FICO
FICO Xpress Optimization Examples Repository
FICO Optimization Community FICO Xpress Optimization Home
Back to examples browserPrevious example

Defining a linear relaxation

Description
Example of defining linear relaxations (this feature requires Xpress Optimizer in addition to Xpress Kalis)
  • knapsackalld_cp.mos: Integer knapsack problem with 'alldifferent' constraint solved with standard CP search.
  • knapsackalld_relax.mos: Defining a linear relaxation and corresponding search.
  • customrelax.mos: Defining a customized linear relaxation
Further explanation of this example: 'Xpress Kalis Reference Manual'

customrelax.zip[download all files]

Source Files





knapsackalld_cp.mos

(!****************************************************************
   CP example problems
   ===================
   
   file knapsackalld_cp.mos
   ````````````````````````
   Knapsack problem with additional alldifferent 
   constraint solved by standard CP search.

   (c) 2009 Artelys S.A. and Fair Isaac Corporation
       Creation: 2009, rev. Mar. 2013       
*****************************************************************!)
model "Knapsack with side constraints"
 uses "kalis"

 declarations
  x1,x2,x3: cpvar                   ! Decision variables
  benefit : cpvar                   ! The objective to minimize
 end-declarations

! Enable output printing
 setparam("kalis_verbose_level", 1)

! Setting name of variables for pretty printing
 setname(x1,"x1"); setname(x2,"x2"); setname(x3,"x3") 
 setname(benefit,"benefit")

! Set initial domains for variables
 setdomain(x1, {1,3,8,12})
 setdomain(x2, {1,3,8,12})
 setdomain(x3, {1,3,8,12})

! Knapsack constraint
 3*x1 + 5*x2 + 2*x3 >= 30

! Additional global constraint
 all_different({x1,x2,x3})

! Objective function
 benefit = 5*x1 + 8*x2 + 4*x3

! Initial propagation
 res := cp_propagate

! Display bounds on objective after constraint propagation
 writeln("Constraints propagation objective ", benefit)

! Solve the problem
 if (cp_minimize(benefit)) then  
  cp_show_sol                      ! Output optimal solution to screen
 end-if

end-model

Back to examples browserPrevious example