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Save/access a postsolved solution in memory

Description
We take the knapsack problem in burglar.mat and instigate a global search. Whenever an integer solution it found it is postsolved, stored in memory, and printed to an output file. The best and final solution values, and other global search information, are displayed on screen.

savesol_dnet.zip[download all files]

Source Files

Data Files





SaveSol.cs

using System;
using System.IO;
using Optimizer;



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

        private void Run()
        {
            try
            {
                string sProblem=@"..\..\..\Data\burglar";     /* Problem name */
                string sOutFile="savesol.out"; /* Output file name */

                int nSol;                     /* Number of integer solutions found */
                double dBestObj;              /* Best objective value found */
                int nNodes;                   /* Number of nodes solved in the global search */
                int nActNodes;                /* Number of active nodes ignored by the search */
                int nLastNode;                /* Node at which the last integer solution was found */
                double dBestBnd;              /* Best bound found in the global search */
                int nGlStatus;                /* Global search status - complete, incomplete, etc */
                int i;                        /* Loop counter*/

                
                // open the output file
                // Delete the file if it exists.
                if (File.Exists(sOutFile)) 
                {
                    File.Delete(sOutFile);
                }
                pOutput = new StreamWriter(sOutFile);

                // Initialise Optimizer
                XPRS.Init("");
                Console.WriteLine("{0}", XPRS.GetBanner());

                prob = new XPRSprob();

                // 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("\nXpress Optimiser Subroutine Library Release {0}",prob.Version/100);

                // Allow no cuts - so the problem does not solve too quickly
                prob.CutStrategy = 0;
                
                // Read the problem file
        prob.MPSFormat = -1;
                prob.ReadProb(sProblem,"");

                // Tell Optimizer to postsolve every integer solution found, save it to memory and
                // print the solution values to the output file

                // Call function printsol whenever an integer solution is found
                prob.IntsolCallbacks += new IntsolCallback(this.PrintSol);

                // Get the number of columns and allocate space for the solution array
                gnCol = prob.Cols;
                gpIntSol = new double[gnCol];

                // Search for integer solutions
                Console.WriteLine("Solving problem {0}\n\n",sProblem);
                prob.MipOptimize();

                // Retrieve the results of the global search

                // Get the number of integer solutions found
                nSol = prob.MIPSols;

                // Get the objective value of the best integer solution found
                dBestObj = prob.MIPObjVal;

                // Get the number of outstanding nodes
                nActNodes = prob.ActiveNodes;

                // Get the node at which the last feasible integer solution was found
                nLastNode = prob.MIPSolNode;

                // Get the number of nodes solved
                nNodes = prob.Nodes;

                // Get the value of the best bound
                dBestBnd = prob.BestBound;

                // Get the global status
                nGlStatus = (int)prob.MIPStatus;

                // Display the results of the global search

                switch (nGlStatus) 
                {
                    case 3:
                        Console.WriteLine("Global search incomplete\n\n");
                        Console.WriteLine("   No integer solution found\n");
                        Console.WriteLine("   {0} nodes searched\n",nNodes);
                        Console.WriteLine("   {0} nodes remaining in search\n",nActNodes);
                        Console.WriteLine("   Best bound {0}\n\n",dBestBnd);
                        break;
                    case 4:
                        Console.WriteLine("Global search incomplete\n\n");
                        Console.WriteLine("   {0} integer solution{1} found\n",nSol,(nSol==1) ? "" : "s");
                        Console.WriteLine("   {0} nodes searched\n",nNodes);
                        Console.WriteLine("   {0} nodes remaining in search\n",nActNodes);
                        Console.WriteLine("   Best bound {0}\n\n",dBestBnd);
                        Console.WriteLine("   Best integer solution at node {0}\n\n",nLastNode);
                        Console.WriteLine("      Objective value {0}\n\n",dBestObj);
                        Console.WriteLine("      Solution values\n");
                        for (i=0; i<gnCol; i++)
                            Console.WriteLine("          x[{0}]={1}\n",i,gpIntSol[i]);
                        Console.WriteLine("\n");
                        break;
                    case 5:
                        Console.WriteLine("Global search complete\n\n");
                        Console.WriteLine("   No integer solution found\n");
                        Console.WriteLine("   {0} nodes searched\n",nNodes);
                        Console.WriteLine("   Best bound {0}\n",dBestBnd);
                        break;
                    case 6:
                        Console.WriteLine("Global search complete\n\n");
                        Console.WriteLine("   {0} nodes searched\n",nNodes);
                        Console.WriteLine("   {0} integer solution%s found\n\n",nSol,(nSol==1) ? "" : "s");
                        Console.WriteLine("   Best integer solution at node {0}\n\n",nLastNode);
                        Console.WriteLine("      Objective value {0}\n\n",dBestObj);
                        Console.WriteLine("      Solution values\n");
                        for (i=0; i<gnCol; i++)
                            Console.WriteLine("          x[{0}]={1}\n",i,gpIntSol[i]);
                        Console.WriteLine("\n");
                        break;
                    default:
                        Console.WriteLine("Global search did not take place\n\n");
                        break;
                }
            }

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

        public void PrintSol(XPRSprob prob, object data)
        {
            int nNodeNum;            // Current node number
            double dObjVal;          // Objective value of the nodal integer solution
            int i;                   // Loop counter

            // Get the current node number
            nNodeNum = prob.Nodes;
    
            // Get the objective value of the current integer solution
            dObjVal = prob.MIPObjVal;

            // Retrieve the postsolved solution values from memory
            prob.GetSol(gpIntSol, null, null, null);

            // Print the solution to the output file
            pOutput.Write("Node " + nNodeNum + "\n");
            pOutput.Write("   Integer solution has objective value " + dObjVal + "\n");
            pOutput.Write("   Postsolved solution values are:\n");
            for (i=0; i<gnCol; i++)
                pOutput.Write("      x[" + i + "]=" + gpIntSol[i] + "\n");
            pOutput.Write("\n");
        }

        private XPRSprob prob;

        private int gnCol;                        // Numberfile of columns in the problem matrix
        private double[] gpIntSol;                // Integer solution values
        private StreamWriter pOutput;

    }
}

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