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Burglar - Use of index sets, formulating logical constraints

Description
Several versions of a simple knapsack problem:
  • xbburg: standard formlation
  • xbburgi: shows how to index an array of variables by an index set
  • xbburgl: adds several indicator constraints to state logical conditions
Further explanation of this example: Quick reference guide 'MIP formulations and linearizations', Section 4 Indicator constraints

xbburgjava.zip[download all files]

Source Files
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xbburg.java[download]
xbburgi.java[download]
xbburgl.java[download]





xbburgl.java

/********************************************************
  Xpress-BCL Java Example Problems
  ================================

  file xbburgl.java
  `````````````````
  Burglar problem.
  Binary variable formulation with index sets.
  -- Formulating logical conditions
     with indicator constraints --

  (c) 2009-2024 Fair Isaac Corporation
      author: S.Heipcke, June 2009, rev. Mar. 2011
********************************************************/

import com.dashoptimization.*;

public class xbburgl {
    /****DATA****/
    /* Item:                          ca  ne  va  pi  tv  vi  ch  br */
    static final double[] VALUE  =  {15,100, 90, 60, 40, 15, 10,  1};
    /* Value of items */
    static final double[] WEIGHT =  { 2, 20, 20, 30, 40, 30, 60, 10};
    /* Weight of items */
    static final double WTMAX = 102;    /* Max weight allowed for haul */

    static final String[] ITEMNAMES = {"camera", "necklace", "vase", "picture",
                                       "tv", "video", "chest", "brick"};

    static int NItems;                  /* Number of items */

    public static void main(String[] args) {
        XPRBvar[] x;
        XPRBindexSet ITEMS;                /* Set of items */
        int i;
        XPRBexpr lobj, kn;
        XPRBctr Log3a,Log3b;

        try (XPRBprob p = new XPRBprob("BurglarL")) { /* Initialize BCL and create a new problem */

            /****INDICES****/
            ITEMS=p.newIndexSet("Items",ITEMNAMES.length);   /* Create the index set */
            for(i=0;i<ITEMNAMES.length;i++)  ITEMS.addElement(ITEMNAMES[i]);

            NItems=ITEMS.getSize();            /* Get the size of the index set */

            /****VARIABLES****/
            x = new XPRBvar[NItems];
            for(i=0;i<NItems;i++)
                x[i] = p.newVar("x_"+ITEMS.getIndexName(i), XPRB.BV);
            /* 1 if we take item i; 0 otherwise */

            /****OBJECTIVE****/
            lobj = new XPRBexpr();
            for(i=0;i<NItems;i++)  lobj.add(x[i].mul(VALUE[i]));
            p.setObj(lobj);                    /* Set objective: maximize total value */

            /****CONSTRAINTS****/
            kn = new XPRBexpr();
            for(i=0;i<NItems;i++)  kn.add(x[i].mul(WEIGHT[i]));
            p.newCtr("WtMax", kn.lEql(WTMAX) );   /* Weight restriction */

            /** Logic constraint:
             ** Either take "vase" and "picture" or "tv" and "video" (but not both pairs). */

            /* Values within each pair are the same */
            p.newCtr("Log1", x[ITEMS.getIndex("vase")].eql(x[ITEMS.getIndex("picture")]));
            /* x["vase"] == x["picture"] */
            p.newCtr("Log2", x[ITEMS.getIndex("tv")].eql(x[ITEMS.getIndex("video")]));
            /* x["tv"] == x["video"] */

            /* Choose exactly one pair */
            Log3a = p.newCtr("Log3a",
                             x[ITEMS.getIndex("tv")].add(x[ITEMS.getIndex("video")]).lEql(0));
            /* x["tv"]+x["video"] <= 0 */
            Log3b = p.newCtr("Log3b",
                             x[ITEMS.getIndex("tv")].add(x[ITEMS.getIndex("video")]).gEql(2) );
            /* x["tv"]+x["video"] >= 2 */

            /* Turn the 2 constraints into indicator constraints */
            Log3a.setIndicator(1, x[ITEMS.getIndex("vase")]);
            /* x["vase"]=1 -> x["tv"]+x["video"]=0 */
            Log3b.setIndicator(-1, x[ITEMS.getIndex("vase")]);
            /* x["vase"]=0 -> x["tv"]+x["video"]=2 */

            /* Alternative MIP formulation (instead of Log3a and Log3b) */
            /*
              p.newCtr("Log3",
              x[ITEMS.getIndex("tv")].add(x[ITEMS.getIndex("vase")]).eql(1) );
            */                                            /* x["tv"] = 1 - x["vase"] */


            /****SOLVING + OUTPUT****/
            p.setSense(XPRB.MAXIM);            /* Choose the sense of the optimization */
            p.mipOptimize("");                 /* Solve the MIP-problem */
            System.out.println("Objective: " + p.getObjVal());  /* Get objective value */

            for(i=0;i<NItems;i++)              /* Print out the chosen items */
                if(x[i].getSol()>0)
                    System.out.println(ITEMS.getIndexName(i) + ": " + x[i].getSol());
        }
    }
}


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