GoalObj - Archimedian and pre-emptive goal programming using objective functions

/********************************************************
 * Xpress-BCL Java Example Problems
 * ================================
 *
 * file xbgoalobj.java
 * ```````````````````
 * Archimedian and pre-emptive goal programming
 * using objective functions.
 *
 * (c) 2008-2024 Fair Isaac Corporation
 * author: S.Heipcke, 2005, rev. Mar. 2011
 ********************************************************/

import com.dashoptimization.*;

public class xbgoalobj {
  static final int NGOALS = 3;

  /**** Data ****/
  static final String[] Type = {"perc", "abs", "perc"};

  static final String[] Sense = {"max", "min", "max"};
  static final double[] Weight = {100, 1, 0.1};
  static final double[] Deviation = {10, 4, 20};

  public static void main(String[] args) throws XPRSprobException, XPRSexception {
    try (XPRBprob prob = new XPRBprob("Goal"); /* Initialize BCL and create a new problem */
        XPRBexprContext context =
            new XPRBexprContext(); /* Release XPRBexpr instances at end of block. */
        XPRS xprs = new XPRS()) {
        /* Initialize Xpress-Optimizer */
      XPRBvar x, y;
      XPRBexpr[] goal;
      XPRBexpr wobj;
      XPRBctr[] goalCtr;
      XPRBctr aCtr;
      double[] Target;
      int i, g;

      Target = new double[NGOALS];
      goalCtr = new XPRBctr[NGOALS];
      goal = new XPRBexpr[NGOALS];
      wobj = new XPRBexpr();

      /* Adding the variables */
      x = prob.newVar("x", XPRB.PL);
      y = prob.newVar("y", XPRB.PL);

      /* Adding a constraint */
      aCtr = prob.newCtr("Limit", x.mul(42).add(y.mul(13)).lEql(100));

      /* Goals */
      goal[0] = x.mul(5).add(y.mul(2)).add(-20);
      goal[1] = x.mul(-3).add(y.mul(15)).add(-48);
      goal[2] = x.mul(1.5).add(y.mul(21)).add(-3.8);
      for (g = 0; g < NGOALS; g++) goalCtr[g] = prob.newCtr("Goal" + (g + 1), goal[g]);

      /**** Archimedian GP ****/
      System.out.println("Archimedian:");
      for (g = 0; g < NGOALS; g++) {
        if (Sense[g] == "max") wobj.add(((XPRBexpr) goal[g].clone()).mul(-Weight[g]));
        else wobj.add(((XPRBexpr) goal[g].clone()).mul(Weight[g]));
      }
      prob.setObj(wobj);
      prob.getXPRSprob().setIntControl(XPRS.OUTPUTLOG, 0);
      prob.lpOptimize("");

      /* Solution printout */
      System.out.println(" Solution: x: " + x.getSol() + ", y: " + y.getSol());
      System.out.println(" Goal   Target     Value");
      for (g = 0; g < NGOALS; g++)
        System.out.println(
            "  "
                + (g + 1)
                + "       "
                + Sense[g]
                + "      "
                + (goalCtr[g].getAct() - goalCtr[g].getRHS()));

      /**** Prememptive GP ****/
      System.out.println("Prememptive:");
      i = -1;
      while (i < NGOALS - 1) {
        i += 1;
        if (Sense[i] == "max") {
          prob.setObj(goal[i]);
          prob.setSense(XPRB.MAXIM);
          prob.lpOptimize("");
          if (prob.getLPStat() != XPRB.LP_OPTIMAL) {
            System.out.println("Cannot satisfy goal " + (i + 1));
            break;
          } else {
            Target[i] = prob.getObjVal();
            if (Type[i] == "perc") Target[i] -= Math.abs(Target[i]) * Deviation[i] / 100;
            else Target[i] -= Deviation[i];
            if (i < NGOALS - 1) goalCtr[i].add(Target[i]);
            goalCtr[i].setType(XPRB.G);
          }
        } else {
          prob.setObj(goal[i]);
          prob.setSense(XPRB.MINIM);
          prob.lpOptimize("");
          if (prob.getLPStat() != XPRB.LP_OPTIMAL) {
            System.out.println("Cannot satisfy goal " + i);
            break;
          } else {
            Target[i] = prob.getObjVal();
            if (Type[i] == "perc") Target[i] += Math.abs(Target[i]) * Deviation[i] / 100;
            else Target[i] += Deviation[i];
            if (i < NGOALS - 1) goalCtr[i].add(Target[i]);
            goalCtr[i].setType(XPRB.L);
          }
        }
        System.out.println("Solution(" + (i + 1) + "):  x: " + x.getSol() + ", y: " + y.getSol());
      }

      /* Solution printout */
      System.out.println(" Goal        Target                Value");
      for (g = 0; g <= i; g++) {
        System.out.print(
            "  "
                + (g + 1)
                + "    "
                + (goalCtr[g].getType() == XPRB.G ? " >=  " : " <=  ")
                + Target[g]);
        if (g == NGOALS - 1) System.out.println("   " + prob.getObjVal());
        else System.out.println("   " + (goalCtr[g].getAct() - goalCtr[g].getRHS() + Target[g]));
      }
    }
  }
}