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GoalObj - Archimedian and pre-emptive goal programming using objective functions


Type: Goal Programming
Rating: 3
Description: A small linear problem with multiple objectives is solved by Archimedian and pre-emptive goal programming. The example uses functions to access information about constraints and shows how to solve a problem repeatedly with a modified objective function.
File(s): xbgoalobj.c


xbgoalobj.c
/********************************************************
  BCL Example Problems
  ====================

  file xbgoalobj.c
  ````````````````
  Archimedian and pre-emptive goal programming
  using objective functions.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, 2005, rev. Mar. 2011
********************************************************/

#include 
#include 
#include 
#include 
#include "xprb.h"
#include "xprs.h"

#define NGOALS 3

/***** Data *****/
const char *Type[] = {"perc", "abs", "perc"};
const char *Sense[] = {"max", "min", "max"};
double Weight[] = {100, 1, 0.1};
double Deviation[] = {10, 4, 20};
double Coeff[NGOALS][3] = {{5, 2, 20}, {-3, 15, 48}, {1.5, 21, 3.8}};

int main(int argc, char **argv)
{
 XPRBvar x[2];
 XPRBctr goalCtr[NGOALS], aCtr, wobj;
 double Target[NGOALS];
 XPRBprob prob;
 int i,g;

 if(XPRBinit()) return 1;

 prob = XPRBnewprob("Goal");

 /* Adding the variables */
 x[0] = XPRBnewvar(prob,XPRB_PL,"x",0,XPRB_INFINITY);
 x[1] = XPRBnewvar(prob,XPRB_PL,"y",0,XPRB_INFINITY);

 /* Adding a constraint */
 aCtr = XPRBnewctr(prob,"Limit",XPRB_L);
 XPRBaddterm(aCtr, x[0], 42);
 XPRBaddterm(aCtr, x[1], 13);
 XPRBaddterm(aCtr, NULL, 100);

 /* Goals */
/* goal[0] = 5*x +  2*y - 20;
   goal[1] = -3*x + 15*y - 48;
   goal[2] = 1.5*x + 21*y - 3.8; */
 for(g=0;g=  ":" <=  "), Target[g]);
   if(g==NGOALS-1) 
    printf("     %g\n", XPRBgetobjval(prob));
   else   
    printf("     %g\n", (XPRBgetact(goalCtr[g]) - XPRBgetrhs(goalCtr[g])) + Target[g]);
  }

 XPRBfinish();

 return 0;
}