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Load an LP and modify it by adding an extra constraint

Description
The problem
               Maximize
                   2x + y
               subject to
                   c1:  x + 4y <= 24
                   c2:       y <=  5
                   c3: 3x +  y <= 20
                   c4:  x +  y <=  9
               and
                   0 <= x,y <= +infinity
and the extra constraint
               c5: 6x + y <= 20
are first stored in the user's data structures. The LP is then loaded into Optimizer, using loadprob, and solved using the primal simplex algorithm. Next, the extra constraint is added to the problem matrix, using addrows, and the revised problem solved using the dual algorithm. In each case, the problem matrix is output to a file, the objective function value displayed on screen, and the problem statistics are are stored in a log file.

loadlp_dnet.zip[download all files]

Source Files





LoadLP.cs

using System;
using Optimizer;

namespace XPRSExamples
{
    class LoadLP
    {
        public static void Main(string[] args)
        {
            LoadLP example = new LoadLP();
            example.Run();
        }

        private void Run()
        {
            
            // Store the problem
            // Row data
            int nRow = 4;
            char[] sRowType = {'L', 'L', 'L', 'L'};
            double[] dRHS = { 24.0, 5.0, 20.0, 9.0 };
            string[] sRowName = { "c1", "c2", "c3", "c4"  };

            // Column data
            int nCol = 2;
            double[] dObj = { 2.0, 1.0 };      
            double[] dLowerBd = { 0,0};
            double[] dUpperBd = { XPRS.PLUSINFINITY, XPRS.PLUSINFINITY };

            string[] sColName = { "x", "y" };
                  
            // Matrix data
            int[] nColStart = { 0,3,7 };
            int[] nRowInd = {0,2,3,0,1,2,3 };
            double[] dMatElem = { 1,3,1,4,1,1,1 };

            // Store extra constraint
            int nNewRow = 1;
            int nNewElem = 2;
            char[] sNewRowType = {'L'};
            string[] sNewRowName = {"c5"};

            double[] dNewRHS = {20};
            double[] dNewRowElem = { 6,1 };
            int[] nNewRowStart = { 0,2 };
            int[] nNewColInd = { 0,1 };

            double dObjValue;


            string sLogFile = "loadlp.log";
            string sProblem1 = "lp";
            string sProblem2 = "revised";

            try
            {
                XPRS.Init("");
                
                prob = new XPRSprob();
                prob.SetLogFile(sLogFile);
                
                // Tell Optimizer to call OptimizerMsg whenever a message is output
                prob.MessageCallbacks += new MessageCallback (this.OptimizerMsg);
                
                // Get and display the Optimizer version number
                Console.WriteLine("Xpress-Optimizer Subroutine Library Release {0}",prob.Version);

                prob.LoadLP(sProblem1, nCol, nRow, sRowType, dRHS, null, dObj, nColStart, null, nRowInd, dMatElem, dLowerBd, dUpperBd);
                prob.ChgObjSense(ObjSense.Maximize); 

                // Add row names
                prob.AddNames(1, sRowName, 0, nRow -1 );

                // Add column names
                prob.AddNames(2, sColName, 0, nCol -1 );

                // Output the matrix
                prob.WriteProb(sProblem1, "");

                // Solve the LP problem
                prob.LpOptimize();
                
                // Get and display the value of the objective function
                dObjValue = prob.LPObjVal;
                Console.WriteLine("The optimal objective value is {0}", dObjValue);

                // ** Add the extra constraint and solve again **

                // Add new row
                prob.AddRows(nNewRow, nNewElem, sNewRowType, dNewRHS, null, nNewRowStart, nNewColInd, dNewRowElem);
                   
                // Add new row name
                prob.AddNames(1, sNewRowName, nRow, nRow);
                   
                // Output the revised matrix
                prob.WriteProb(sProblem2, "");
                Console.WriteLine("Matrix file {0}.mat has been created", sProblem2);

                // Solve with dual - since the revised problem inherits dual feasibility
                // from the original
                prob.LpOptimize("d");
                   
                // Get and display the value of the objective function
                dObjValue = prob.LPObjVal;
                Console.WriteLine("The revised optimal objective value is {0}",dObjValue);

            }

            catch (XPRSException e)
            {
                Console.WriteLine(e.ToString());
        throw e;
            }
            finally
            {
                prob.Destroy();
                XPRS.Free();
            }
        }

        public void OptimizerMsg (XPRSprob prob, object data, string message, int len, int msglvl)
        {
            switch(msglvl)
            {
                case 3:
                case 4:
                    Console.WriteLine ("{0}" + message, data);
                    break;
            }
        }

        private XPRSprob prob;
    }
}

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