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UG - Examples from 'BCL Reference Manual' Description The following examples are discussed in detail in the 'BCL User Guide and Reference Manual':
Source Files By clicking on a file name, a preview is opened at the bottom of this page. Data Files xbexpl1.cs
/********************************************************
Xpress-BCL C# Example Problems
==============================
file xbexpl1.cs
```````````````
BCL user guide example.
Definition of variables and constraints,
variable arrays and SOS, followed by file output,
solving and printing of solutions.
(c) 2008-2024 Fair Isaac Corporation
authors: S.Heipcke, D.Brett.
********************************************************/
using System;
using System.Text;
using System.IO;
using BCL;
namespace Examples
{
public class TestUGExpl1
{
const int NJ = 4; /* Number of jobs */
const int NT = 10; /* Time limit */
bool SOS = false;
/**** DATA ****/
double[] DUR = {3,4,2,2}; /* Durations of jobs */
XPRBvar[] start = new XPRBvar[NJ]; /* Start times of jobs */
XPRBvar[,] delta = new XPRBvar[NJ,NT]; /* Binaries for start times */
XPRBvar z; /* Maximum completion time (makespan) */
XPRBsos[] set = new XPRBsos[NJ]; /* Sets regrouping start times for jobs */
XPRBprob p = new XPRBprob("Jobs"); /* Initialize BCL and a new problem */
/*************************************************************************/
public void jobsModel()
{
XPRBexpr le;
int j,t;
/****VARIABLES****/
/* Create start time variables */
for(j=0;j<NJ;j++) start[j] = p.newVar("start");
z = p.newVar("z",BCLconstant.XPRB_PL,0,NT); /* Declare the makespan variable */
for(j=0;j<NJ;j++) /* Declare binaries for each job */
for(t=0;t<(NT-DUR[j]+1);t++)
delta[j,t] = p.newVar("delta" + (j+1) + (t+1),BCLconstant.XPRB_BV);
/****CONSTRAINTS****/
for(j=0;j<NJ;j++) /* Calculate maximal completion time */
p.newCtr("Makespan", start[j]+DUR[j] <= z);
p.newCtr("Prec", start[0]+DUR[0] <= start[2]);
/* Precedence relation between jobs */
for(j=0;j<NJ;j++) /* Linking start times and binaries */
{
le = new XPRBexpr(0);
for(t=0;t<(NT-DUR[j]+1);t++) le += (t+1)*delta[j,t];
p.newCtr("Link_" + (j+1), le == start[j]);
}
for(j=0;j<NJ;j++) /* One unique start time for each job */
{
le = new XPRBexpr(0);
for(t=0;t<(NT-DUR[j]+1);t++) le += delta[j,t];
p.newCtr("One_" + (j+1), le == 1);
}
/****OBJECTIVE****/
p.setObj(p.newCtr("OBJ", new XPRBrelation(z))); /* Define and set objective function */
/****BOUNDS****/
for(j=0;j<NJ;j++) start[j].setUB(NT-DUR[j]+1);
/* Upper bounds on start time variables */
/****OUTPUT****/
p.print(); /* Print out the problem definition */
p.exportProb(BCLconstant.XPRB_MPS,"expl1"); /* Output matrix to MPS file */
}
/*************************************************************************/
public void jobsSolve()
{
int j,t,statmip;
if(SOS)
{
for(j=0;j<NJ;j++)
for(t=0;t<NT-DUR[j]+1;t++)
delta[j,t].setDir(BCLconstant.XPRB_PR,10*(t+1));
/* Give highest priority to variables for earlier start times */
}
else
{
for(j=0;j<NJ;j++)
set[j].setDir(BCLconstant.XPRB_DN); /* First branch downwards on sets */
}
p.setSense(BCLconstant.XPRB_MINIM);
p.mipOptimize(); /* Solve the problem as MIP */
statmip = p.getMIPStat(); /* Get the MIP problem status */
if((statmip == BCLconstant.XPRB_MIP_SOLUTION) || (statmip == BCLconstant.XPRB_MIP_OPTIMAL))
/* An integer solution has been found */
{
System.Console.WriteLine("Objective: " + p.getObjVal());
for(j=0;j<NJ;j++)
{ /* Print the solution for all start times */
System.Console.WriteLine(start[j].getName() + ": " + start[j].getSol());
for(t=0;t<NT-DUR[j]+1;t++)
System.Console.Write(delta[j,t].getName() + ": " + delta[j,t].getSol() + " ");
System.Console.WriteLine();
}
}
}
/*************************************************************************/
public static void Main()
{
XPRB.init();
TestUGExpl1 TestInstance = new TestUGExpl1();
if (TestInstance.SOS)
TestInstance.jobsModel(); /* Basic problem definition */
else
TestInstance.jobsModelb(); /* Formulation using SOS */
TestInstance.jobsSolve(); /* Solve and print solution */
return;
}
/*************************************************************************/
public void jobsModelb() /**** SOS-formulation ****/
{
XPRBexpr le;
int j,t;
/****VARIABLES****/
/* Create start time variables */
for(j=0;j<NJ;j++) start[j] = p.newVar("start");
z = p.newVar("z",BCLconstant.XPRB_PL,0,NT); /* Declare the makespan variable */
for(j=0;j<NJ;j++) /* Declare binaries for each job */
for(t=0;t<(NT-DUR[j]+1);t++)
delta[j,t] = p.newVar("delta" + (j+1) + (t+1),BCLconstant.XPRB_PL,0,1);
/****CONSTRAINTS****/
for(j=0;j<NJ;j++) /* Calculate maximal completion time */
p.newCtr("Makespan", start[j]+DUR[j] <= z);
p.newCtr("Prec", start[0]+DUR[0] <= start[2]);
/* Precedence relation between jobs */
for(j=0;j<NJ;j++) /* Linking start times and binaries */
{
le = new XPRBexpr(0);
for(t=0;t<(NT-DUR[j]+1);t++) le += (t+1)*delta[j,t];
p.newCtr("Link_" + (j+1), le == start[j]);
}
for(j=0;j<NJ;j++) /* One unique start time for each job */
{
le = new XPRBexpr(0);
for(t=0;t<(NT-DUR[j]+1);t++) le += delta[j,t];
p.newCtr("One_" + (j+1), le == 1);
}
/****OBJECTIVE****/
p.setObj(p.newCtr("OBJ", new XPRBrelation(z))); /* Define and set objective function */
/****BOUNDS****/
for(j=0;j<NJ;j++) start[j].setUB(NT-DUR[j]+1);
/* Upper bounds on start time variables */
/****SETS****/
for(j=0;j<NJ;j++)
{
le = new XPRBexpr(0);
for(t=0;t<(NT-DUR[j]+1);t++) le += (t+1)*delta[j,t];
set[j] = p.newSos("sosj",BCLconstant.XPRB_S1,le);
}
/****OUTPUT****/
p.print(); /* Print out the problem definition */
p.exportProb(BCLconstant.XPRB_MPS,"expl1"); /* Output matrix to MPS file */
}
}
}
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| © Copyright 2023 Fair Isaac Corporation. |
