Initializing help system before first use

Folio - Examples from 'Getting started'
Type: Portfolio optimization
Rating: 2
Description:
  • Chapter 14 Matrix input
    • folioinput.c (requires Folio.mat): loading an LP problem via matrix input
  • Chapter 15 Inputting and Solving a Linear Programming problem
    • foliolp.c: loading a small LP problem via XPRSloadlp
  • Chapter 16 Mixed Integer Programming
    • foliomip1.c: loading a small MIP problem via XPRSloadglobal (binary variables)
    • foliomip2.c: loading a small MIP problem via XPRSloadglobal (semi-continuous variables)
  • Chapter 17 Quadratic Programming
    • folioqp.c: loading a small QP problem via XPRSloadqp
File(s): folioinput.c, foliolp.c, foliomip1.c, foliomip2.c, folioqp.c
Data file(s): Folio.mat
folioinput.c
/********************************************************
  Xpress Optimizer Example Problems
  =================================

  file folioinput.c
  `````````````````
  Loading an LP problem via matrix input.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Aug. 2003, rev. June 2010
********************************************************/

#include 
#include 
#include "xprs.h"

int main(int argc, char **argv)
{
 XPRSprob prob;
 int s, status, ncol;
 double objval, *sol;

 XPRSinit(NULL);                         /* Initialize Xpress Optimizer */
 XPRScreateprob(&prob);                  /* Create a new problem */
                                
 XPRSreadprob(prob, "Folio","");         /* Read the problem matrix */

 XPRSchgobjsense(prob, XPRS_OBJ_MAXIMIZE);  /* Set sense to maximization */
 XPRSlpoptimize(prob, "");               /* Solve the problem */

 XPRSwriteprtsol(prob, "Folio.prt", ""); /* Write results to file `Folio.prt' */
 
/* 
 XPRSgetintattrib(prob, XPRS_LPSTATUS, &status);  / * Get LP sol. status * /

 if(status == XPRS_LP_OPTIMAL)
 {
  XPRSgetdblattrib(prob, XPRS_LPOBJVAL, &objval); / * Get objective value * /
  printf("Total return: %g\n", objval);
 
  XPRSgetintattrib(prob, XPRS_ORIGINALCOLS, &ncol);  / * Get total no. of rows * /
  sol = (double *)malloc(ncol*sizeof(double));
  XPRSgetlpsol(prob, sol, NULL, NULL, NULL);      / * Get primal solution * /
  for(s=0;s
foliolp.c
/********************************************************
  Xpress Optimizer Example Problems
  =================================

  file foliolp.c
  ``````````````
  Loading a small LP problem via XPRSloadlp.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Aug. 2003, rev. June 2010
********************************************************/

#include 
#include 
#include "xprs.h"

int main(int argc, char **argv)
{
 XPRSprob prob;
 int s, status;
 double objval, *sol;

 /* Problem parameters */
 int ncol = 10;
 int nrow = 3;

 /* Row data */
 char rowtype[] = {  'L','G','E'};
 double rhs[]   = {1.0/3,0.5, 1};

 /* Column data */
 double obj[] = {  5, 17, 26, 12,  8,  9,  7,  6, 31, 21};
 double lb[]  = {  0,  0,  0,  0,  0,  0,  0,  0,  0,  0};
 double ub[]  = {0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3};

 /* Matrix coefficient data */
 int colbeg[]    = {0,  2,    5,    8,    11,12,13,14,15,  17,  19};
 int rowidx[]    = {1,2,0,1,2,0,1,2,0,1,2, 2, 2, 2, 2, 0,2, 0,2};
 double matval[] = {1,1,1,1,1,1,1,1,1,1,1, 1, 1, 1, 1, 1,1, 1,1};

 XPRSinit(NULL);                         /* Initialize Xpress Optimizer */
 XPRScreateprob(&prob);                  /* Create a new problem */

 XPRSsetlogfile(prob, "logfile.txt");    /* Set optimizer output log file */

                                         /* Load the problem matrix */
 XPRSloadlp(prob, "FolioLP", ncol, nrow, rowtype, rhs, NULL,
            obj, colbeg, NULL, rowidx, matval, lb, ub);

 XPRSchgobjsense(prob, XPRS_OBJ_MAXIMIZE);  /* Set sense to maximization */
 XPRSlpoptimize(prob, "");               /* Solve the problem */
 
 XPRSgetintattrib(prob, XPRS_LPSTATUS, &status);  /* Get LP sol. status */

 if(status == XPRS_LP_OPTIMAL)
 {
  XPRSgetdblattrib(prob, XPRS_LPOBJVAL, &objval); /* Get objective value */
  printf("Total return: %g\n", objval);
 
  sol = (double *)malloc(ncol*sizeof(double));
  XPRSgetlpsol(prob, sol, NULL, NULL, NULL);      /* Get primal solution */
  for(s=0;s
foliomip1.c
/********************************************************
  Xpress Optimizer Example Problems
  =================================

  file foliomip1.c
  ````````````````
  Loading a small MIP problem via XPRSloadglobal.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Aug. 2003, rev. June 2010
********************************************************/

#include 
#include 
#include "xprs.h"

int main(int argc, char **argv)
{
 XPRSprob prob;
 int s, status;
 double objval, *sol;

 /* Problem parameters */
 int ncol = 20;
 int nrow = 14;
 int nmip = 10;

 /* Row data */
 char rowtype[] = {  'L','G','E','L','L','L','L','L','L','L','L','L','L','L'};
 double rhs[]   = {1.0/3,0.5,  1,  4,  0,  0,  0,  0,  0,  0,  0,  0,  0,  0};

 /* Column data */
 double obj[] = {  5, 17, 26, 12,  8,  9,  7,  6, 31, 21,0,0,0,0,0,0,0,0,0,0};
 double lb[]  = {  0,  0,  0,  0,  0,  0,  0,  0,  0,  0,0,0,0,0,0,0,0,0,0,0};
 double ub[]  = {0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,1,1,1,1,1,1,1,1,1,1};

 /* Matrix coefficient data */
 int colbeg[] = {0,3,7,11,15,17,19,21,23,26,29,31,33,35,37,39,41,43,45,47,49};
 int rowidx[] = {1,2,4,0,1,2,5,0,1,2,6,0,1,2,7,2,8,2,9,2,10,2,11,0,2,12,0,2,13,3,4,3,5,3,6,3,7,3,8,3,9,3,10,3,11,3,12,3,13};
 double matval[] = {1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,-1,1,-1,1,-1,1,-1,1,-1,1,-1,1,-1,1,-1,1,-1,1,-1};

 /* MIP problem data */
 char miptype[] = {'B','B','B','B','B','B','B','B','B','B'};
 int mipcol[]   = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19};


 XPRSinit(NULL);                         /* Initialize Xpress Optimizer */
 XPRScreateprob(&prob);                  /* Create a new problem */

                                         /* Load the problem matrix */
 XPRSloadglobal(prob, "FolioMIP1", ncol, nrow, rowtype, rhs, NULL,
                obj, colbeg, NULL, rowidx, matval, lb, ub, 
                nmip, 0, miptype, mipcol, NULL, NULL, NULL, NULL, NULL);

 XPRSchgobjsense(prob, XPRS_OBJ_MAXIMIZE);  /* Set sense to maximization */
 XPRSmipoptimize(prob, "");              /* Solve the problem */
 
 XPRSgetintattrib(prob, XPRS_MIPSTATUS, &status);  /* Get MIP sol. status */

 if((status == XPRS_MIP_OPTIMAL) || (status == XPRS_MIP_SOLUTION))
 {
  XPRSgetdblattrib(prob, XPRS_MIPOBJVAL, &objval); /* Get objective value */
  printf("Total return: %g\n", objval);
 
  sol = (double *)malloc(ncol*sizeof(double));
  XPRSgetmipsol(prob, sol, NULL);        /* Get primal solution */
  for(s=0;s
foliomip2.c
/********************************************************
  Xpress Optimizer Example Problems
  =================================

  file foliomip.c
  ```````````````
  Loading a small MIP problem via XPRSloadglobal.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Aug. 2003, rev. June 2010
********************************************************/

#include 
#include 
#include "xprs.h"

int main(int argc, char **argv)
{
 XPRSprob prob;
 int s, status;
 double objval, *sol;

 /* Problem parameters */
 int ncol = 10;
 int nrow = 3;
 int nmip = 10;

 /* Row data */
 char rowtype[] = {  'L','G','E'};
 double rhs[]   = {1.0/3,0.5, 1};

 /* Column data */
 double obj[] = {  5, 17, 26, 12,  8,  9,  7,  6, 31, 21};
 double lb[]  = {  0,  0,  0,  0,  0,  0,  0,  0,  0,  0};
 double ub[]  = {0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3};

 /* Matrix coefficient data */
 int colbeg[]    = {0,  2,    5,    8,    11,12,13,14,15,  17,  19};
 int rowidx[]    = {1,2,0,1,2,0,1,2,0,1,2, 2, 2, 2, 2, 0,2, 0,2};
 double matval[] = {1,1,1,1,1,1,1,1,1,1,1, 1, 1, 1, 1, 1,1, 1,1};

 /* MIP problem data */
 char miptype[] = {'S','S','S','S','S','S','S','S','S','S'};
 int mipcol[]   = {  0,  1,  2,  3,  4,  5,  6,  7,  8,  9};
 double sclim[] = {0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1};


 XPRSinit(NULL);                         /* Initialize Xpress Optimizer */
 XPRScreateprob(&prob);                  /* Create a new problem */

                                         /* Load the problem matrix */
 XPRSloadglobal(prob, "FolioSC", ncol, nrow, rowtype, rhs, NULL,
                obj, colbeg, NULL, rowidx, matval, lb, ub, 
                nmip, 0, miptype, mipcol, sclim, NULL, NULL, NULL, NULL);

 XPRSchgobjsense(prob, XPRS_OBJ_MAXIMIZE);  /* Set sense to maximization */
 XPRSmipoptimize(prob, "");              /* Solve the problem */
 
 XPRSgetintattrib(prob, XPRS_MIPSTATUS, &status);  /* Get MIP sol. status */

 if((status == XPRS_MIP_OPTIMAL) || (status == XPRS_MIP_SOLUTION))
 {
  XPRSgetdblattrib(prob, XPRS_MIPOBJVAL, &objval); /* Get objective value */
  printf("Total return: %g\n", objval);
 
  sol = (double *)malloc(ncol*sizeof(double));
  XPRSgetmipsol(prob, sol, NULL);        /* Get primal solution */
  for(s=0;s
folioqp.c
/********************************************************
  Xpress Optimizer Example Problems
  =================================

  file folioqp.c
  ``````````````
  Loading a small QP problem via XPRSloadqp.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Aug. 2003, rev. June 2010
********************************************************/

#include 
#include 
#include "xprs.h"

int main(int argc, char **argv)
{
 XPRSprob prob;
 int s, status;
 double objval, *sol;

 /* Problem parameters */
 int ncol = 10;
 int nrow = 3;
 int nqt  = 43;

 /* Row data */
 char rowtype[] = {'G','E','G'};
 double rhs[]   = {0.5, 1,  9};

 /* Column data */
 double obj[] = {  0,  0,  0,  0,  0,  0,  0,  0,  0,  0};
 double lb[]  = {  0,  0,  0,  0,  0,  0,  0,  0,  0,  0};
 double ub[]  = {0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3};

 /* Matrix coefficient data */
 int colbeg[]    = {0,    3,     6,     9,     12,  14,  16,  18,  20,   22,  24};
 int rowidx[]    = {0,1,2,0,1, 2,0,1, 2,0,1, 2, 1,2, 1,2, 1,2, 1,2, 1, 2, 1,2};
 double matval[] = {1,1,5,1,1,17,1,1,26,1,1,12, 1,8, 1,9, 1,7, 1,6, 1,31, 1,21};

 /* QP problem data */
 int qcol1[]   = {0,
                    1,1,1,1,1,1,1,1,1,
                      2,2,2,2,2,  2,2,
                        3,  3,3,  3,3,
                          4,4,4,4,4,4,
                            5,5,5,5,5,
                              6,6,6,6,
                                7,7,7,
                                  8,8,
                                    9};
 int qcol2[]   = {0,
                    1,2,3,4,5,6,7,8,9,
                      2,3,4,5,6,  8,9,
                        3,  5,6,  8,9,
                          4,5,6,7,8,9,
                            5,6,7,8,9,
                              6,7,8,9,
                                7,8,9,
                                  8,9,
                                    9};
 double qval[] = {0.1,
                      19,-2, 4,1,   1, 1,0.5, 10,  5,
                         28, 1,2,   1, 1,     -2, -1,
                            22,     1, 2,      3,  4,
                               4,-1.5,-2, -1,  1,  1,
                                  3.5, 2,0.5,  1,1.5,
                                       5,0.5,  1,2.5,
                                           1,0.5,0.5,
                                              25,  8,
                                                  16};
 for(s=0;s
Parent Topic Getting Started