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GoalObj - Archimedian and pre-emptive goal programming using objective functions Description A small linear problem with multiple objectives is solved
by Archimedian and pre-emptive goal programming. The example
uses functions to access information about constraints and
shows how to solve a problem repeatedly with a modified
objective function.
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
xbgoalobj.java /******************************************************** Xpress-BCL Java Example Problems ================================ file xbgoalobj.java ``````````````````` Archimedian and pre-emptive goal programming using objective functions. (c) 2008-2023 Fair Isaac Corporation author: S.Heipcke, 2005, rev. Mar. 2011 ********************************************************/ import java.lang.*; import com.dashoptimization.*; public class xbgoalobj { static final int NGOALS = 3; /**** Data ****/ static final String[] Type = {"perc", "abs", "perc"}; static final String[] Sense = {"max", "min", "max"}; static final double[] Weight = {100, 1, 0.1}; static final double[] Deviation = {10, 4, 20}; public static void main(String[] args) throws XPRSprobException, XPRSexception { XPRBvar x,y; XPRBexpr[] goal; XPRBexpr wobj; XPRBctr[] goalCtr; XPRBctr aCtr; double[] Target; int i,g; try (XPRBprob prob = new XPRBprob("Goal"); /* Initialize BCL and create a new problem */ XPRS xprs = new XPRS()) { /* Initialize Xpress-Optimizer */ Target = new double[NGOALS]; goalCtr = new XPRBctr[NGOALS]; goal = new XPRBexpr[NGOALS]; wobj = new XPRBexpr(); /* Adding the variables */ x = prob.newVar("x",XPRB.PL); y = prob.newVar("y",XPRB.PL); /* Adding a constraint */ aCtr = prob.newCtr("Limit", x.mul(42) .add(y.mul(13)) .lEql(100) ); /* Goals */ goal[0] = x.mul(5) .add(y.mul(2)) .add(-20); goal[1] = x.mul(-3) .add(y.mul(15)) .add(-48); goal[2] = x.mul(1.5) .add(y.mul(21)) .add(-3.8); for(g=0;g<NGOALS;g++) goalCtr[g] = prob.newCtr("Goal"+(g+1), goal[g]); /**** Archimedian GP ****/ System.out.println("Archimedian:"); for(g=0;g<NGOALS;g++) { if (Sense[g]=="max") wobj.add(((XPRBexpr)goal[g].clone()).mul(-Weight[g])); else wobj.add(((XPRBexpr)goal[g].clone()).mul(Weight[g])); } prob.setObj(wobj); prob.getXPRSprob().setIntControl(XPRS.OUTPUTLOG, 0); prob.lpOptimize(""); /* Solution printout */ System.out.println(" Solution: x: " + x.getSol() + ", y: " + y.getSol()); System.out.println(" Goal Target Value"); for(g=0;g<NGOALS;g++) System.out.println(" " + (g+1) + " " + Sense[g] + " " + (goalCtr[g].getAct() - goalCtr[g].getRHS())); /**** Prememptive GP ****/ System.out.println("Prememptive:"); i=-1; while (i<NGOALS-1) { i+=1; if (Sense[i]=="max") { prob.setObj(goal[i]); prob.setSense(XPRB.MAXIM); prob.lpOptimize(""); if (prob.getLPStat() != XPRB.LP_OPTIMAL) { System.out.println("Cannot satisfy goal " + (i+1)); break; } else { Target[i]=prob.getObjVal(); if (Type[i]=="perc") Target[i]-= Math.abs(Target[i])*Deviation[i]/100; else Target[i]-= Deviation[i]; if (i<NGOALS-1) goalCtr[i].add(Target[i]); goalCtr[i].setType(XPRB.G); } } else { prob.setObj(goal[i]); prob.setSense(XPRB.MINIM); prob.lpOptimize(""); if (prob.getLPStat() != XPRB.LP_OPTIMAL) { System.out.println("Cannot satisfy goal " + i); break; } else { Target[i]=prob.getObjVal(); if (Type[i]=="perc") Target[i]+= Math.abs(Target[i])*Deviation[i]/100; else Target[i]+= Deviation[i]; if (i<NGOALS-1) goalCtr[i].add(Target[i]); goalCtr[i].setType(XPRB.L); } } System.out.println("Solution(" + (i+1) + "): x: " + x.getSol() + ", y: " + y.getSol()); } /* Solution printout */ System.out.println(" Goal Target Value"); for(g=0;g<=i;g++) { System.out.print(" " + (g+1) + " " + (goalCtr[g].getType()==XPRB.G?" >= ":" <= ") + Target[g]); if(g==NGOALS-1) System.out.println(" " + prob.getObjVal()); else System.out.println(" " + (goalCtr[g].getAct() - goalCtr[g].getRHS() + Target[g])); } } } }
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