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Contract - Semi-continuous variables, predefined constraint functions, combine BCL with Xpress Optimizer

Description
A small MIP-problem example demonstrating how to define semi-continuous variables, use predefined constraint functions and retrieve the problem status.

Two modified versions (documented in the 'BCL Reference Manual') show how to (1) combine BCL problem input with problem solving in Xpress Optimizer and (2) use an Xpress Optimizer solution callback with a BCL model.

Further explanation of this example: 'BCL Reference Manual', Appendix B Using BCL with the Optimizer library

xbcontrcpp.zip[download all files]

Source Files





xbcontr.cxx

/********************************************************
  Xpress-BCL C++ Example Problems
  ===============================

  file xbcontr.cxx
  ````````````````
  Contract allocation example.

  (c) 2008 Fair Isaac Corporation
      author: S.Heipcke, Jan. 2000, rev. Mar. 2011
********************************************************/

#include <iostream>
#include "xprb_cpp.h"

using namespace std;
using namespace ::dashoptimization;

#define District 6                /* Number of districts */
#define Contract 10               /* Number of contracts */

/**** DATA ****/
int OUTPUT[] = {50, 40, 10, 20, 70, 50};    /* Max. output per district */
int COST[]   = {50, 20, 25, 30, 45, 40};    /* Cost per district */
int VOLUME[]   = {20, 10, 30, 15, 20, 30, 10, 50, 10, 20};  
                                  /* Volume of contracts */

/***********************************************************************/

int main(int argc, char **argv)
{
 int d,c;
 XPRBprob p("Contract");          /* Initialize a new problem in BCL */
 XPRBexpr l1,l2,lobj;
 XPRBvar x[District][Contract];   /* Variables indicating whether a project 
                                     is chosen */
 XPRBvar y[District][Contract];   /* Quantities allocated to contractors */
 
/**** VARIABLES ****/
 for(d=0;d<District;d++)
  for(c=0;c<Contract;c++)
  {
   x[d][c] = p.newVar(XPRBnewname("x_d%dc%d",d+1,c+1),XPRB_BV);
   y[d][c] = p.newVar(XPRBnewname("q_d%dc%d",d+1,c+1),XPRB_SC,0,OUTPUT[d]);
   y[d][c].setLim(5);
  } 

/****OBJECTIVE****/
 for(d=0;d<District;d++)
  for(c=0;c<Contract;c++)
   lobj += COST[d]*y[d][c];   
     
 p.setObj(p.newCtr("OBJ",lobj));  /* Set the objective function */
 
/**** CONSTRAINTS ****/
 for(c=0;c<Contract;c++)
 {
  l1=0;
  l2=0;  
  for(d=0;d<District;d++)
  {
   l1 += y[d][c];
   l2 += x[d][c];
  }
  p.newCtr("Size", l1 >= VOLUME[c]);  /* "Size": cover the required volume */
  p.newCtr("Min", l2 >= 2 ); 	 /* "Min": at least 2 districts per contract */
 }
 
 for(d=0;d<District;d++)         /* Do not exceed max. output of any district */
 {
  l1=0;
  for(c=0;c<Contract;c++)
   l1 += y[d][c];
  p.newCtr("Output", l1 <= OUTPUT[d]);
 } 
 
 for(d=0;d<District;d++)         /* If a contract is allocated to a district,
                                    then at least 1 unit is allocated to it */
  for(c=0;c<Contract;c++)
   p.newCtr("XY", x[d][c] <= y[d][c]);

/****SOLVING + OUTPUT****/
 p.exportProb(XPRB_MPS,"Contract");  /* Output the matrix in MPS format */
 p.setSense(XPRB_MINIM);         /* Choose the sense of the optimization */   
 p.mipOptimize("");              /* Solve the MIP-problem */

 if((p.getMIPStat()==XPRB_MIP_SOLUTION) || (p.getMIPStat()==XPRB_MIP_OPTIMAL)) 
                                 /* Test whether an integer sol. was found */
 {              
  cout << "Objective: " << p.getObjVal() << endl;  /* Get objective value */

  for(d=0;d<District;d++)        /* Print the solution values */
  {
   for(c=0;c<Contract;c++)
    if(x[d][c].getSol()>0)
     cout << y[d][c].getName() << ":" << y[d][c].getSol() << ", ";
   cout << endl;
  }
 } 
 return 0;
} 


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