Using the Optimizer with BCL .NET

Using the Optimizer with BCL .NET is very similar to the other interfaces already seen and the same considerations regarding BCL-compatible functions remain true. The BCL .NET interface also requires an explicit intialization of the Optimizer .NET interface (by calling XPRS.Init()) before the Optimizer problem is accessed.

The following are .NET implementations of the code extracts showing the use of BCL-compatible functions:

Setting and accessing parameters:

int rows;
XPRB.init();                   // Initialize BCL
XPRS.Init();                   // Initialize Xpress Optimizer
XPRSprob opt_prob;
XPRBprob bcl_prob;
bcl_prob = new XPRBprob("Example1"); // Create a new problem in BCL
   ...                         // Define the problem
bcl_prob.loadMat();
opt_prob = bcl_prob.getXPRSprob();
opt_prob.MaxTime = 60;         // Set a time limit of 60 seconds
opt_prob.MIPAddCutoff = 0.999; // Set an ADDCUTTOFF value
rows = opt_prob.OriginalRows;  // Get number of rows
bcl_prob.setSense(BCLconstant.XPRB_MAXIM); // Select maximization
bcl_prob.lpOptimize();         // Maximize the LP problem

Using Xpress Optimizer callbacks (multi-threaded MIP):

public class IntSolExample
  public static void PrintSolution(XPRSprob opt_prob, object my_object)
  {
    XPRBprob bcl_prob = (XPRBprob)my_object;
    bcl_prob.beginCB(opt_prob);
    int num = opt_prob.MIPSols;
    bcl_prob.sync(BCLconstant.XPRB_XPRS_SOL); // Update BCL solution values
    System.Console.WriteLine("Solution "+num+": Objective value: "+bcl_prob.getObjVal());
    XPRBvar x = bcl_prob.getVarByName("x_1");
    if( x.getColNum() > -1 ) // Test whether variable is in the matrix
      System.Console.WriteLine(x.getName() + ": " + x.getSol());
    bcl_prob.endCB();
  }

  public static void Main()
  {
    XPRB.init();
    XPRS.Init();
    XPRBprob bcl_prob = new XPRBprob("Example1");
    XPRBvar x = bcl_prob.newVar("x_1", BCLconstant.XPRB_BV); // Define a variable
       ...                                      // Define the rest of the problem
    XPRSprob opt_prob = bcl_prob.getXPRSprob();
    // Define an integer solution callback
    IntsolCallback printsol = new IntsolCallback(PrintSolution);
    opt_prob.AddIntsolCallback(printsol, (object)bcl_prob);
    bcl_prob.setSense(BCLconstant.XPRB_MAXIM);
    bcl_prob.mipOptimize();                     // Maximize the MIP problem
  }
}

The code extract below shows how to access MIP solution information directly through the Optimizer library functions using the column or row indices saved for BCL modeling objects. In this case there is no need for synchronization of BCL with the local solution information.

public class IntSolExample2
  public static void XPRSIntSolEvent(XPRSprob opt_prob, object my_object)
  {
    XPRBprob bcl_prob = (XPRBprob)my_object;
    int ncol = opt_prob.OriginalCols; // Get the number of columns
    double[] sol = new double[ncol];
    opt_prob.GetLpSol(sol);           // Get the solution
    int num = opt_prob.MIPSols;       // Get number of the solution
    System.Console.WriteLine("Solution {0}: Objective value: {1}",num,opt_prob.LPObjVal);
    XPRBvar x = bcl_prob.getVarByName("x_1");
    if( x.getColNum() >= 0 ) // Test whether variable is in the matrix
      System.Console.WriteLine(x.getName() + ": " + sol[x.getColNum()]);
  }
}