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Perform RHS parametrics on a MIP problem


Type: Programming
Rating: 3 (intermediate)
Description: We take a production plan model and observe how the optimal value of the objective function changes as we vary the RHS element RESMAX(2), the resources available in Month 2. The program decrements RESMAX(2) from 6 to 1, and for each of these values assesses the feasibility of the revised problem and, where possible, finds the best integer solution. The results are displayed on screen and the problem statistics stored in a log file.
File(s): GlobalRHSParametrics.java
Data file(s): pplan.mps

GlobalRHSParametrics.java
/***********************************************************************
   Xpress Optimizer Examples
   =========================

   file GlobalRHSParametrics.java
   ```````````````
   Perform RHS parametrics on a global problem.

   (c) 2021-2025 Fair Isaac Corporation
***********************************************************************/

import com.dashoptimization.DefaultMessageListener;
import com.dashoptimization.XPRS;
import com.dashoptimization.XPRSprob;

import static com.dashoptimization.XPRSenumerations.ObjSense;
import static com.dashoptimization.XPRSenumerations.MIPStatus;

/** Perform RHS parametrics on a global problem.
 * We take a production plan model and observe how the optimal
 * value of the objective function changes as we vary
 * the RHS element RESMAX(2), the resources available in Month 2.
 * The program decrements RESMAX(2) from 6 to 1, and for each of these
 * values assesses the feasibility of the revised problem and, where
 * possible, finds the best integer solution.
 * The results are displayed on screen and the problem statistics
 * stored in a log file.
 */
public class GlobalRHSParametrics {

    /** Run the example.
     * @param args If non-empty then <code>args[0]</code> is used as problem,
     *             otherwise "pplan" is used.
     */
    public static void main(String[] args) {
        String problem = args.length == 0 ? "../data/pplan" : args[0];
        if (args.length > 0)
            problem = args[0];
        String logFile = "GlobalRHSParametrics.log";

        try (XPRSprob prob = new XPRSprob(null);
             XPRSprob copy = new XPRSprob(null)) {
            // Delete and define log file
            new java.io.File(logFile).delete();
            prob.setLogFile(logFile);

            // Install default output: We only print warning and error messages.
            prob.addMessageListener(new DefaultMessageListener(null, System.err, System.err));

            // Read the problem file
            prob.readProb(problem);

            // Set the objective sense
            prob.chgObjSense(ObjSense.MAXIMIZE);

            // Get the number rows and columns
            int rows = prob.attributes().getRows();
            int cols = prob.attributes().getCols();

            // Get the row index of RESMAX(2) */
            int index = prob.getIndex(1, "ResMax02");

            // Allocate memory for the basis status arrays
            int[] rowStatus = new int[rows];
            int[] colStatus = new int[cols];

            System.out.printf("The results of the parameter changes on pplan are:%n%n");

            // Decrement RESMAX(2) from 6 to 1
            for (int i = 6; i >= 1; --i) {
                double resmax2 = (double) i;

                // Change the RHS
                prob.chgRHS(index, resmax2);

                // Store the current matrix - as global will later change it
                copy.copyProb(prob);

                // Restore the previous optimal basis - for efficiency
                if (i < 6)
                    copy.loadBasis(rowStatus, colStatus);

                // Solve the root node relaxation
                copy.mipOptimize("l");

                // Get the status of the root solve
                MIPStatus status = copy.attributes().getMIPStatus();

                // If the root node could not be solved to optimality then exit the loop
                if (status == MIPStatus.LP_NOT_OPTIMAL) {
                    System.out.printf("   RESMAX(2)=%2.0f;  LP not solved to optimality%n", resmax2);
                    break;
                }

                // Get the optimal basis
                copy.getBasis(rowStatus, colStatus);

                // Search for an integer solution */
                copy.mipOptimize();

                // Check the global status
                status = copy.attributes().getMIPStatus();
                if (status == MIPStatus.INFEAS) {
                    System.out.printf("   RESMAX(2)=%2.0f;  infeasible%n", resmax2);
                    continue;
                }
                else if (status != MIPStatus.OPTIMAL) {
                    System.out.printf("   RESMAX(2)=%2.0f;  error %s%n", resmax2, status.toString());
                    continue;
                }

                // Get, and then print, the objective value of the best integer solution
                double obj = copy.attributes().getMIPObjVal();
                System.out.printf("   RESMAX(2)=%2.0f;  dObjValue=%4.1f%n", resmax2, obj);

            }
            System.out.println();
        }
    }
}

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