FICO Xpress Optimization Examples Repository
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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.

Source Files

```using System;
using Optimizer;

namespace XPRSExamples
{
{
public static void Main(string[] args)
{
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 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);

prob.AddNames(1, sRowName, 0, nRow -1 );

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 **

prob.AddRows(nNewRow, nNewElem, sNewRowType, dNewRHS, null, nNewRowStart, nNewColInd, dNewRowElem);

// 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;
}
}

```