FICO Xpress Optimization Examples Repository: Folio - Embedding examples from 'Getting started'

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Folio - Embedding examples from 'Getting started'

Description

Simple embedding tasks for a portfolio optimization problem:

loading and running a BIM file (foliorun.java)
executing a Mosel model (folioexec.java)
parameterized model execution (folioparam.java)
exporting a matrix (foliomat.java)
accessing model results (folioobj.java)
data exchange in memory (runfolio.java,runfoliob.java,runfoliobd.java)
retrieving solution output from Optimizer callbacks in foliocbio.mos during optimization (runfoliocbio.java)

folioembedjava.zip

[download all files]

Source Files

By clicking on a file name, a preview is opened at the bottom of this page.

foliorun.java	[download]
folioexec.java	[download]
folioparam.java	[download]
foliomat.java	[download]
folioobj.java	[download]
foliodata.mos	[download]
runfolio.java	[download]
runfolio2.java	[download]
runfoliob.java	[download]
runfoliod.java	[download]
runfoliocbio.java	[download]
foliomemio.mos	[download]
foliomemio2.mos	[download]
foliocbio.mos	[download]

Data Files

folio.dat

[download]

foliomat.java

/********************************************************
  Mosel Library Example Problems
  ==============================

  file foliomat.java
  ``````````````````
  Exporting a matrix.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Mar. 2006
********************************************************/

import com.dashoptimization.*;

public class foliomat
{
 public static void main(String[] args) throws Exception
 {
  XPRM mosel;
  XPRMModel mod;

  mosel = new XPRM();                        // Initialize Mosel

  mosel.compile("foliodata.mos");            // Compile the model
  mod = mosel.loadModel("foliodata.bim");    // Load compiled model
  mod.run();                                 // Run the model
  
 /* Output the LP/MIP problem (or the portion of a problem that is specified 
  * via mpvar+linctr only, ignoring solver-specific extensions such as 
  * indicators or general constraints) */
  mod.exportProblem("p", "folio");
 }
}