Changing the optimization problem
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| Type: | Programming |
| Rating: | 2 (easy-medium) |
| Description: | Changing an optimization problem using the Xpress Python interface. |
| File(s): | small_change.py |
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| small_change.py |
# Example: changing an optimization problem using the Xpress Python
# interface.
#
# (C) Fair Isaac Corp., 1983-2020
import xpress as xp
x = xp.var()
y = xp.var()
cons1 = x + y >= 2
upperlim = 2*x + y <= 3
p = xp.problem()
p.addVariable(x, y)
p.setObjective((x-4)**2 + (y-1)**2)
p.addConstraint(cons1, upperlim)
p.write('original', 'lp')
p.chgcoef(cons1, x, 3) # coefficient of x in cons1 becomes 3
p.chgcoef(1, 0, 4) # coefficient of y in upperlim becomes 4
p.write('changed', 'lp')
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