/******************************************************* Mosel Example Problems ====================== file runfoliocbio.java `````````````````````` Running a Mosel model from a Java application with data exchange between model and host application during the optimization run. (Passing data via callback) *** The model started by this program cannot be run with a Community Licence for the provided data instance *** (c) 2011 Fair Isaac Corporation author: S. Heipcke, July 2011 ********************************************************/ import java.io.*; import com.dashoptimization.*; public class runfoliocbio { // Class to receive solution values of decision variables public static class MySolArray { public String ind; // index name public double val; // solution value } static MySolArray[] solfrac; static MySolArray[] solbuy; static boolean ifprint; /*************************************************/ /* A class to initialize model data via callback */ /*************************************************/ public static class modelInit implements XPRMInitializationTo { /**** Retrieving data from Mosel ****/ public boolean initializeTo(String label, XPRMValue value) { double retsol; int numshares, solcount; XPRMArray solarr; XPRMSet[] sets; int[] indices; int asize, ct; if(label.equals("FRAC")) { solarr=(XPRMArray)value; asize=solarr.getSize(); solfrac = new MySolArray[asize]; for(int i=0;i<asize;i++) solfrac[i] = new MySolArray();

    sets = solarr.getIndexSets();          // Get the indexing sets
    ct=0;
    indices = solarr.getFirstTEIndex();    // Get the first entry of the array
    do
    {
     solfrac[ct].ind=sets[0].getAsString(indices[0]);
     solfrac[ct].val=solarr.getAsReal(indices);
     ct++;
    } while(solarr.nextTEIndex(indices));  // Get the next index  
    if (ifprint==false) 
    { ifprint=true; }
    else
    {
     ifprint=false;
     for(int i=0;i<asize;i++)
      System.out.println(solfrac[i].ind + ": " + solfrac[i].val*100 + "% (" + 
       solbuy[i].val + ")");
     solbuy = null;
     solfrac = null;  
    }
   }
   else if(label.equals("BUY"))
   {
    solarr=(XPRMArray)value;
    asize=solarr.getSize();
    solbuy = new MySolArray[asize];
    for(int i=0;i<asize;i++) solbuy[i] = new MySolArray();

    sets = solarr.getIndexSets();          // Get the indexing sets
    ct=0;
    indices = solarr.getFirstTEIndex();    // Get the first entry of the array
    do
    {
     solbuy[ct].ind=sets[0].getAsString(indices[0]);
     solbuy[ct].val=solarr.getAsReal(indices);
     ct++;
    } while(solarr.nextTEIndex(indices));  // Get the next index  
    if (ifprint==false) 
    { ifprint=true; }
    else
    {
     ifprint=false;
     for(int i=0;i<asize;i++)
      System.out.println(solfrac[i].ind + ": " + solfrac[i].val*100 + "% (" + 
       solbuy[i].val + ")");
     solbuy = null;
     solfrac = null;  
    }
   }
   else if(label.equals("RETSOL"))
   {
    retsol=value.asReal();
    System.out.println("Total return: " + retsol);
   }
   else if(label.equals("NUMSHARES"))
   {
    numshares=value.asInteger();
    System.out.println("Number of shares: " + numshares);
   }
   else if(label.equals("SOLCOUNT"))
   {
    solcount=value.asInteger();
    System.out.println("Solution number: " + solcount);
   }
   else System.out.println("Unknown output data item: " + label + "=" + value);
   return true;
  }
 }

                /*************************************************/
                /* Interface objects are static: no need to bind */
                /*************************************************/
 public static modelInit cbinit=new modelInit();


 public static void main(String[] args) throws Exception
 {
  XPRM mosel;
  XPRMModel mod;
                    // Model parameter settings
  double maxrisk = 1/3;
  double minreg = 0,2;
  double maxreg = 0,5;
  double maxsec = 0,25;
  double maxval = 0,2;
  double minval = 0,1;
  int maxnum = 15;
  ifprint = false;

  try{
   mosel = new XPRM();                // Initialize Mosel
  }catch(XPRMLicenseError e){
                System.out.println("License error" + e.getMessage());
                throw new java.lang.Exception("Error during execution");
  }

  try{
   mosel.compile("foliocbio.mos");   // Compile the model (only required
                                      // during development phase, deployed
				      // application would only use BIM)
  }catch(XPRMCompileException e){
   System.out.println(e.getMessage());
  }
  
  mod = mosel.loadModel("foliocbio.bim");  // Load the model

                    // Pass model parameters through execution parameters
  mod.setExecParam("MAXRISK",maxrisk);
  mod.setExecParam("MINREG",minreg);
  mod.setExecParam("MAXREG",maxreg);
  mod.setExecParam("MAXSEC",maxsec);
  mod.setExecParam("MAXVAL",maxval);
  mod.setExecParam("MINVAL",minval);
  mod.setExecParam("MAXNUM",maxnum);
  mod.setExecParam("DATAFILE","folio250.dat");
  mod.setExecParam("OUTPUTFILE","java:runfoliocbio.cbinit");

  mod.run();                          // Run the model

  if(mod.getExecStatus() != XPRMModel.RT_OK){
   throw new java.lang.Exception("Error during model execution");
  }
  if(mod.getProblemStatus() != mod.PB_OPTIMAL){
   throw new java.lang.Exception("Problem not optimal");
  }                                  // Stop if no solution available

  mod.reset();                       // Reset the model
 }
}