FICO Xpress Optimization Examples Repository: Writing and reading problem matrix files

FICO Xpress Optimization Examples Repository

Writing and reading problem matrix files

Description

The file write_read.py creates a few variables, then builds a problem and saves it to a file before re-reading that file into a new problem. The file getmatrix.py shows how to retrieve the coefficient matrix, objective coefficients, and constraints' right-hand sides for a given problem.

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

WriteRead_python.zip

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Source Files

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write_read.py	[download]
getmatrix.py	[download]

write_read.py

# Create a few variables, then build a problem and save it to a file.
# Re-read that file into a new problem and solve it.
#
# (C) 1983-2025 Fair Isaac Corporation

import xpress as xp

m = xp.problem()

c1 = m.addVariable(name="C1", lb=-xp.infinity, ub=xp.infinity)
c2 = m.addVariable(name="C2", lb=-xp.infinity, ub=200)
c3 = m.addVariable(name="C3", vartype=xp.partiallyinteger, threshold=10)
c4 = m.addVariable(name="C4", vartype=xp.semicontinuous, threshold=3, ub=6)
c5 = m.addVariable(name="C5", vartype=xp.integer)

m.setObjective(c1 + c2)

m.addConstraint(c1**2 + c2**2 <= 6,
                2 * c1 + 3 * c2 + c3 == 2,
                -c3**2 + c4**2 + c5**2 <= 0,
                c4 == 0.316227766016838 * c1,
                c5 == 0.316227766016838 * c2)

m.writeProb("example0", "lp")

m2 = xp.problem()

m2.readProb("example0.lp", "")

m2.optimize()

print("objective value:", m2.attributes.objval)
print("solution:", m2.getSolution())