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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

xbcontrjava.zip[download all files]

Source Files





xbcontr.java

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

  file xbcontr.java
  `````````````````
  Contract allocation example.

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

import java.io.*;
import com.dashoptimization.*;

public class xbcontr
{
 static final int District = 6;   /* Number of districts */
 static final int Contract = 10;  /* Number of contracts */

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

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

 public static void main(String[] args) throws IOException
 {
  int d,c;
  XPRB bcl;
  XPRBprob p;
  XPRBexpr l1,l2,lobj;
  XPRBvar[][] x;                  /* Variables indicating whether a project 
                                     is chosen */
  XPRBvar[][] y;                  /* Quantities allocated to contractors */

  bcl = new XPRB();               /* Initialize BCL */
  p = bcl.newProb("Contract");    /* Create a new problem in BCL */
 
/**** VARIABLES ****/
  x = new XPRBvar[District][Contract];
  y = new XPRBvar[District][Contract];
  for(d=0;d<District;d++)
   for(c=0;c<Contract;c++)
   {
    x[d][c] = p.newVar("x_d"+ (d+1) +"_c" +(c+1), XPRB.BV);
    y[d][c] = p.newVar("q_d"+ (d+1) +"_c" +(c+1), XPRB.SC, 0, OUTPUT[d]);
    y[d][c].setLim(5);
   } 
 
/****OBJECTIVE****/
  lobj = new XPRBexpr();
  for(d=0;d<District;d++)
   for(c=0;c<Contract;c++)
    lobj.add(y[d][c].mul(COST[d]));   
     
  p.setObj(lobj);                  /* Set the objective function */
 
/**** CONSTRAINTS ****/
  for(c=0;c<Contract;c++)
  {
   l1 = new XPRBexpr();
   l2 = new XPRBexpr();  
   for(d=0;d<District;d++)
   {
    l1.add(y[d][c]);
    l2.add(x[d][c]);
   }
   p.newCtr("Size", l1.gEql(VOLUME[c]));  /* "Size": cover the req. volume */
   p.newCtr("Min", l2.gEql(2) );  /* "Min": at least 2 districts / contract */
  }
 
  for(d=0;d<District;d++)         /* Do not exceed max. output  */
  {
   l1 = new XPRBexpr();
   for(c=0;c<Contract;c++)
    l1.add(y[d][c]);
   p.newCtr("Output", l1.lEql(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].lEql(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 */
  {              
   System.out.println("Objective: " + p.getObjVal()); /* 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)
      System.out.print(y[d][c].getName() + ":" + y[d][c].getSol() + ", ");
    System.out.println();
   }
  } 
 }
} 


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