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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





xbcontr2s.cxx

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

  file xbcontr2s.cxx
  ``````````````````
  Contract allocation example.
  Combining BCL problem input with problem solving 
  and callbacks in Xpress-Optimizer.
  -- Single MIP thread --

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

#include <iostream>
#include "xprb_cpp.h"
#include "xprs.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 */
 
/***********************************************************************/

void XPRS_CC printsolution(XPRSprob oprob, void *vp)
{
 int num, d, c;
 XPRBprob *bprob;
 XPRBvar y;
 
 bprob = (XPRBprob *)vp;
 XPRSgetintattrib(oprob, XPRS_MIPSOLS, &num); /* Get number of the solution */
 bprob->sync(XPRB_XPRS_SOL);                  /* Update BCL solution values */
 cout << "Solution " << num << ": Objective value: " << bprob->getObjVal() << endl; 

 for(d=0;d<District;d++)
  for(c=0;c<Contract;c++)
  {
   y = bprob->getVarByName(XPRBnewname("q_d%dc%d",d+1,c+1));
   if( (y.getColNum()>-1) && (y.getSol() != 0))
    cout << y.getName() << ": " << y.getSol() << endl; 
  }
}

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

int main(int argc, char **argv)
{
 int d,c;
 XPRBexpr l1,l2,lobj;
 XPRBvar x[District][Contract];  /* Variables indicating whether a project 
                                    is chosen */
 XPRBvar y[District][Contract];  /* Quantities allocated to contractors */
 XPRBprob p("Contr2");           /* Initialize a new problem in BCL */
 
/**** 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****/
 XPRSsetintcontrol(p.getXPRSprob(), XPRS_MIPTHREADS, 1);
    /* Desactivate parallel MIP (for synchronization of BCL and Optimizer) */
 XPRSsetcbintsol(p.getXPRSprob(), printsolution, &p);
                                /* Define an integer solution callback */
 p.mipOptimize("");             /* Solve the MIP problem */

 return 0;
} 

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