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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.

xbexpljava.zip[download all files]

Source Files





xbexpl.java

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

  file xbexpl.java
  ````````````````
  Working with multiple problems.

  (c) 2008 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 XPRB bcl;
 static XPRBprob p2, p3, p4;

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

 public static void main(String[] args)
 {
  bcl = new XPRB();              /* Initialize BCL */
  try
  {
   if(CHGCTR)
    expl2();
   if(CHGVAR)
    expl3(); 
   if(UNBOUNDED)
   {
    expl4();  
    if(CHGCTR&&CHGVAR)
     expl5();
   }
  }
  catch(IOException e)
  {
   System.err.println(e.getMessage());
   System.exit(1);   
  }
 } 

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

    /**** Expl 2: changing bounds and operations on constraints ****/
 static void expl2() 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() 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()
 {
  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()
 {
  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 finalize this problem. */
  System.out.println("\n\n<<<<<<<<Finalize prob4>>>>>>>>");
  p4.print();
  p4.finalize();
  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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