/********************************************************
Xpress-BCL C++ Example Problems
===============================
file xbexpl.cxx
```````````````
Working with multiple problems.
(c) 2008 Fair Isaac Corporation
author: S.Heipcke, Jan. 2000, rev. Mar. 2011
********************************************************/
#include <iostream>
#include "xprb_cpp.h"
using namespace std;
using namespace ::dashoptimization;
/********************************************************/
/* 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 p2("expl2"), p3("expl3"), *p4;
/* Initialize BCL and create 2 problems */
/***********************************************************************/
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()
{
XPRBvar x[5];
XPRBctr ctr[4];
XPRBexpr lobj;
double objcof[]={2.0,1.0,1.0,1.0,0};
int i;
/* Define 5 integer variables in 0,...,100 */
for(i=0;i<5;i++) x[i] = p2.newVar(XPRBnewname("x_%d",i),XPRB_UI,0,100);
/* Create the constraints:
ctr0: x0 +10 <= x1
ctr1: x1 <= x3
ctr2: x1 + 8 <= x2 */
ctr[0]=p2.newCtr("ctr0", x[0] +10 <= x[1]);
ctr[1]=p2.newCtr("ctr1", x[1] <= x[3]);
ctr[2]=p2.newCtr("ctr2", x[1] + 8 <= x[2]);
lobj=0;
for(i=0;i<5;i++) lobj += objcof[i]*x[i];
p2.setObj(p2.newCtr("OBJ",lobj)); /* Select objective function */
p2.setSense(XPRB_MINIM); /* Set objective sense to minimization */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
p2.exportProb(XPRB_LP,"expl2"); /* Matrix generation and output */
p2.print(); /* Print current problem definition */
p2.lpOptimize(""); /* Solve the LP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
ctr[0].setRange(-15,-5); /* Transform constraint into range constraint */
cout << endl << "<<<<<<<<Constraint transformed into range:>>>>>>>>" << endl;
p2.print(); /* Print current problem definition */
for(i=0;i<4;i++)
{ x[i].print(); cout << " "; } /* Print new variable bounds */
cout << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
ctr[0].setType(XPRB_L); /* Change range constraint back to constraint */
cout << endl << "<<<<<<<<Constraint restored to inequality:>>>>>>>>" << endl;
p2.print(); /* Print current problem definition */
ctr[0].setTerm(-10); /* Set new RHS value */
cout << "<<<<<<<<Restore original RHS value:>>>>>>>>" << endl;
p2.print(); /* Print current problem definition */
x[1].setLB(15); /* Change the bound on a variable */
cout << "<<<<<<<<Variable bound changed:>>>>>>>>" << endl;
for(i=0;i<4;i++)
{ x[i].print(); cout << " "; } /* Print new variable bounds */
cout << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
/* Change constraint coefficient and RHS */
ctr[1].setTerm(x[1],-3); /* ctr1: x1 <= 3*x3 */
ctr[0].addTerm(-10); /* ctr0: x0 + 20 <= x1 */
cout << endl << "<<<<<<<<Constraint coefficient and RHS changed:>>>>>>>>" << endl;
for(i=0;i<3;i++) ctr[i].print();
for(i=0;i<4;i++)
{ x[i].print(); cout << " "; } /* Print new variable bounds */
cout << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
/* Change constraint type */
ctr[2].setType(XPRB_G); /* ctr2: x1 + 8 >= x2 */
cout << endl << "<<<<<<<<Constraint type changed:>>>>>>>>" << endl;
for(i=0;i<3;i++) ctr[i].print();
for(i=0;i<4;i++)
{ x[i].print(); cout << " "; } /* Print variable bounds */
cout << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
/* Add another constraint ctr3: x0 +37<= x2 */
ctr[3] = p2.newCtr("ctr3", x[0]+37 <= x[2]);
cout << endl << "<<<<<<<<Constraint added:>>>>>>>>" << endl;
p2.print();
for(i=0;i<4;i++)
{ x[i].print(); cout << " "; } /* Print variable bounds */
cout << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
/* delete a constraint */
p2.delCtr(ctr[2]);
cout << endl << "<<<<<<<<Constraint deleted:>>>>>>>>" << endl;
p2.print();
for(i=0;i<4;i++)
{ x[i].print(); cout << " "; } /* Print variable bounds */
cout << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl;
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
}
/**** Expl 3: Knapsack problem: accessing variables ****/
void expl3()
{
XPRBvar x[4];
XPRBexpr le, lobj;
XPRBctr ctr;
double coeff[]={30.0, 32.0, 27.0, 11.0};
double objcof[]={9.0, 15.0, 8.0, 3.0};
int i;
for(i=0;i<4;i++) /* Define 4 binary variables */
x[i] = p3.newVar(XPRBnewname("x_%d",i),XPRB_BV);
/* Create the knapsack constraint:
sum_i coeff[i]*x[i] <= 70 */
for(i=0;i<4;i++) le += coeff[i]*x[i];
ctr = p3.newCtr("sumkn", le <= 70);
for(i=0;i<4;i++) lobj += objcof[i]*x[i];
p3.setObj(p3.newCtr("OBJ",lobj)); /* Set objective function */
/* p3.print(); */ /* Uncomment to print the problem */
p3.exportProb(XPRB_MPS,"expl3"); /* Matrix output in MPS format */
p3.setSense(XPRB_MAXIM); /* Change to maximization */
p3.mipOptimize(""); /* Solve the MIP */
cout << "Objective: " << p3.getObjVal() << endl; /* Get objective value */
for(i=0;i<4;i++) /* Print the solution */
cout << x[i].getName() << ": " << x[i].getSol() << " (rc:" << x[i].getRCost() << ")" << endl;
cout << "Dual: " << ctr.getDual() << ", slack:" << ctr.getSlack() << endl;
/* Print dual & slack values */
cout << endl << "<<<<<<<<Variable type changed from BV to UI>>>>>>>>" << endl;
x[1].setType(XPRB_UI); /* Change variable type */
cout << x[1].getName() << ": bounds: " << x[1].getLB() << " " << x[1].getUB();
cout << ", type: " << x[1].getType() << ", index: " << x[1].getColNum() << endl;
p3.mipOptimize(""); /* Re-solve MIP */
cout << "Objective: " << p3.getObjVal() << endl; /* Get objective value */
cout << endl << "<<<<<<<<Variable bound changed: no matrix regeneration>>>>>>>>" << endl;
x[1].setUB(3); /* Change variable bound */
cout << x[1].getName() << ": bounds: " << x[1].getLB() << " " << x[1].getUB();
cout << ", type: " << x[1].getType() << ", index: " << x[1].getColNum() << endl;
p3.mipOptimize(""); /* Re-solve MIP */
cout << "Objective: " << p3.getObjVal() << endl; /* Get objective value */
for(i=0;i<4;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl << endl << "<<<<<<<<Variable type changed from UI to PI>>>>>>>>" << endl;
x[1].setType(XPRB_PI); /* Change variable type */
x[1].setLim(2); /* Set the integer limit for
the partial integer variable */
x[1].print(); cout << endl; /* Print current variable definition */
p3.mipOptimize(""); /* Re-solve MIP */
cout << "Objective: " << p3.getObjVal() << endl; /* Get objective value */
for(i=0;i<4;i++) /* Print the solution */
cout << x[i].getName() << ": " << x[i].getSol() << " (rc:" << x[i].getRCost() << ")" << endl;
cout << "Dual: " << ctr.getDual() << ", slack:" << ctr.getSlack() << endl;
/* Print dual & slack values */
}
/****Expl 4: a small unbounded problem ****/
void expl4()
{
XPRBvar x[2];
int i;
p4=new XPRBprob("expl4"); /* Create a new problem */
/* Define 2 variables in [0,PLUSINFINITY] */
for(i=0;i<2;i++) x[i]=p4->newVar(XPRBnewname("x_%d",i));
/* Create the constraints:
ctr0: 4*x0 + x1 >= 4
ctr1: x0 + x1 >= 3
ctr2: x0 + 2*x1 >= 4 */
p4->newCtr("c1", 4*x[0] + x[1] >= 4);
p4->newCtr("c2", x[0] + x[1] >= 3);
p4->newCtr("c3", x[0] + 2*x[1] >= 4);
p4->setObj(p4->newCtr("OBJ", x[0]+x[1])); /* Define and set obj. function */
/* Try out the effect of solving without presolve:
XPRSsetintcontrol(XPRBgetXPRSprob(), XPRS_PRESOLVE, 0);
XPRSsetintcontrol(XPRBgetXPRSprob(), XPRS_MIPPRESOLVE, 0);
*/
p4->setSense(XPRB_MAXIM); /* Change to maximization */
p4->lpOptimize(""); /* Solve the LP */
cout << "Problem status: " << p4->getProbStat() << " LP status: " ;
cout << p4->getLPStat() << " MIP status: " << p4->getMIPStat() << endl;
cout << "Objective: " << p4->getObjVal() << endl; /* Get objective value */
for(i=0;i<2;i++) /* Print solution values */
cout << x[i].getName() << ":" << x[i].getSol() << " ";
cout << endl;
}
/***Expl5: Working with different problems****/
void expl5()
{
int i;
cout << endl << "<<<<<<<<Re-solve problem " << p2.getName() << ">>>>>>>>" << endl;
p2.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p2.getProbStat() << " LP status: " ;
cout << p2.getLPStat() << " MIP status: " << p2.getMIPStat() << endl;
cout << "Objective: " << p2.getObjVal() << endl; /* Get objective value */
for(i=0;i<4;i++) /* Print solution values */
cout << "x_" << i << ":" << p2.getVarByName(XPRBnewname("x_%d",i)).getSol() << " ";
cout << endl << endl << "<<<<<<<<Delete problem " << p4->getName() << ">>>>>>>>" << endl;
p4->print(); /* Print the problem def. */
delete p4; /* Delete the problem: this is only possible
because it has been defined as a pointer,
and not as an object (case of p2 and p3)*/
cout << "<<<<<<<<Re-solve problem " <<p3.getName() << " and print it>>>>>>>>" << endl;
p3.print(); /* Print the problem def. */
p3.mipOptimize(""); /* Solve the MIP */
cout << "Problem status: " << p3.getProbStat() << " LP status: " ;
cout << p3.getLPStat() << " MIP status: " << p3.getMIPStat() << endl;
cout << "Objective: " << p3.getObjVal() << endl; /* Get objective value */
for(i=0;i<4;i++) /* Print solution values */
cout << "x_" << i << ":" << p3.getVarByName(XPRBnewname("x_%d",i)).getSol() << " ";
cout << endl;
}
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