(!******************************************************
   Mosel Example Problems
   ======================

   file usrpkg.mos
   ```````````````
   Entry point template populated with user constraint definitions,  
   including addition of new variables

   Compile to file 'usrpkg.bim'   
   
  (c) 2021 Fair Isaac Corporation
      author: S.Heipcke, Apr. 2021
*******************************************************!)
package usrpkg
  uses "advmod"
    ! Any libraries loaded here also need to be loaded by the main model

 ! Entities from main model available to this package
 ! (this results in an implicit 'public' declaration of these entities)
  requirements
    Return,LimRisk: linctr
    SHARES: set of string
    frac: array(SHARES) of mpvar 
  end-requirements

  declarations
    newv: array(set of string) of mpvar
    ! It is not possible to work in the declarations with a set name stated
    ! in the 'requirements', so here we simply keep the index set unnamed
  end-declarations

  public procedure userctrdef
    ! Change a constraint definition
    settype(LimRisk, CT_GEQ)
    setcoeff(LimRisk, -0.1)

    ! Add a new set of variables and constraints
    forall(s in SHARES) create(newv(s))
    forall(s in SHARES) newv(s) is_binary
    forall(s in SHARES) indicator(1, newv(s), frac(s)>=0.1)
    sum(s in SHARES) newv(s)>=5

    ! Add new variables to the objective
    Return+=sum(s in SHARES) newv(s)
  end-procedure
end-package