblem, PortfolioResult
 export simplexiterations,
     SimplexProblem, createsimplexproblem, gaussjordan, OptimizationType
+export ProjectSelectionProblem, ProjectSelectionResult
 
 export JuMP, HiGHS
 

src/projectselection.jl

@@ -0,0 +1,96 @@
+module ProjectSelection
+
+export ProjectSelectionProblem
+export ProjectSelectionResult
+
+using JuMP, HiGHS
+
+import ..OperationsResearchModels: solve
+
+
+
+"""
+    ProjectSelectionProblem
+
+# Description
+
+    Defines the project selection problem.
+
+# Fields
+
+- `cost::Matrix`: A matrix where each row represents a project and each column represents a resource. The values in the matrix represent the cost of using that resource for that project.
+- `budgets::Vector`: A vector where each element represents the budget available for the corresponding resource.
+- `returns::Vector`: A vector where each element represents the return of selecting the corresponding project.
+"""
+struct ProjectSelectionProblem
+    cost::Matrix
+    budgets::Vector
+    returns::Vector
+end
+
+
+"""
+    ProjectSelectionResult
+
+# Description
+
+    A structure to hold the result of the project selection problem.
+
+# Fields
+
+- `selected`: A vector of booleans (0 and 1s) indicating which projects are selected.
+- `objective`: The objective value of the model.
+- `model`: The JuMP model used to solve the problem.
+"""
+struct ProjectSelectionResult
+    selected::Vector
+    objective::Float64
+    model::JuMP.Model
+end
+
+
+
+
+
+"""
+    solve(problem::ProjectSelectionProblem)::ProjectSelectionResult
+
+# Description
+
+    Solves the project selection problem using JuMP and HiGHS.
+
+# Arguments
+
+- `problem::ProjectSelectionProblem`: The project selection problem to be solved.
+
+# Returns
+
+- `ProjectSelectionResult`: The result of the project selection problem.
+"""
+function solve(problem::ProjectSelectionProblem)::ProjectSelectionResult
+
+    n, p = size(problem.cost)
+
+    model = Model(HiGHS.Optimizer)
+
+    MOI.set(model, MOI.Silent(), true)
+
+    @variable(model, x[1:n], Bin)
+
+    @objective(model, Max, sum(problem.returns[i] * x[i] for i in 1:n))
+
+    for colnum in 1:p
+        @constraint(model, sum(problem.cost[rownum, colnum] * x[rownum] for rownum in 1:n) <= problem.budgets[colnum])
+    end
+
+    optimize!(model)
+
+    selected = value.(x)
+
+    objective = objective_value(model)
+
+    return ProjectSelectionResult(selected, objective, model)
+end
+
+
+end # End of module ProjectSelection

test/runtests.jl

@@ -21,4 +21,5 @@ include("testpert.jl")
 include("testlatex.jl")
 include("testknapsack.jl")
 include("testsimplex.jl")
-include("testportfolio.jl")
+include("testportfolio.jl")
+include("testprojectselection.jl")

test/testprojectselection.jl

@@ -0,0 +1,25 @@
+@testset "Project Selection" verbose = true begin
+
+    @testset "Problem 1" begin
+        costmatrix = [
+            3 5 6;
+            2 4 5;
+            5 4 2;
+            2 1 5;
+            8 9 6;
+        ]
+
+        returns = [10, 12, 15, 8, 200]
+
+        budgets = [8, 9, 6]
+
+        problem = ProjectSelectionProblem(costmatrix, budgets, returns)
+
+        result = solve(problem)
+
+        @test result.objective == 200.0
+
+        @test result.selected == [0, 0, 0, 0, 1]
+    end
+
+    end