FICO Xpress Optimization Examples Repository: Changing the optimization problem

FICO Xpress Optimization Examples Repository

Changing the optimization problem

Description

Changing an optimization problem using the Xpress Python interface.

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

SmallChange_python.zip

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Source Files

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small_change.py

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small_change.py

# Example: changing an optimization problem using the Xpress Python
# interface.
#
# (C) Fair Isaac Corp., 1983-2024

import xpress as xp

p = xp.problem()

x = p.addVariable()
y = p.addVariable()

cons1 = x + y >= 2
upperlim = 2*x + y <= 3

p.setObjective((x-4)**2 + (y-1)**2)
p.addConstraint(cons1, upperlim)

p.write('original', 'lp')

p.chgcoef(cons1, x, 3)  # coefficient of x in cons1    becomes 3
p.chgcoef(1, 0, 4)      # coefficient of y in upperlim becomes 4

p.write('changed', 'lp')