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Using indicators

Description
Construct a problem from scratch with variables of various types. Adds indicator constraints 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
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example_indicators.py[download]





example_indicators.py

# Construct a problem from scratch with variables of various
# types. Adds indicator constraints and shows how to retrieve
# such data once it has been added to the problem using the
# API functions.
#
# (C) Fair Isaac Corp., 1983-2024

from __future__ import print_function
import xpress as xp

N = 40
S = range(N)

m = xp.problem("test restriction")

m.controls.miprelstop = 0

#
# All variables used in this example
#

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

y = [m.addVariable(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 y, a vector (list) of variables, and v1 and v2, two scalar
# variables.
m.addConstraint(cc)

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

print("index of y[0] from name: ", m.getIndexFromName(xp.names_column, "y0"))
print("index of y[0]:           ", m.getIndex(y[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)

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

ii_inds = []
ii_comps = []

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

print("getind: ", ii_inds, ii_comps)

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

m.optimize()

# 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, y[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.optimize()

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