FICO
FICO Xpress Optimization Examples Repository
FICO Optimization Community FICO Xpress Optimization Home
Back to examples browserNext example

Looping over optimization runs (within a model, batch executions, and multiple models/submodel)

Description
This example shows different possibilities of looping over a series of optimization runs using different data sets.
  • In the first case (batch1.mos) the loop is implemented within a single Mosel model. At every loop execution a new data set is read and the model is redefined correspondingly.
  • The second model (batch2.mos) only defines and solves once the optimization problem. It is run either from a batch file (runbatch2), or from an application using the Mosel Libraries (batch2.c), or as a submodel from a second Mosel model (runbatch2.mos) and receives the name of the data set to be used through a runtime parameter.


Source Files

Data Files





batch1.mos

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

   file batch1.mos
   ```````````````
   Looping in the Mosel program over optimization runs 
   coupled with data in- and output.
       
   (c) 2008 Fair Isaac Corporation
       author: S.Heipcke, 2002, rev. 2017
*******************************************************!)

model "batch 1"
 uses "mmxprs"

 declarations
  LIM=100
  R=1..10
  A,B: array(R) of real
  x: array(R) of mpvar
  ACtr,AnObj: linctr
 end-declarations

 forall(r in R) x(r) is_binary
 
 forall(i in 0..2) do
 ! (Re-)initialize data from file
  initializations from "batchdata"+i+".dat"
   A as "a"   B as "b"
  end-initializations

  if(i>0) then
   forall(r in R) B(r)+=1  
  end-if
  
 ! (Re-)assign constraints
  ACtr:= sum(r in R) B(r)*x(r) <= LIM+i*10
  AnObj:=sum(r in R) A(r)*x(r)

  maximize(AnObj)
  writeln("Objective: ", getobjval) 

 ! Write out data to a file to be read at the next round
  if(i<2) then
   initializations to "batchdata"+(i+1)+".dat"
    B as "b"
   end-initializations
  end-if
  
 end-do  
    
end-model 

Back to examples browserNext example