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Linear relaxations Description This set of examples requires Xpress Optimizerin addition to Xpress Kalis.
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
knapsackalld2.mos
(!****************************************************************
CP example problems
===================
file knapsackalld2.mos
``````````````````````
Knapsack problem with additional alldifferent
constraint solved using linear relaxations.
- Configuring a linear relaxation -
(c) 2009 Artelys S.A. and Fair Isaac Corporation
Creation: 2009, rev. Mar. 2013, rev. Jun. 2023
*****************************************************************!)
model "Knapsack with side constraints"
uses "kalis", "mmsystem"
declarations
VALUES = {1,3,8,9,12}
R = 1..4
x: array(R) of 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
forall(i in R) setname(x(i),"x"+i)
setname(benefit,"benefit")
! Set initial domains for variables
forall(i in R) setdomain(x(i), VALUES)
! Knapsack constraints
3*x(1) + 5*x(2) + 2*x(3) <= 50
2*x(1) + x(3) + 5*x(4) <= 75
! Additional global constraint
all_different(union(i in R) {x(i)})
! Objective function
benefit = 5*x(1) + 8*x(2) + 4*x(3) + x(4)
! Initial propagation
if not cp_propagate: exit(1)
! Display bounds on objective after constraint propagation
writeln("Constraint propagation objective ", benefit)
! **** Linear relaxation ****
declarations
myrelaxall: cplinrelax
end-declarations
! Build an automatic 'LP' oriented linear relaxation
myrelaxall:= cp_get_linrelax(0)
! Output the relaxation to the screen
cp_show_relax(myrelaxall)
mysolver:= get_linrelax_solver(myrelaxall, benefit, KALIS_MAXIMIZE,
KALIS_SOLVE_AS_LP, KALIS_TREENODE_RELAX_SOLVER)
! Define the linear relaxation
cp_add_linrelax_solver(mysolver)
! Define a 'MIP' style branching scheme using the solution of the relaxation
cp_set_branching(assign_var(KALIS_LARGEST_REDUCED_COST(mysolver),
KALIS_NEAREST_RELAXED_VALUE(mysolver)))
! Solve the problem
starttime:= gettime
if cp_maximize(benefit) then
write(gettime-starttime, "sec. ")
cp_show_sol ! Output optimal solution to screen
end-if
end-model
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