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Defining, posting and propagating linear constraints

Description
  • linctr.mos - Posting and propagating linear constraints
  • scalar_product.mos - Using 'dot' for the formulation of the scalar/dot product between an array of decision variables and an array of reals or integers
Further explanation of this example: 'Xpress Kalis Mosel Reference Manual'


Source Files
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linctr.mos[download]
scalar_product.mos[download]





scalar_product.mos

(!******************************************************
   CP example problems
   ===================
   
   file scalar_product.mos
   ```````````````````````
   Using the scalar/dot product operator for the efficient
   creation of `cplinexpr` expressions of the form:
     A_1 * x_1 + A_2 * x_2 + ... + A_n * x_n
   specified as:
     dot(x, A)
   with `x` an array of cpvar or cpfloatvar, and
        `A` an array of real or integer
   in place of using this less efficient form: 
     sum(i in 1..n) (x(i) * A(i))

   Copyright(C) 2019 Artelys S.A. and Fair Isaac Corporation
                     Creation: 2019, rev. Apr. 2022
*******************************************************!)

model "Scalar_Product"
 uses "kalis"
 options keepassert

 setparam("KALIS_VERBOSE_LEVEL", 1)

 declarations
   n: integer         ! Specify the test size
 end-declarations
 n := 10
 if isodd(n) then
   n += 1
 end-if

!**** Case 1: Defining a linear constraint over cpvar ****
 declarations
   R=1..n
   x: array(R) of cpvar
   A: array(R) of real
   AIntVersion: array(R) of integer
   Sp : cplinexp
 end-declarations

! Initialization
 forall(i in R) do
   setname(x(i), "x" +i)
   -100 <= x(i); x(i) <= 100
   A(i) := i
   AInt(i) := i
 end-do

! Constraint definition
 Sp := dot(x, A)
! Same expression as: Sp := sum(i in R) (x(i) * A(i))
 Sp = 3                 ! Posting the constraint

!**** Case 2: Working with 2-dimensional arrays ****
 m := n div 2
 declarations
   RM=1..m
   R2=1..2
   x2: array(RM, R2) of cpvar
   B: array(RM, R2) of real
   BInt: array(RM, R2) of integer
   sp2 : cplinexp
 end-declarations

! Initialization
 forall(i in RM, j in R2) do
   setname(x2(i,j), "x" + i + "_" + j)
   -100 <= x2(i,j); x2(i,j) <= 100
   B(i,j) := i + j
   BInt(i,j) := i + j
 end-do

! Constraint definition
 Sp2 := dot(x2, B)
 Sp2 = 3

!**** Case 3: Defining a linear constraint with cpfloatvar ****
 writeln("Sub test 3")
 declarations
  x3: array(R) of cpfloatvar
  C: array(R) of real
  CInt: array(R) of integer
  Sp3 : cplinexp
 end-declarations

! Initialization
 forall(i in R) do
  setname(x3(i), "y_" + i)
  -100 <= x3(i); x3(i) <= 100
  C(i) := i
  CInt(i) := i
 end-do

! Constraint definition
 Sp3 := dot(x3, C)
 Sp3 = 3  


!**** Solve the problem ****
 res := cp_minimise(x2(1, 1))
 writeln("Problem solved: ", res)
 writeln("Sp=", Sp.sol, " Sp2=", Sp2.sol, " Sp3=", Sp3.sol)
 writeln(array(i in R) x(i).sol)
 writeln(array(i in RM,j in R2) x2(i,j).sol)
 writeln(array(i in R) x3(i).sol)

!**** Validate the results ****
! Case 1
 result1 := sum(i in R) (getsol(x(i)) * A(i))
 result2 := getsol(Sp)
 assert(result1 = result2 and result1 = 3,
   "TEST FAILED : failed for one-dimensional array\n"+
   "result1="+ result1+ ", result2="+ result2, 1)

! Case 2
 result1 := sum(i in RM, j in R2) (getsol(x2(i, j)) * B(i, j))
 result2 := getsol(Sp2)
 assert(result1 = result2 and result1 = 3,
   "TEST FAILED: failed for multi-dimensional array\n"+
   "result1="+ result1+ ", result2="+ result2, 1)

! Case 3
 tol := 1e-4
 result1 := sum(i in R) (getsol(x3(i)) * C(i))
 result2 := getsol(Sp3)
 assert(abs(result1 - result2) <= tol and abs(result1 - 3) <= tol,
   "TEST FAILED: failed for cpfloatvar array\n"+
   "result1="+ result1+ ", result2="+ result2, 1)


!**** Validate commutativity of dot operator ****
 assert(getsol(dot(A, x)) = 3,
   "TEST FAILED: failed for commutation 1: dot(ar, acpvar)",1)

 assert(getsol(dot(B, x2)) = 3,
   "TEST FAILED: failed for commutation 2: dot(ar, acpvar)",1)

 assert(abs(getsol(dot(C, x3)) - 3) <= tol,
   "TEST FAILED: failed for commutation 3: dot(ar, acpfloatvar)",1)

!**** Validate dot operator with array of integer ****
 assert(getsol(dot(x, AInt)) = 3,
   "TEST FAILED: failed integer version 1: dot(acpvar, ai)",1)

 assert(getsol(dot(x2, BInt)) = 3,
   "TEST FAILED: failed for integer version 2: dot(acpvar, ai)",1)

 assert(abs(getsol(dot(x3, CInt)) - 3) <= tol,
   "TEST FAILED: failed for integer version 3: dot(acpfloatvar, ai)",1)

 assert(getsol(dot(AInt, x)) = 3,
   "TEST FAILED: failed for commutation 4: dot(ai, acpvar)",1)

 assert(getsol(dot(BInt, x2)) = 3,
   "TEST FAILED: failed for commutation 5: dot(ai, acpvar)",1)

 assert(abs(getsol(dot(CInt, x3)) - 3) <= tol,
   "TEST FAILED: failed for commutation 6: dot(ai, acpfloatvar)",1)

 writeln("TEST PASSED")

end-model

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