FICO Xpress Optimization Examples Repository: Constraint types

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Constraint types - Logical, general, SOS, quadratic

Description

Small examples showing how to define special constraint types:

Stating logic clauses that resemble SAT-type formulations (BoolVars).
Formulating some constraints on the minimum and absolute values of linear combinations of variables (GeneralConstraints).
Using the 'pwl' construct to formulate a piecewise linear cost function (PiecewiseLinear).
Formulation of a small quadratic programming problem (QuadraticProgramming).
Approximation of a nonlinear function by a special ordered set of type 2 (SpecialOrderedSets) and of a quadratic function in 2 variables by special ordered sets of type 2 (SpecialOrderedSetsQuadratic).

ctrtypes_dnet.zip

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Source Files

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BoolVars.cs	[download]
BoolVars.csproj	[download]
GeneralConstraints.cs	[download]
GeneralConstraints.csproj	[download]
PiecewiseLinear.cs	[download]
PiecewiseLinear.csproj	[download]
QuadraticProgramming.cs	[download]
QuadraticProgramming.csproj	[download]
SpecialOrderedSets.cs	[download]
SpecialOrderedSets.csproj	[download]
SpecialOrderedSetsQuadratic.cs	[download]
SpecialOrderedSetsQuadratic.csproj	[download]

QuadraticProgramming.csproj

<Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>net5.0</TargetFramework>

    <IsPackable>false</IsPackable>
    <XpressExampleFiles Condition="'$(XpressExampleFiles)'==''">../../../data</XpressExampleFiles>
  </PropertyGroup>

  <ItemGroup>
    <PackageReference Include="FICO.Xpress.XPRSdn" Version="41.1.1" /> <!-- Version 41.1.1 or later -->
  </ItemGroup>
  
</Project>