FICO Xpress Optimization Examples Repository: Perform objective function parametrics on a MIP problem

FICO Xpress Optimization Examples Repository

Perform objective function parametrics on a MIP problem

Description

Perform objective function parametrics on a global problem. We take a production plan model and observe how the optimal value of the objective function changes as we vary BEN(3), the benefit per month from finishing Project 3. The program increments BEN(3) from 8 to 15, and for each of these values revises the objective coefficients of the variables x(3,t),t=1:2 and finds the best integer solution. Note that, for each t, the coefficient of x(3,t) is BEN(3)*(3-t) = BEN(3)*(6-t-4+1). The results are displayed on screen and the problem statistics stored in a log file.

objparams_java.zip

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Source Files

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GlobalObjectiveParametrics.java

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Data Files

pplan.mps

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pplan.mps

NAME          pplan   
ROWS
 N  MaxBen__
 L  ResMax01
 L  ResMax02
 L  ResMax03
 L  ResMax04
 L  ResMax05
 L  ResMax06
 E  One___01
 E  One___02
 E  One___03
COLUMNS
    x___0101  MaxBen__  30.6
    x___0101  ResMax01  3
    x___0101  ResMax02  4
    x___0101  ResMax03  2
    x___0101  One___01  1
    x___0201  MaxBen__  36.9
    x___0201  ResMax01  4
    x___0201  ResMax02  1
    x___0201  ResMax03  6
    x___0201  One___02  1
    x___0301  MaxBen__  22.4
    x___0301  ResMax01  3
    x___0301  ResMax02  2
    x___0301  ResMax03  1
    x___0301  ResMax04  2
    x___0301  One___03  1
    x___0102  MaxBen__  20.4
    x___0102  ResMax02  3
    x___0102  ResMax03  4
    x___0102  ResMax04  2
    x___0102  One___01  1
    x___0202  MaxBen__  24.6
    x___0202  ResMax02  4
    x___0202  ResMax03  1
    x___0202  ResMax04  6
    x___0202  One___02  1
    x___0302  MaxBen__  11.2
    x___0302  ResMax02  3
    x___0302  ResMax03  2
    x___0302  ResMax04  1
    x___0302  ResMax05  2
    x___0302  One___03  1
    x___0103  MaxBen__  10.2
    x___0103  ResMax03  3
    x___0103  ResMax04  4
    x___0103  ResMax05  2
    x___0103  One___01  1
    x___0203  MaxBen__  12.3
    x___0203  ResMax03  4
    x___0203  ResMax04  1
    x___0203  ResMax05  6
    x___0203  One___02  1
    x___0303  ResMax03  3
    x___0303  ResMax04  2
    x___0303  ResMax05  1
    x___0303  ResMax06  2
    x___0303  One___03  1
    x___0104  ResMax04  3
    x___0104  ResMax05  4
    x___0104  ResMax06  2
    x___0104  One___01  1
    x___0204  ResMax04  4
    x___0204  ResMax05  1
    x___0204  ResMax06  6
    x___0204  One___02  1
    x___0304  ResMax04  3
    x___0304  ResMax05  2
    x___0304  ResMax06  1
    x___0304  One___03  1
    x___0105  ResMax05  3
    x___0105  ResMax06  4
    x___0105  One___01  1
    x___0205  ResMax05  4
    x___0205  ResMax06  1
    x___0205  One___02  1
    x___0305  ResMax05  3
    x___0305  ResMax06  2
    x___0305  One___03  1
    x___0106  ResMax06  3
    x___0106  One___01  1
    x___0206  ResMax06  4
    x___0206  One___02  1
    x___0306  ResMax06  3
    x___0306  One___03  1
SETS
 S1 XSet__01
    XSet__01  x___0101  1
    XSet__01  x___0102  2
    XSet__01  x___0103  3
    XSet__01  x___0104  4
    XSet__01  x___0105  5
    XSet__01  x___0106  6
 S1 XSet__02
    XSet__02  x___0201  1
    XSet__02  x___0202  2
    XSet__02  x___0203  3
    XSet__02  x___0204  4
    XSet__02  x___0205  5
    XSet__02  x___0206  6
 S1 XSet__03
    XSet__03  x___0301  1
    XSet__03  x___0302  2
    XSet__03  x___0303  3
    XSet__03  x___0304  4
    XSet__03  x___0305  5
    XSet__03  x___0306  6
RHS
    RHS00001  ResMax01  5
    RHS00001  ResMax02  6
    RHS00001  ResMax03  5
    RHS00001  ResMax04  5
    RHS00001  ResMax05  4
    RHS00001  ResMax06  5
    RHS00001  One___01  1
    RHS00001  One___02  1
    RHS00001  One___03  1
ENDATA