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Using indicators

Description
Construct a problem from scratch with variables of various types. Adds indicator constraints, Special Ordered Sets (SOSs), and shows how to retrieve such data once it has been added to the problem using the API functions

Further explanation of this example: 'Xpress Python Reference Manual'

Indicators_python.zip[download all files]

Source Files





example_SOS_indicators.py

#!/bin/env python

# Construct a problem from scratch with variables of various
# types. Adds indicator constraints, Special Ordered Sets (SOSs), and
# shows how to retrieve such data once it has been added to the
# problem using the API functions.

from __future__ import print_function
import xpress as xp

N = 40
S = range(N)

m = xp.problem("test restriction")

xp.controls.miprelstop = 0

#
# All variables used in this example
#

v1 = xp.var(lb=0, ub=10, threshold=5, vartype=xp.continuous)
v2 = xp.var(lb=1, ub=7, threshold=5, vartype=xp.continuous)
v3 = xp.var(lb=5, ub=10, threshold=7, vartype=xp.semicontinuous)
v4 = xp.var(lb=1, ub=7, threshold=3, vartype=xp.semiinteger)
vb = xp.var(vartype=xp.integer, lb=0, ub=1)

v = [xp.var(name="y{0}".format(i), lb=0, ub=2*N) for i in S]

cc = xp.constraint(body=v1 - v2, lb=2, ub=15)
cc0 = xp.constraint(body=v1 + v2, lb=2, ub=15)

# Adds both v, a vector (list) of variables, and v1 and v2, two scalar
# variables.
m.addVariable(vb, v, v1, v2, v3, v4)
m.addConstraint(cc)

# Indices of variables can be retrieved both using their name and
# their Python object.

print("index of v[0] from name: ", m.getIndexFromName(2, "y0"))
print("index of v[0]:           ", m.getIndex(v[0]))

# Indicator constraints consist of a tuple with a condition on a
# binary variable and a constraint).

ind1 = (vb == 1, v1 + v2 >= 6)
ind2 = (vb == 1, v1 + v3 >= 7)
# Adds the first indicator constraint
m.addIndicator(ind1)
# Adds another indicator constraint and the second one defined above
m.addIndicator((vb == 1, v1 + v3 <= 10), ind2)

s = xp.sos([v1, v2], [2, 4], name="mynewsos", type=2)

m.addSOS(s)

# Showcases the use of getIndex()

print("get index: var v1 -->", m.getIndex(v1), "; con cc -->",
      m.getIndex(cc), "; sos -->", m.getIndex(s))

ii_inds = []
ii_comps = []

m.getindicators(ii_inds, ii_comps, 1, 3)

print("getind: ", ii_inds, ii_comps)

print("SOS:", s.name, s)

# Objects such as SOSs, variables, constraints, etc. can be copied
# with the copy() method.

sos2 = s.copy()

# objective overwritten at each setObjective()
m.setObjective(xp.Sum([i*v[i] for i in S]))

m.solve()

# Retrieve a solution: first declare an empty string, then call the
# getmipsol() function to fill it up.

mipsol = []

m.getmipsol(mipsol)

s1 = m.getSolution(v1, v2, v[10:30])  # get a subset of the solutions
s2 = m.getSolution(S)                 # can get it with indices as well

print("v1: ", m.getSolution(v1),
      ", v2: ", m.getSolution(v2),
      "; sol vector: ", m.getSolution(),
      "; obj: ", m.getObjVal(),
      sep="")  # default separator between strings is " "

# Adds yet another constraint to the problem and saves it, then
# removes an SOS and saves another version

m.addConstraint((1.25 * v1 - 2.5*v2 + 4.3) * (3.1 * v2 - 2 * v1 - 5.2)
                + 72.5 * v1**2 + 73 * v2**2 <= 1950)

m.write("restriction", "lp")

m.delSOS(s)
m.write("restriction-noSOS", "lp")

m.solve()

# We create another problem, but can continue to use the objects
# created originally for the first problem. Note that the constraints
# must have been defined here as otherwise a constraint obtained from
# a previously read problem can't be added to another problem.

m2 = xp.problem()

cc2 = cc.copy()

print("name of copy:", cc2.name, ", orig:", cc.name)

m2.addVariable(v1, v2)
m2.addConstraint(cc2)

m2.addConstraint(xp.Sum(2*v1) <= 100)
m2.addConstraint(xp.Sum(44) <= 100)

m2.addSOS(sos2)

m2.addSOS(xp.sos([1, v1], [2, 4], name="mynewsos2", type=2))

m2.write("example3", "lp")
m2.read("example3.lp")

# This is how you can retrieve a SOS using its index
sss = m2.getSOS(0)

print("solution of the restricted problem: ", m.getSolution())

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