/********************************************************
Xpress-BCL C++ Example Problems
===============================
file xbpurch.cxx
````````````````
Purchasing problem using SOS-2.
(c) 2008 Fair Isaac Corporation
author: S.Heipcke, Jan. 2000, rev. Mar. 2011
********************************************************/
/* WARNING. This model is not for the novice, but it does contain many *
* useful ideas. *
* The formulation is tricky because the discounts are all-quantity, *
* so the graph of cost against quantity purchased is discontinuous. *
* To maintain sanity in the special ordered set formulation, we must *
* coarsen the discontinuity by stopping purchases just at the break *
* point. */
#include
#include
#include "xprb_cpp.h"
using namespace std;
using namespace ::dashoptimization;
#define PARAMSFILE XPRBDATAPATH "/purchase/params.dat"
#define MAXPERCFILE XPRBDATAPATH "/purchase/maxperc.dat"
#define REQFILE XPRBDATAPATH "/purchase/required.dat"
#define PRICEFILE XPRBDATAPATH "/purchase/pricebk.dat"
/****TABLES****/
int NS; /* Number of suppliers */
int NB; /* Number of price breaks */
int NB2; /* Useful parameter */
double **UC; /* Unit cost */
double **BR; /* Breakpoints (quantities at which unit cost changes) */
double **X; /* Coarsened break points */
double **C; /* Total cost at break points */
double *DELTA; /* Coarsening factors */
double *MAXPERC; /* Maximum percentage from each supplier */
double REQ; /* Total quantity required */
double delta = 0.10; /* Base coarsening factor */
XPRBprob p("Purchase"); /* Initialize a new problem in BCL */
/***********************************************************************/
void modPurchase()
{
XPRBexpr lobj, *lr, lc;
int s,b;
XPRBvar *x,**lam;
/****VARIABLES****/
x = new XPRBvar[NS]; /* Quantity to purchase from supplier s */
for(s=0;s= REQ);
/****BOUNDS****/
/* No more than the maximum percentage from each supplier */
for(s=0;s |
