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Solution support sets

Description
Nonlinear example demonstrating the type of solutions returned by solvers

Further explanation of this example: 'Xpress NonLinear Reference Manual'

xnlp_supportset.zip[download all files]

Source Files





xnlp_supportset.mos

! XNLP example demonstrating the type of solutions returned by solvers
!
! This examples solves simple optimzation problems with different solvers,
! demonstrating the fundamental properites of the solutions returned.
!
! This example demonstrates a particular non-linear optimization concept as related
! to Xpress NonLinear.
! The version of the example is for Xpress 7.5.
!
!  (c) 2013 Fair Isaac Corporation
!       author: Zsolt Csizmadia
model mmxnlp_nlp_duals
uses "mmxnlp"; 

! Scaling parameter for problem size. Please note, there is a quadratic response
! in terms of complexity
parameters
	 N = 10
end-parameters

declarations
 R = 1..N	
 x : array(R) of mpvar 
end-declarations

!setparam("xnlp_verbose",true)

sum( i in R) (x(i)) >= N

! Minimize using the simplex method
minimize(XPRS_PRI, sum( i in R) (x(i)))
writeln("A simplex solution to an LP:")
forall(i in R) write(getsol(x(i)), " ")
writeln

! And compare to a barrier solution without crossover
setparam("XPRS_CROSSOVER",0)
setparam("XPRS_PRESOLVE",0)
minimize(XPRS_BAR, sum( i in R) (x(i)))
writeln("The same with the barrier:")
forall(i in R) write(getsol(x(i)), " ")
writeln

writeln
writeln
! The very same phenomena with quadratic problems:
writeln("The same experiment over a convex quadratic optimization problem:")
writeln
! Minimize using the simplex method
minimize(XPRS_PRI, sum( i in 1..ceil(N/2)) (x(i)) + sum( i in ceil(N/2)..N) (x(i)^2) )
writeln("A simplex solution to an QP:")
forall(i in R) write(getsol(x(i)), " ")
writeln

! And compare to a barrier solution without crossover
setparam("XPRS_CROSSOVER",0)
setparam("XPRS_PRESOLVE",0)
minimize(XPRS_BAR, sum( i in 1..ceil(N/2)) (x(i)) + sum( i in ceil(N/2)..N) (x(i)^2) )
writeln("The same with the barrier:")
forall(i in R) write(getsol(x(i)), " ")
writeln
! Notice that for the quadratic part, the quadratic objetcive itself has served
! as an equalizer

end-model


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