Introduction

The Optimizer functionality is exposed through the XPRS and XPRSprob classes, which reside in the Optimizer namespace, which resides in the FICO.Xpress.XPRSdn package or the xprsdn.dll assembly. Each source file that uses the Optimizer should import the Optimizer namespace and should be compiled with a reference to FICO.Xpress.XPRSdn.

The Xpress .NET interfaces are distributed as NuGet packages in the xpressmp/lib/nuget folder. If using Visual Studio, you can add this folder as a NuGet package source by performing the following steps:

1. Click on NuGet Package Manager > Package Manager Settings in the Tools menu.

2. Select Package Sources.

3. Click the + icon to add a new source, then name it "Xpress local packages".

4. Select the folder C:\xpressmp\lib\nuget

5. Click Update.

6. Ensure the box to the left of "Xpress local packages" in the package sources list is checked.

7. Click OK to save the changes.

To add the wrapper to a Visual Studio project:

1. Select Manage NuGet Packages from the Project menu.

2. Select Xpress local packages from the Package source drop-down in the upper right, then select FICO.Xpress.XPRSdn from the Browse tab, and click Install to add it to the project.

If you are using the .NET CLI, use the following command to add xprsdn to your project:

dotnet add package -s C:\xpressmp\lib\nuget FICO.Xpress.XPRSdn

In all cases, the wrapper does not include the Xpress Solver and a local installation of Xpress will be required to use the wrapper library.

The .NET wrapper for the Xpress Optimizer has been designed to look and feel like the Common Language Runtime. Compare code using the existing C Optimizer interface with the following C# example:

using Optimizer;

XPRS.Init("");
Console.WriteLine(XPRS.GetBanner());

XPRSprob prob = new XPRSprob();
prob.ReadProb("myprob","");
prob.Maxim("g");

prob.Dispose();
XPRS.Free();

The Optimizer functions have been renamed and put into classes. The function name is missing the XPRS prefix, and according to the .NET naming convention, each word is capitalized. Functions operating on a problem pointer are methods of an XPRSprob object; the rest are static methods of the XPRS class.

The Optimizer controls and attributes are properties of the XPRSprob object.

They have been renamed in a similar way to the functions:

prob.Presolve = 0;

Some attributes such as MIPStatus and LPStatus are no longer integers but have enumeration types, e.g. MIPStatus and LPStatus:

if (prob.MIPStatus == MIPStatus.Infeasible) {
  ...

The Optimizer callbacks are accessed by registering appropriate delegates.

For example, to install a method OptimizerMsg of the current class as a callback to receive Optimizer messages, you can create a MessageCallback delegate object from the function and add it to the problem:

prob.AddMessageCallback(this.OptimizerMsg);

To remove a callback you use a function like RemoveMessageCallback.

An example of defining a message callback method, as demonstrated in the FICO Xpress Optimization Examples Repository:

public void OptimizerMsg (XPRSprob prob, object data, string message, int len, int msglvl)
{
  switch(msglvl)
  {
    case 3:
    case 4:
      Console.WriteLine ("{0}: {1}", data, message);
      break;
  }
}

Most of the functions in the C interface to the Optimizer use an integer return code to indicate if an error occurred.

The XPRS and XPRSprob member functions instead use the .NET exception mechanism to handle errors, throwing an exception of type XPRSException. This makes error handling easier, since a check is not required with every function call:

try {
  XPRS.Init(""); 
  Console.WriteLine(XPRS.GetBanner());
  XPRSprob prob = new XPRSprob();
  prob.ReadProb("myprob","");
  prob.MipOptimize("g");
  } 
catch (XPRSException e) {
  Console.WriteLine (e);
}

Because the return code is not used to indicate error status, several methods instead return data that in the C interface is returned via an output parameter. In general, a function that retrieves a single value returns it, whereas a function that retrieves more than one value is declared void and uses output parameters. For example:

/* In C# */
try {
  string name = prob.GetProbName ();
} catch (XPRSException e) {

/* In C */
char name[32];
int ret = XPRSgetprobname (name);
if (ret != 0) {

.NET uses a garbage collector, and it will eventually destroy unreferenced objects.

Optimizer problems can take up large amounts of memory and so a Dispose function is provided to immediately free up this memory. Any operation performed on an XPRSprob object after it has been disposed will throw an exception.

XPRSprob prob = new XPRSprob ();
...
prob.Dispose ();