/********************************************************
BCL Example Problems
====================
file xbexpl.c
`````````````
Working with multiple problems.
(c) 2008 Fair Isaac Corporation
author: S.Heipcke, Jan. 2000, rev. Mar. 2011
********************************************************/
#include <stdio.h>
#include "xprb.h"
/********************************************************/
/* This file illustrates how to */
/* - do changes to the problem definition */
/* - retrieve solution information */
/* - define and work with several problems */
/* */
/* Define at least one of the following options. It is */
/* possible to define all together. In this case the */
/* last function (expl5) that shows how to switch */
/* between problems is activated too. */
/********************************************************/
#define CHGCTR /* Accessing and modifying constraints */
#define CHGVAR /* Accessing and modifying variables */
#define UNBOUNDED /* Solve a small unbounded problem */
void expl2(void);
void expl3(void);
void expl4(void);
void expl5(void);
XPRBprob prob2, prob3, prob4; /* Problem definitions */
/***********************************************************************/
int main(int argc, char **argv)
{
#ifdef CHGCTR
expl2();
#endif
#ifdef CHGVAR
expl3();
#endif
#ifdef UNBOUNDED
expl4();
#ifdef CHGCTR
#ifdef CHGVAR
expl5();
#endif
#endif
#endif
return 0;
}
/***********************************************************************/
/**** Expl 2: changing bounds and operations on constraints ****/
void expl2(void)
{
XPRBvar x[5];
XPRBctr ctr[4], cobj;
double objcof[]={2.0,1.0,1.0,1.0,0};
int i;
prob2=XPRBnewprob("expl2"); /* Create a new problem */
/* Define 5 integer variables in 0,...,100 */
for(i=0;i<5;i++) x[i]=XPRBnewvar(prob2,XPRB_UI,XPRBnewname("x_%d",i),0,100);
/* Create the constraints:
ctr0: x0 +10 <= x1
ctr1: x1 <= x3
ctr2: x1 + 8 <= x2 */
ctr[0]=XPRBnewprec(prob2,"ctr0",x[0],10,x[1]);
ctr[1]=XPRBnewprec(prob2,"ctr1",x[1],0,x[3]);
ctr[2]=XPRBnewprec(prob2,"ctr2",x[1],8,x[2]);
cobj = XPRBnewctr(prob2,"OBJ",XPRB_N);
for(i=0;i<5;i++) XPRBaddterm(cobj,x[i],objcof[i]);
XPRBsetobj(prob2,cobj); /* Select objective function */
XPRBsetsense(prob2,XPRB_MINIM); /* Set objective sense to minimization */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
XPRBexportprob(prob2,XPRB_LP,"expl2"); /* Matrix generation and output */
XPRBprintprob(prob2); /* Print current problem definition */
XPRBlpoptimize(prob2,""); /* Solve the LP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
XPRBsetrange(ctr[0],-15,-5); /* Transform ctr[0] into range constraint */
printf("\n<<<<<<<<Constraint transformed into range:>>>>>>>>\n");
XPRBprintprob(prob2); /* Print current problem definition */
for(i=0;i<4;i++)
{ XPRBprintvar(x[i]); printf(" "); } /* Print new variable bounds */
printf("\n");
XPRBmipoptimize(prob2,""); /* Solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
XPRBsetctrtype(ctr[0],XPRB_L); /* Change ctr[0] back to constraint */
printf("\n<<<<<<<<Constraint restored to inequality:>>>>>>>>\n");
XPRBprintprob(prob2); /* Print current problem definition */
XPRBsetterm(ctr[0],NULL,-10); /* Set new RHS value */
printf("<<<<<<<<Restore original RHS value:>>>>>>>>\n");
XPRBprintprob(prob2); /* Print current problem definition */
XPRBsetlb(x[1],15); /* Change the bound on a variable */
printf("<<<<<<<<Variable bound changed:>>>>>>>>\n");
for(i=0;i<4;i++)
{ XPRBprintvar(x[i]); printf(" "); } /* Print new variable bounds */
printf("\n");
XPRBmipoptimize(prob2,""); /* Solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
/**** Change constraint coefficient and RHS ****/
XPRBsetterm(ctr[1],x[1],-3); /* ctr1: x1 <= 3*x3 */
XPRBaddterm(ctr[0],NULL,-10); /* ctr0: x0 + 20 <= x1 */
printf("\n<<<<<<<<Constraint coefficient and RHS changed:>>>>>>>>\n");
for(i=0;i<3;i++) XPRBprintctr(ctr[i]);
for(i=0;i<4;i++)
{ XPRBprintvar(x[i]); printf(" "); } /* Print new variable bounds */
printf("\n");
XPRBmipoptimize(prob2,""); /* Re-generate the matrix and solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
/**** Change constraint type ****/
XPRBsetctrtype(ctr[2],XPRB_G); /* ctr2: x1 + 8 >= x2 */
printf("\n<<<<<<<<Constraint type changed:>>>>>>>>\n");
for(i=0;i<3;i++) XPRBprintctr(ctr[i]);
for(i=0;i<4;i++)
{ XPRBprintvar(x[i]); printf(" "); } /* Print variable bounds */
printf("\n");
XPRBmipoptimize(prob2,""); /* Re-generate the matrix and solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
/**** Add another constraint ****/
ctr[3]=XPRBnewprec(prob2,"ctr3",x[0],37,x[2]); /* ctr4: x0 +37<= x2 */
printf("\n<<<<<<<<Constraint added:>>>>>>>>\n");
XPRBprintprob(prob2);
for(i=0;i<4;i++)
{ XPRBprintvar(x[i]); printf(" "); } /* Print variable bounds */
printf("\n");
XPRBmipoptimize(prob2,""); /* Re-generate the matrix and solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
/**** Delete a constraint ****/
XPRBdelctr(ctr[2]);
printf("\n<<<<<<<<Constraint deleted:>>>>>>>>\n");
XPRBprintprob(prob2);
for(i=0;i<4;i++)
{ XPRBprintvar(x[i]); printf(" "); } /* Print variable bounds */
printf("\n");
XPRBmipoptimize(prob2,""); /* Re-generate the matrix and solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2));
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
}
/**** Expl 3: Knapsack problem: accessing variables ****/
void expl3(void)
{
XPRBvar x[4];
XPRBctr ctr, cobj;
double coeff[]={30.0,32.0,27.0,11.0};
double objcof[]={9.0,15.0,8.0,3.0}, lbd, ubd;
int i;
prob3=XPRBnewprob("expl3"); /* Create a new problem */
for(i=0;i<4;i++) /* Define 4 binary variables */
x[i]=XPRBnewvar(prob3,XPRB_BV,XPRBnewname("x_%d",i),0,1);
/* Create the knapsack constraint:
sum_i coeff[i]*x[i] <= 70 */
ctr = XPRBnewctr(prob3,"sumkn",XPRB_L);
for(i=0;i<4;i++) XPRBaddterm(ctr,x[i],coeff[i]);
XPRBaddterm(ctr,NULL,70);
cobj = XPRBnewctr(prob3,"OBJ",XPRB_N);
for(i=0;i<4;i++) XPRBaddterm(cobj,x[i],objcof[i]);
XPRBsetobj(prob3,cobj); /* Select objective function */
/* XPRBprintprob(prob3); */ /* Uncomment to print the problem */
XPRBexportprob(prob3,XPRB_MPS,"expl3"); /* Matrix output in MPS format */
XPRBsetsense(prob3,XPRB_MAXIM); /* Change to maximization */
XPRBmipoptimize(prob3,""); /* Solve MIP */
printf("Objective: %g\n",XPRBgetobjval(prob3)); /* Get objective value */
for(i=0;i<4;i++) /* Print the solution */
printf("%s: %g (rc:%g),\n",XPRBgetvarname(x[i]),XPRBgetsol(x[i]),
XPRBgetrcost(x[i]));
printf("Dual: %g, slack: %g\n",XPRBgetdual(ctr),XPRBgetslack(ctr));
/* Print dual & slack values */
printf("\n<<<<<<<<Variable type changed from BV to UI>>>>>>>>\n");
XPRBsetvartype(x[1],XPRB_UI); /* Change variable type */
XPRBgetbounds(x[1], &lbd, &ubd); /* Get variable bounds */
printf("%s: bounds: %g %g, type: %d, index: %d\n",
XPRBgetvarname(x[1]),lbd, ubd, XPRBgetvartype(x[1]),XPRBgetcolnum(x[1]));
XPRBmipoptimize(prob3,""); /* Re-solve MIP */
printf("Objective: %g\n",XPRBgetobjval(prob3)); /* Get objective value */
printf("\n<<<<<<<<Variable bound changed: no matrix regeneration>>>>>>>>\n");
XPRBsetub(x[1],3); /* Change variable bound */
XPRBgetbounds(x[1], &lbd, &ubd); /* Get variable bounds */
printf("%s: bounds: %g %g, type: %d, index: %d\n",
XPRBgetvarname(x[1]),lbd, ubd, XPRBgetvartype(x[1]),XPRBgetcolnum(x[1]));
XPRBmipoptimize(prob3,""); /* Re-solve MIP */
printf("Objective: %g\n",XPRBgetobjval(prob3)); /* Get objective value */
for(i=0;i<4;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n\n<<<<<<<<Variable type changed from UI to PI>>>>>>>>\n");
XPRBsetvartype(x[1],XPRB_PI); /* Change variable type */
XPRBsetlim(x[1],2); /* set the integer limit for
the partial integer variable */
XPRBprintvar(x[1]); printf("\n"); /* Print current variable definition */
XPRBmipoptimize(prob3,""); /* Re-solve MIP */
printf("Objective: %g\n",XPRBgetobjval(prob3)); /* Get objective value */
for(i=0;i<4;i++) /* Print the solution */
printf("%s: %g (rc:%g),\n",XPRBgetvarname(x[i]),XPRBgetsol(x[i]),
XPRBgetrcost(x[i]));
printf("Dual: %g, slack: %g\n",XPRBgetdual(ctr),XPRBgetslack(ctr));
/* Print dual & slack values */
}
/****Expl 4: a small unbounded problem ****/
void expl4(void)
{
XPRBvar x[2];
XPRBctr ctr;
double objcof[]={1.0,1.0};
int i;
prob4=XPRBnewprob("expl4"); /* Create a new problem */
/* Define 2 variables in [0,PLUSINFINITY] */
for(i=0;i<2;i++) x[i]=XPRBnewvar(prob4,XPRB_PL,XPRBnewname("x_%d",i),0,XPRB_INFINITY);
/* Create the constraints:
ctr0: 4*x0 + x1 >= 4
ctr1: x0 + x1 >= 3
ctr2: x0 + 2*x1 >= 4 */
ctr=XPRBnewctr(prob4,"c1",XPRB_G);
XPRBaddterm(ctr,x[0],4);
XPRBaddterm(ctr,x[1],1);
XPRBaddterm(ctr,NULL,4);
ctr=XPRBnewctr(prob4,"c2",XPRB_G);
XPRBaddterm(ctr,x[0],1);
XPRBaddterm(ctr,x[1],1);
XPRBaddterm(ctr,NULL,3);
ctr=XPRBnewctr(prob4,"c3",XPRB_G);
XPRBaddterm(ctr,x[0],1);
XPRBaddterm(ctr,x[1],2);
XPRBaddterm(ctr,NULL,4);
ctr = XPRBnewctr(prob4,"OBJ",XPRB_N);
for(i=0;i<2;i++) XPRBaddterm(ctr,x[i],objcof[i]);
XPRBsetobj(prob4,ctr); /* Select objective function */
/* Try out the effect of solving without presolve:
XPRSsetintcontrol(XPRBgetXPRSprob(prob4), XPRS_PRESOLVE, 0);
XPRSsetintcontrol(XPRBgetXPRSprob(prob4), XPRS_MIPPRESOLVE, 0);
*/
XPRBsetsense(prob4,XPRB_MAXIM); /* Change to maximization */
XPRBlpoptimize(prob4,""); /* Solve the LP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob4),XPRBgetlpstat(prob4),XPRBgetmipstat(prob4));
printf("Objective: %g\n",XPRBgetobjval(prob4)); /* Get objective value */
for(i=0;i<2;i++) /* Print solution values */
printf("%s:%g ", XPRBgetvarname(x[i]), XPRBgetsol(x[i]));
printf("\n");
}
/***Expl5: Working with different problems****/
void expl5(void)
{
int i;
/**** Re-solve problem 2 ****/
printf("\n<<<<<<<<Re-solve prob2>>>>>>>>\n");
XPRBsetsense(prob2,XPRB_MINIM); /* Change to minimization */
XPRBmipoptimize(prob2,""); /* Solve global */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob2),XPRBgetlpstat(prob2),XPRBgetmipstat(prob2));
printf("Objective: %g\n",XPRBgetobjval(prob2)); /* Get objective value */
for(i=0;i<4;i++) /* Print solution values */
printf("x_%d:%g ", i,
XPRBgetsol(XPRBgetbyname(prob2,XPRBnewname("x_%d",i),XPRB_VAR)));
/**** Delete problem 4 ****/
printf("\n\n<<<<<<<<Delete prob4>>>>>>>>\n");
XPRBprintprob(prob4); /* Print the problem def. */
XPRBdelprob(prob4); /* Delete the problem */
/**** Re-solve problem 3 ****/
printf("<<<<<<<<Re-solve prob3 and print it>>>>>>>>\n");
XPRBprintprob(prob3); /* Print the problem def. */
XPRBsetsense(prob3,XPRB_MAXIM); /* Change to maximization */
XPRBmipoptimize(prob3,""); /* Solve MIP */
printf("Problem status: %d LP status: %d MIP status: %d\n",
XPRBgetprobstat(prob3),XPRBgetlpstat(prob3),XPRBgetmipstat(prob3));
printf("Objective: %g\n",XPRBgetobjval(prob3)); /* Get objective value */
for(i=0;i<4;i++) /* Print solution values */
printf("x_%d:%g ", i,
XPRBgetsol(XPRBgetbyname(prob3,XPRBnewname("x_%d",i),XPRB_VAR)));
printf("\n");
}
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