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Indicator constraints

Description
Examples of formulating linear and nonlinear indicator constraints with Mosel.

Further explanation of this example: Whitepaper 'MIP formulations and linearizations', Section 'Indicator constraints'


Source Files
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indicatorlin.mos[download]
indicatornl.mos[download]





indicatorlin.mos

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

   file indicatorlin.mos
   `````````````````````
   Indicator constraint definition example
   - Example discussed in mipformref whitepaper -   

   (c) 2009 Fair Isaac Corporation
       author: S. Heipcke, Mar. 2009, rev. Feb. 2024
*******************************************************!) 
model "test indicator constraints"
 uses "mmxprs"

 public declarations
  R=1..2
  C: array(range) of linctr
  L: array(range) of logctr
  x: array(R) of mpvar
  b: array(R) of mpvar
 end-declarations  

 forall(i in R) b(i) is_binary   ! Variables for indicator constraints

 C(2):= x(2)<=5

! Define 2 indicator constraints
 L(1):= indicator(1, b(1), x(1)+x(2)>=12)    ! b(1)=1 -> x(1)+x(2)>=12
 L(2):= indicator(-1, b(2), C(2))            ! b(2)=0 -> x(2)<=5

 C(2):=0                         ! Delete auxiliary constraint definition

 Obj:= b(1)+b(2)

 setparam("XPRS_loadnames", true)
 loadprob(Obj)
 writeprob("logtestmat.lp","l")

 maximize(Obj)
 
 declarations
  status:array({XPRS_OPT,XPRS_UNF,XPRS_INF,XPRS_UNB,XPRS_OTH}) of string
 end-declarations

 status::([XPRS_OPT,XPRS_UNF,XPRS_INF,XPRS_UNB,XPRS_OTH])[
          "Optimum found","Unfinished","Infeasible","Unbounded","Failed"]
 
 writeln("Problem status: ", status(getprobstat))
 
 forall(i in R) writeln(x(i).name, "=", x(i).sol)

 forall(i in R) writeln(L(i).name, ": ", L(i).var.name, "=", L(i).var.sol,
                        " ", L(i).indictype)  
end-model   

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