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Chgprobs - Working with multiple problems

Description
This example defines 3 very small problems, making changes to the problem definition after matrix generation and retrieving solution information. It also shows BCL warnings.

Source Files
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xbexpl.cs

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

file xbexpl.cs

Working with multiple problems.

(c) 2008 Fair Isaac Corporation
authors: S.Heipcke, D.Brett.
********************************************************/

using System;
using System.Text;
using System.IO;
using BCL;

namespace Examples
{
public class TestMultiple
{
const bool CHGCTR = true;     /* Accessing and modifying constraints */
const bool CHGVAR = true;     /* Accessing and modifying variables   */
const bool UNBOUNDED = true;  /* Solve a small unbounded problem     */

XPRBprob p2 = new XPRBprob("expl2");
XPRBprob p3 = new XPRBprob("expl3");
XPRBprob p4 = new XPRBprob("expl4");

/***********************************************************************/
public static void Main()
{
XPRB.init();

TestMultiple TestInstance = new TestMultiple();

if(CHGCTR)
TestInstance.expl2();

if(CHGVAR)
TestInstance.expl3();

if(UNBOUNDED)
{
TestInstance.expl4();
if(CHGCTR && CHGVAR)
TestInstance.expl5();
}

return;
}
/***********************************************************************/

/**** Expl 2: changing bounds and operations on constraints ****/
void expl2()
{
XPRBvar[] x = new XPRBvar[5];
XPRBctr[] ctr = new XPRBctr[4];
XPRBexpr lobj = new XPRBexpr();
double[] objcof = {2.0,1.0,1.0,1.0,0};
int i;

/* Define 5 integer variables in 0,...,100 */
for(i=0;i<5;i++) x[i] = p2.newVar("x_" + i, BCLconstant.XPRB_UI, 0, 100);

/* Create the constraints:
ctr0: x0 +10 <= x1
ctr1: x1     <= x3
ctr2: x1 + 8 <= x2 */
ctr[0]=p2.newCtr("ctr0", x[0] + 10 <= x[1]);
ctr[1]=p2.newCtr("ctr1", x[1]     <= x[3]);
ctr[2]=p2.newCtr("ctr2", x[1] + 8 <= x[2]);

lobj = new XPRBexpr(0); ;
for(i=0;i<5;i++) lobj += objcof[i]*x[i];
p2.setObj(p2.newCtr("OBJ",lobj)); /* Select objective function */
p2.setSense(BCLconstant.XPRB_MINIM);         /* Set objective sense to minimization */

System.Console.WriteLine("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
p2.exportProb(BCLconstant.XPRB_LP,"expl2");  /* Matrix generation and output */
p2.print();                    /* Print current problem definition */

p2.lpOptimize();                  /* Solve the LP */
System.Console.WriteLine("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

ctr[0].setRange(-15,-5);       /* Transform constraint into range constraint */
System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Constraint transformed into range:>>>>>>>>");
p2.print();                    /* Print current problem definition */
for(i=0;i<4;i++)
{
x[i].print();              /* Print new variable bounds */
System.Console.Write(" ");
}
System.Console.WriteLine();
p2.mipOptimize();                 /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

ctr[0].setType(BCLconstant.XPRB_L);       /* Change range constraint back to constraint */
System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Constraint restored to inequality:>>>>>>>>");
p2.print();                    /* Print current problem definition */
ctr[0].setTerm(-10);           /* Set new RHS value */
System.Console.WriteLine("<<<<<<<<Restore original RHS value:>>>>>>>>");
p2.print();                    /* Print current problem definition */

x[1].setLB(15);                /* Change the bound on a variable */
System.Console.WriteLine("<<<<<<<<Variable bound changed:>>>>>>>>");
for(i=0;i<4;i++)
{
x[i].print();              /* Print new variable bounds */
System.Console.Write(" ");
}
System.Console.WriteLine();
p2.mipOptimize();                 /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

/* Change constraint coefficient and RHS */
ctr[1].setTerm(x[1],-3);       /* ctr1: x1 <= 3*x3 */
ctr[0].addTerm(-10);           /* ctr0: x0 + 20 <= x1 */
System.Console.WriteLine("<<<<<<<<Constraint coefficient and RHS changed:>>>>>>>>");
for(i=0;i<3;i++) ctr[i].print();
for(i=0;i<4;i++)
{
x[i].print();              /* Print new variable bounds */
System.Console.Write(" ");
}
System.Console.WriteLine();
p2.mipOptimize();                 /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

/* Change constraint type */
ctr[2].setType(BCLconstant.XPRB_G);        /* ctr2: x1 + 8 >= x2 */
System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Constraint type changed:>>>>>>>>");
for(i=0;i<3;i++) ctr[i].print();
for(i=0;i<4;i++)
{
x[i].print();              /* Print variable bounds */
System.Console.Write(" ");
}
System.Console.WriteLine();
p2.mipOptimize();                 /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

/* Add another constraint ctr3: x0 +37<= x2 */
ctr[3] = p2.newCtr("ctr3", x[0]+37 <= x[2]);
System.Console.WriteLine();
p2.print();
for(i=0;i<4;i++)
{
x[i].print();              /* Print variable bounds */
System.Console.Write(" ");
}
System.Console.WriteLine();
p2.mipOptimize();                 /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

/* delete a constraint */
p2.delCtr(ctr[2]);
System.Console.WriteLine("<<<<<<<<Constraint deleted:>>>>>>>>");
p2.print();
for(i=0;i<4;i++)
{
x[i].print();              /* Print variable bounds */
System.Console.Write(" ");
}
System.Console.WriteLine();
p2.mipOptimize();                 /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();

}

/**** Expl 3: Knapsack problem: accessing variables ****/
void expl3()
{
XPRBvar[] x = new XPRBvar[4];
XPRBexpr le, lobj;
XPRBctr ctr;
double[] coeff = {30.0, 32.0, 27.0, 11.0};
double[] objcof = {9.0, 15.0, 8.0, 3.0};
int i;

for(i=0;i<4;i++)                /* Define 4 binary variables */
x[i] = p3.newVar("x_" + i, BCLconstant.XPRB_BV);

/* Create the knapsack constraint:
sum_i coeff[i]*x[i] <= 70  */
le = new XPRBexpr();
for(i=0;i<4;i++) le += coeff[i]*x[i];
ctr = p3.newCtr("sumkn", le <= 70);

lobj = new XPRBexpr();
for(i=0;i<4;i++) lobj += objcof[i]*x[i];
p3.setObj(p3.newCtr("OBJ",lobj));    /* Set objective function */

/* p3.print(); */                /* Uncomment to print the problem */
p3.exportProb(BCLconstant.XPRB_MPS,"expl3");  /* Matrix output in MPS format */
p3.setSense(BCLconstant.XPRB_MAXIM);        /* Change to maximization */
p3.mipOptimize();                  /* Solve global */
System.Console.WriteLine("Objective: " + p3.getObjVal());   /* Get objective value */
for(i=0;i<4;i++)                /* Print the solution */
System.Console.WriteLine(x[i].getName() + ": " + x[i].getSol() + " (rc:" + x[i].getRCost() + ")");
System.Console.WriteLine("Dual: " + ctr.getDual() + ", slack:" + ctr.getSlack());
/* Print dual & slack values */

System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Variable type changed from BV to UI>>>>>>>>");
x[1].setType(BCLconstant.XPRB_UI);         /* Change variable type */
System.Console.Write(x[1].getName() + ": bounds: " + x[1].getLB() + " " + x[1].getUB());
System.Console.WriteLine(", type: " + x[1].getType() + ", index: " + x[1].getColNum());
p3.mipOptimize();                  /* Re-solve global */
System.Console.WriteLine("Objective: " + p3.getObjVal());   /* Get objective value */

System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Variable bound changed: no matrix regeneration>>>>>>>>");
x[1].setUB(3);                  /* Change variable bound */
System.Console.Write(x[1].getName() + ": bounds: " + x[1].getLB() + " " + x[1].getUB());
System.Console.WriteLine(", type: " + x[1].getType() + ", index: " + x[1].getColNum());
p3.mipOptimize();                  /* Re-solve global */
System.Console.WriteLine("Objective: " + p3.getObjVal());   /* Get objective value */
for(i=0;i<4;i++)               /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");

System.Console.WriteLine();
System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Variable type changed from UI to PI>>>>>>>>");
x[1].setType(BCLconstant.XPRB_PI);         /* Change variable type */
x[1].setLim(2);                 /* Set the integer limit for
the partial integer variable */
x[1].print();
System.Console.WriteLine();     /* Print current variable definition */
p3.mipOptimize();                  /* Re-solve global */
System.Console.WriteLine("Objective: " + p3.getObjVal());   /* Get objective value */
for(i=0;i<4;i++)                /* Print the solution */
System.Console.WriteLine(x[i].getName() + ": " + x[i].getSol() + " (rc:" + x[i].getRCost() + ")");
System.Console.WriteLine("Dual: " + ctr.getDual() + ", slack:" + ctr.getSlack());
/* Print dual & slack values */
}

/****Expl 4: a small unbounded problem ****/
void expl4()
{
XPRBvar[] x = new XPRBvar[2];
int i;

p4=new XPRBprob("expl4");       /* Create a new problem */

/* Define 2 variables in [0,PLUSINFINITY] */
for(i=0;i<2;i++) x[i]=p4.newVar("x_" + i);

/* Create the constraints:
ctr0: 4*x0 + x1 >= 4
ctr1: x0 + x1   >= 3
ctr2: x0 + 2*x1 >= 4 */
p4.newCtr("c1", 4*x[0] + x[1] >= 4);
p4.newCtr("c2", x[0] +   x[1] >= 3);
p4.newCtr("c3", x[0] + 2*x[1] >= 4);

p4.setObj(p4.newCtr("OBJ", x[0]+x[1]));  /* Define and set obj. function */

/* Try out the effect of solving without presolve:
* XPRSprob xprsp = p4.getXPRSprob();
* xprsp.Presolve = 0;
* xprsp.MIPPresolve = 0;
*/
p4.setSense(BCLconstant.XPRB_MAXIM);       /* Change to maximization */
p4.lpOptimize();                  /* Solve the LP */
System.Console.Write("Problem status: " + p4.getProbStat() + "  LP status: ");
System.Console.WriteLine(p4.getLPStat() + "  MIP status: " + p4.getMIPStat());
System.Console.WriteLine("Objective: " + p4.getObjVal());   /* Get objective value */
for(i=0;i<2;i++)                /* Print solution values */
System.Console.Write(x[i].getName() + ":" + x[i].getSol() + " ");
System.Console.WriteLine();
}

/***Expl5: Working with different problems****/
void expl5()
{
int i;

System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Re-solve problem " + p2.getName() + ">>>>>>>>");
p2.mipOptimize();                  /* Solve global */
System.Console.Write("Problem status: " + p2.getProbStat() + "  LP status: ");
System.Console.WriteLine(p2.getLPStat() + "  MIP status: " + p2.getMIPStat());
System.Console.WriteLine("Objective: " + p2.getObjVal());  /* Get objective value */
for(i=0;i<4;i++)                /* Print solution values */
System.Console.Write("x_" + i + ":" + p2.getVarByName("x_" + i).getSol() + " ");

System.Console.WriteLine();
System.Console.WriteLine();
System.Console.WriteLine("<<<<<<<<Delete problem " + p4.getName() + ">>>>>>>>");
p4.print();                    /* Print the problem def. */

System.Console.WriteLine("<<<<<<<<Re-solve problem " + p3.getName() + " and print it>>>>>>>>");
p3.print();                     /* Print the problem def. */
p3.mipOptimize();                  /* Solve global */
System.Console.Write("Problem status: " + p3.getProbStat() + "  LP status: ");
System.Console.WriteLine(p3.getLPStat() + "  MIP status: " + p3.getMIPStat());
System.Console.WriteLine("Objective: " + p3.getObjVal());  /* Get objective value */
for(i=0;i<4;i++)                /* Print solution values */
System.Console.Write("x_" + i + ":" + p3.getVarByName("x_" + i).getSol() + " ");
System.Console.WriteLine();
}
}
}