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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 By clicking on a file name, a preview is opened at the bottom of this page.
xbexpl.java /******************************************************** Xpress-BCL Java Example Problems ================================ file xbexpl.java ```````````````` Working with multiple problems. (c) 2008-2024 Fair Isaac Corporation author: S.Heipcke, Jan. 2000, rev. Mar. 2011 ********************************************************/ import java.io.*; import com.dashoptimization.*; /********************************************************/ /* This file illustrates how to */ /* - do changes to the problem definition */ /* - retrieve solution information */ /* - define and work with several problems */ /* */ /* Set at least one of the following options to true. */ /* It is possible to define all together. In this case */ /* the last function (expl5) that shows how to switch */ /* between problems is activated too. */ /********************************************************/ public class xbexpl { static final boolean CHGCTR = true; /* Accessing & modifying constraints */ static final boolean CHGVAR = true; /* Accessing & modifying variables */ static final boolean UNBOUNDED = true; /* Solve a small unbounded problem */ static XPRBprob p2, p3, p4; /***********************************************************************/ public static void main(String[] args) { try (XPRB bcl = new XPRB()) { /* Initialize BCL */ try { if(CHGCTR) expl2(bcl); if(CHGVAR) expl3(bcl); if(UNBOUNDED) { expl4(bcl); if(CHGCTR&&CHGVAR) expl5(bcl); } } catch(IOException e) { System.err.println(e.getMessage()); System.exit(1); } finally { if (p4 != null) p4.close(); if (p3 != null) p3.close(); if (p2 != null) p2.close(); } } } /***********************************************************************/ /**** Expl 2: changing bounds and operations on constraints ****/ static void expl2(XPRB bcl) throws IOException { XPRBvar[] x; XPRBctr[] ctr; XPRBexpr lobj; double[] objcof={2.0,1.0,1.0,1.0,0}; int i; p2 = bcl.newProb("expl2"); /* Create a new problem */ /* Define 5 integer variables in 0,...,100 */ x = new XPRBvar[5]; for(i=0;i<5;i++) x[i] = p2.newVar("x_"+i, XPRB.UI,0,100); /* Create the constraints: ctr0: x0 +10 <= x1 ctr1: x1 <= x3 ctr2: x1 + 8 <= x2 */ ctr = new XPRBctr[4]; ctr[0]=p2.newCtr("ctr0", x[0].add(10).lEql(x[1]) ); ctr[1]=p2.newCtr("ctr1", x[1] .lEql(x[3]) ); ctr[2]=p2.newCtr("ctr2", x[1].add(8) .lEql(x[2]) ); lobj = new XPRBexpr(); for(i=0;i<5;i++) lobj.add(x[i].mul(objcof[i])); p2.setObj(lobj); /* Select objective function */ p2.setSense(XPRB.MINIM); /* Set objective sense to minimization */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); p2.exportProb(XPRB.LP,"expl2"); /* Matrix generation and output */ p2.print(); /* Print current problem definition */ p2.lpOptimize(""); /* Solve the LP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); ctr[0].setRange(-15,-5); /* Transform constraint into range constr. */ System.out.println("\n<<<<<<<<Constraint transformed into range:>>>>>>>>"); p2.print(); /* Print current problem definition */ for(i=0;i<4;i++) { x[i].print(); System.out.print(" "); } /* Print new variable bounds */ System.out.println(); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); ctr[0].setType(XPRB.L); /* Change range constraint back to constraint */ System.out.println("\n<<<<<<<<Constraint restored to inequality:>>>>>>>>"); p2.print(); /* Print current problem definition */ ctr[0].setTerm(-10); /* Set new RHS value */ System.out.println("<<<<<<<<Restore original RHS value:>>>>>>>>"); p2.print(); /* Print current problem definition */ x[1].setLB(15); /* Change the bound on a variable */ System.out.println("<<<<<<<<Variable bound changed:>>>>>>>>"); for(i=0;i<4;i++) { x[i].print(); System.out.print(" "); } /* Print new variable bounds */ System.out.println(); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); /* Change constraint coefficient and RHS */ ctr[1].setTerm(x[1],-3); /* ctr1: x1 <= 3*x3 */ ctr[0].addTerm(-10); /* ctr0: x0 + 20 <= x1 */ System.out.println("\n<<<<<<<<Constraint coefficient and RHS changed:>>>>>>>>"); for(i=0;i<3;i++) ctr[i].print(); for(i=0;i<4;i++) { x[i].print(); System.out.print(" "); } /* Print new variable bounds */ System.out.println(); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); /* Change constraint type */ ctr[2].setType(XPRB.G); /* ctr2: x1 + 8 >= x2 */ System.out.println("\n<<<<<<<<Constraint type changed:>>>>>>>>"); for(i=0;i<3;i++) ctr[i].print(); for(i=0;i<4;i++) { x[i].print(); System.out.print(" "); } /* Print variable bounds */ System.out.println(); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); /* Add another constraint ctr3: x0 +37<= x2 */ ctr[3] = p2.newCtr("ctr3", x[0].add(37).lEql(x[2]) ); System.out.println("\n<<<<<<<<Constraint added:>>>>>>>>"); p2.print(); for(i=0;i<4;i++) { x[i].print(); System.out.print(" "); } /* Print variable bounds */ System.out.println(); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); /* Delete a constraint */ p2.delCtr(ctr[2]); System.out.println("\n<<<<<<<<Constraint deleted:>>>>>>>>"); p2.print(); for(i=0;i<4;i++) { x[i].print(); System.out.print(" "); } /* Print variable bounds */ System.out.println(); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); } /**** Expl 3: Knapsack problem: accessing variables ****/ static void expl3(XPRB bcl) throws IOException { XPRBvar[] x; 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; p3 = bcl.newProb("expl3"); /* Create a new problem */ x = new XPRBvar[4]; for(i=0;i<4;i++) /* Define 4 binary variables */ x[i] = p3.newVar("x_"+i, XPRB.BV); /* Create the knapsack constraint: sum_i coeff[i]*x[i] <= 70 */ le = new XPRBexpr(); for(i=0;i<4;i++) le.add(x[i].mul(coeff[i])); ctr = p3.newCtr("sumkn", le.lEql(70) ); lobj = new XPRBexpr(); for(i=0;i<4;i++) lobj.add(x[i].mul(objcof[i])); p3.setObj(lobj); /* Set objective function */ /* p3.print(); */ /* Uncomment to print the problem */ p3.exportProb(XPRB.MPS,"expl3"); /* Matrix output in MPS format */ p3.setSense(XPRB.MAXIM); /* Change to maximization */ p3.mipOptimize(""); /* Solve the MIP */ System.out.println("Objective: " + p3.getObjVal()); /* Get objective value */ for(i=0;i<4;i++) /* Print the solution */ System.out.println(x[i].getName() + ": " + x[i].getSol() + " (rc:" + x[i].getRCost() + "),"); System.out.println("Dual: " + ctr.getDual() + " slack: " + ctr.getSlack()); /* Print dual & slack values */ System.out.println("\n<<<<<<<<Variable type changed from BV to UI>>>>>>>>"); x[1].setType(XPRB.UI); /* Change variable type */ System.out.println(x[1].getName() + ": bounds: " + x[1].getLB() +" "+ x[1].getUB() +", type: " + x[1].getType() +", index: " + x[1].getColNum()); p3.mipOptimize(""); /* Re-solve the MIP */ System.out.println("Objective: " + p3.getObjVal()); /* Get objective value */ System.out.println("\n<<<<<<<<Variable bound changed: no matrix regeneration>>>>>>>>"); x[1].setUB(3); /* Change variable bound */ System.out.println(x[1].getName() + ": bounds: " + x[1].getLB() +" "+ x[1].getUB() +", type: " + x[1].getType() +", index: " + x[1].getColNum()); p3.mipOptimize(""); /* Re-solve the MIP */ System.out.println("Objective: " + p3.getObjVal()); /* Get objective value */ for(i=0;i<4;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println("\n\n<<<<<<<<Variable type changed from UI to PI>>>>>>>>"); x[1].setType(XPRB.PI); /* Change variable type */ x[1].setLim(2); /* Set the integer limit for the partial integer variable */ x[1].print(); System.out.println(); /* Print current variable definition */ p3.mipOptimize(""); /* Re-solve the MIP */ System.out.println("Objective: " + p3.getObjVal()); /* Get objective value */ for(i=0;i<4;i++) /* Print the solution */ System.out.println(x[i].getName() + ": " + x[i].getSol() + " (rc:" + x[i].getRCost() + "),"); System.out.println("Dual: " + ctr.getDual() + " slack: " + ctr.getSlack()); /* Print dual & slack values */ } /****Expl 4: a small unbounded problem ****/ static void expl4(XPRB bcl) { XPRBvar[] x; int i; p4=bcl.newProb("expl4"); /* Create a new problem */ /* Define 2 variables in [0,PLUSINFINITY] */ x = new XPRBvar[2]; 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", x[0].mul(4).add(x[1]).gEql(4) ); p4.newCtr("c2", x[0].add(x[1]) .gEql(3) ); p4.newCtr("c3", x[0].add(x[1].mul(2)).gEql(4) ); p4.setObj( x[0].add(x[1]) ); /* Define and set objective function */ p4.setSense(XPRB.MAXIM); /* Change to maximization */ p4.lpOptimize(""); /* Solve the LP */ System.out.println("Problem status: " + p4.getProbStat() + " LP status: " + p4.getLPStat() + " MIP status: " + p4.getMIPStat()); System.out.println("Objective: "+ p4.getObjVal()); /* Get objective value */ for(i=0;i<2;i++) /* Print solution values */ System.out.print(x[i].getName() + ":" + x[i].getSol() + " "); System.out.println(); } /***Expl5: Working with different problems****/ static void expl5(XPRB bcl) { int i; System.out.println("\n<<<<<<<<Re-solve problem " + p2.getName() + ">>>>>>>>"); p2.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p2.getProbStat() + " LP status: " + p2.getLPStat() + " MIP status: " + p2.getMIPStat()); System.out.println("Objective: " + p2.getObjVal()); /* Get objective value */ for(i=0;i<4;i++) /* Print solution values */ System.out.print("x_" + i + ":" + p2.getVarByName("x_"+i).getSol()); /* In C and C++, here we delete the problem "expl4". With Java, the closest correspondence is to explicitely close this problem. */ System.out.println("\n\n<<<<<<<<Finalize prob4>>>>>>>>"); p4.print(); p4.close(); p4=null; System.out.println("\n\n<<<<<<<<Re-solve problem " + p3.getName() + " and print it>>>>>>>>"); p3.print(); /* Print the problem def. */ p3.mipOptimize(""); /* Solve the MIP */ System.out.println("Problem status: " + p3.getProbStat() + " LP status: " + p3.getLPStat() + " MIP status: " + p3.getMIPStat()); System.out.println("Objective: " + p3.getObjVal()); /* Get objective value */ for(i=0;i<4;i++) /* Print solution values */ System.out.print("x_" + i + ":" + p3.getVarByName("x_"+i).getSol()); System.out.println(); } } | |||||||||||
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