/**********************************************************************************\
* Name: Trimloss.c Fair Isaac 14/03/2014 *
* Purpose: Modify a problem by adding an extra variable within an additional *
* constraint. *
* Description: We take a trimloss problem in which each integer variable x(p) *
* represents the number of rolls cut to pattern p. *
* We define a new integer variable y=SUM(p)x(p) and add the associated*
* constraint *
* x(1)+x(2)+...+x(N)-y = 0 *
* We do this by first adding a row containing the (unitary) *
* coefficients of the x(p), and then a column corresponding to y. *
* We output the revised matrix to a file and then solve the revised *
* MIP, giving y the highest branching priority. Finally, we output *
* the solution, both to the screen and to an ASCII solution file. *
* Input: trimloss.mps original matrix file *
* Output: trimloss.log log file *
* Trimloss.sol binary solution file - produced by default *
* Revised.mps revised matrix file *
* Revised.asc ASCII solution file *
* Revised.hdr header for the ASCII solution file *
\**********************************************************************************/
import java.io.*;
import java.text.DecimalFormat;
import com.dashoptimization.*;
public class Trimloss {
/**
* Execute example from command-line
**/
public static void main(String[] args) {
Trimloss trimloss = null;
XPRS.init();
try {
System.out.println(XPRS.getBanner());
trimloss = new Trimloss();
trimloss.run();
} finally {
if (trimloss!=null) trimloss.destroy();
XPRS.free();
}
}
/**
* XPRSprob for the trimloss problem
**/
private XPRSprob probg;
/**
* The index of the newly-added now
**/
private int addedRowIndex;
/**
* The index of the newly-added column
**/
private int addedColIndex;
/**
* Initialize Trimloss problem
**/
public Trimloss() {
probg = new XPRSprob();
}
/**
* Destroy the Trimloss problem
**/
public void destroy() {
probg.destroy();
}
/**
* Execute Trimloss example
**/
public void run() {
/* Setup the logfile */
File logfile = new File("trimloss.log");
if (logfile.exists()) logfile.delete();
probg.setLogFile(logfile.toString());
/* Print Xpress version number */
DecimalFormat versionNumberFormatter = new DecimalFormat("0.00");
System.out.println("Xpress Optimizer Subroutine Library Release "+versionNumberFormatter.format( (double)probg.controls().getVersion()/100 ));
/* Load initial problem */
loadInitialProblem();
/* Add new row */
addNewRow();
/* Add new column */
addNewColumn();
/* Output the revised matrix */
probg.writeProb("revised");
/* Solve the MIP */
solveProblem();
/* Display solution */
printSolution();
/* Write solution to an ASCII file */
probg.writeSol("revised");
}
/**
* Loads the initial trimloss matrix into the Xpress-Optimizer problem
**/
private void loadInitialProblem() {
probg.readProb("../data/trimloss");
}
/**
* Adds a new row to the matrix
**/
private void addNewRow() {
int nCol = probg.attributes().getCols(); /* nCol = number of columns in the matrix */
int nNewRows = 1; /* Adding 1 new row */
double[] dRHS = {0.0};
int[] nRowStart = {0};
byte[] sRowType = {'E'};
/* Store the coefficients of x(p); */
int nRowElem = nCol; /* New row has a coefficient in every column */
double[] pRowVal = new double[nRowElem];
int[] pColInd = new int[nRowElem];
for (int i=0;i<nCol;i++) {
pRowVal[i] = 1.0;
pColInd[i] = i;
}
/* Add the new row */
probg.addRows( nNewRows, nRowElem, sRowType, dRHS, null, nRowStart, pColInd, pRowVal );
/* New row will have been added at end of matrix */
this.addedRowIndex = probg.attributes().getRows() - 1;
/* Set new row name */
String[] newNames = {"NewRow"};
probg.addNames( 1 /* 1 = row names */ , newNames, addedRowIndex, addedRowIndex );
}
/**
* Adds a new column to the matrix
**/
private void addNewColumn() {
int nRow = probg.attributes().getRows(); /* nRow = number of rows in the matrix */
int nNewCols = 1; /* Adding 1 new column */
int nColElem = 1; /* New column has a single nonzero */
double[] dObjCoef = {0.0};
int[] nColStart = {0};
double[] pColVal = {-1.0}; /* The coefficient of -y */
int[] pRowInd = {nRow-1};
double[] dLowerBnd = {0.0};
double[] dUpperBnd = {90.0}; /* The sum of the bounds on the x(p) */
/* Add the new column */
probg.addCols( nNewCols, nColElem, dObjCoef, nColStart, pRowInd, pColVal, dLowerBnd, dUpperBnd );
/* New column will have been added at the end of the matrix */
this.addedColIndex = probg.attributes().getCols() - 1;
/* Make the new column an integer variable */
int nTypeChg = 1;
int[] nNewColInd = {addedColIndex};
byte[] sColType = {'I'};
probg.chgColType( nTypeChg, nNewColInd, sColType );
/* Set the new column name */
String[] newNames = {"y"};
probg.addNames( 2 /* 2 = column names */, newNames, addedColIndex, addedColIndex );
}
/**
* Solves the mixed-integer problem
**/
private void solveProblem() {
/* Turn off presolve and permit no cuts */
probg.controls().setPresolve(0);
probg.controls().setCutStrategy(0);
/* Assign the y variable a high branching priority (1)
- by default the original x(p) variables have low priority (500) */
int[] nNewColIndex = {addedRowIndex};
int[] nColPrior = {1};
/* Load this directive */
probg.loadDirs( 1, nNewColIndex, nColPrior, null, null, null );
probg.mipOptimize();
}
/**
* Displays the solution
**/
private void printSolution() {
if (probg.attributes().getMIPStatus()==XPRSenumerations.MIPStatus.OPTIMAL) {
System.out.println(" Problem solved to optimality");
int nCol = probg.attributes().getCols();
/* Allocate memory for the solution array */
double[] x = new double[ nCol ];
/* Get the primal solution values */
probg.getMipSol(x);
/* Display the objective and solution values */
System.out.println();
System.out.println(" Minimum loss is " + probg.attributes().getMIPObjVal());
System.out.println();
System.out.println(" The solution values are");
for (int i=0;i<nCol-1;i++)
System.out.println(" x("+(i+1)+") = "+x[i]);
System.out.println(" y = "+x[nCol-1]);
}
else {
System.out.println(" Problem was "+probg.attributes().getMIPStatus());
}
}
} |
