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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':
  • modeling and solving a small MIP scheduling problem (xbexpl1 version BASIC)
  • using variable arrays and constraint templates (xbexpl1 versions ARRAY and ARRAYC)
  • definition of SOS-1 (xbexpl1 version SOS)
  • data input from file, index sets (xbexpl1i)
  • user error handling, output redirection (xbexpl3)
  • solving multiple scenarios of a transportation problem in parallel (xbexpl2: standard, single thread version)
  • cut generation / adding cuts at MIP tree nodes (xbcutex)
  • quadratic programming (quadratic objective: xbqpr12, quadratic constraints: xbairport)
  • combine BCL problem input with problem solving in Xpress Optimizer (xbcontr1)
  • use an Xpress Optimizer solution callback with a BCL model (xbcontr2s: single MIP thread; xbcontr2: multiple MIP threads)
Further explanation of this example: 'BCL Reference Manual', Appendix B Using BCL with the Optimizer library


Source Files

Data Files





xbairport.cs

/****************************************************************
  BCL Example Problems
  ====================

  file xbairport.cs
  `````````````````
  QCQP problem by
      Rodrigo de Barros Nabholz & Maria Aparecida Diniz Ehrhardt
      November 1994, DMA - IMECC- UNICAMP.
  Based on AMPL model airport.mod by Hande Y. Benson
  (Source: http://www.orfe.princeton.edu/~rvdb/ampl/nlmodels/ )

  (c) 2008-2024 Fair Isaac Corporation
      authors: S.Heipcke, D.Brett, June 2008
****************************************************************/

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


namespace Examples
{

    public class TestBAirport
    {
        const int N = 42;

        public static void Main()
        {
            XPRB.init();
            double[] cx = {-6.3, -7.8, -9, -7.2, -5.7, -1.9, -3.5, -0.5, 1.4, 4,
               2.1, 5.5, 5.7, 5.7, 3.8, 5.3, 4.7, 3.3, 0, -1, -0.4, 4.2,
               3.2, 1.7, 3.3, 2, 0.7, 0.1, -0.1, -3.5, -4, -2.7, -0.5, -2.9,
               -1.2, -0.4, -0.1, -1, -1.7, -2.1, -1.8, 0};
            double[] cy = {8, 5.1, 2, 2.6, 5.5, 7.1, 5.9, 6.6, 6.1, 5.6, 4.9, 4.7,
               4.3, 3.6, 4.1, 3, 2.4, 3, 4.7, 3.4, 2.3, 1.5, 0.5, -1.7, -2,
               -3.1, -3.5, -2.4, -1.3, 0, -1.7, -2.1, -0.4, -2.9, -3.4, -4.3,
               -5.2, -6.5, -7.5, -6.4, -5.1, 0};
            double[] r = {0.09, 0.3, 0.09, 0.45, 0.5, 0.04, 0.1, 0.02, 0.02, 0.07, 0.4,
              0.045, 0.05, 0.056, 0.36, 0.08, 0.07, 0.36, 0.67, 0.38, 0.37,
              0.05, 0.4, 0.66, 0.05, 0.07, 0.08, 0.3, 0.31, 0.49, 0.09,
              0.46, 0.12, 0.07, 0.07, 0.09, 0.05, 0.13, 0.16, 0.46, 0.25, 0.1};
            int i, j;
            XPRBvar[] x = new XPRBvar[N];
            XPRBvar[] y = new XPRBvar[N];
            XPRBexpr qe;
            XPRBctr cobj, c;
            XPRBprob prob = new XPRBprob("airport");   /* Initialize a new problem in BCL */

            /**** VARIABLES ****/
            for(i=0;i<N;i++)
                x[i] = prob.newVar("x("+(i+1)+")", BCLconstant.XPRB_PL, -10, 10);
            for(i=0;i<N;i++)
                y[i] = prob.newVar("y("+(i+1)+")", BCLconstant.XPRB_PL, -10, 10);

            /****OBJECTIVE****/
            /*  sum(i in 1..N-1,j in i+1..N) ((x(i)-x(j))^2+(y(i)-y(j))^2)  */
            qe=new XPRBexpr();
            for(i=0;i<N-1;i++)
                for(j=i+1;j<N;j++) qe+= (x[i]-x[j]).sqr() + (y[i]-y[j]).sqr();
            cobj = prob.newCtr("Obj", qe );
            prob.setObj(cobj);                     /* Set objective function */

            /**** CONSTRAINTS ****/
            /*  (x(i)-cx(i))^2+(y(i)-cy(i))^2-r(i) <= 0  */
            for(i=0;i<N;i++)
            c = prob.newCtr("Constr", (x[i]-cx[i]).sqr() + (y[i]-cy[i]).sqr() -r[i] <= 0);

            /****SOLVING + OUTPUT****/
                prob.setSense(BCLconstant.XPRB_MINIM);    /* Choose the sense of optimization */

            /****PROBLEM PRINTING + MATRIX OUTPUT****/
            /*
            prob.print();
            prob.exportProb(BCLconstant.XPRB_MPS, "airport");
            prob.exportProb(BCLconstant.XPRB_LP, "airport");
            */

            prob.lpOptimize();                       /* Solve the problem */

            System.Console.WriteLine("Solution: " + prob.getObjVal());
            for (i = 0; i < N; i++)
            {
                System.Console.Write(x[i].getName() + ": " + x[i].getSol() + ", ");
                System.Console.WriteLine(y[i].getName() + ": " + y[i].getSol());
            }

            return;
        }
    }
}

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