AdMIPex1.java

package examples;

/* --------------------------------------------------------------------------
 * File: AdMIPex1.java
 * Version 12.9.0
 * --------------------------------------------------------------------------
 * Licensed Materials - Property of IBM
 * 5725-A06 5725-A29 5724-Y48 5724-Y49 5724-Y54 5724-Y55 5655-Y21
 * Copyright IBM Corporation 2001, 2019. All Rights Reserved.
 *
 * US Government Users Restricted Rights - Use, duplication or
 * disclosure restricted by GSA ADP Schedule Contract with
 * IBM Corp.
 * --------------------------------------------------------------------------
 *
 * AdMIPex1.java -- Use the node and branch callbacks to optimize
 *                  a MIP problem
 *
 * To run this example, command line arguments are required.
 * i.e.,   java AdMIPex1   filename
 *
 * Example:
 *     java AdMIPex1  example.mps
 */

import ilog.concert.*;
import ilog.cplex.*;

public class AdMIPex1 {
    static class MyBranch extends IloCplex.BranchCallback {
        IloNumVar[] _vars;

        MyBranch(IloNumVar[] vars) {
            _vars = vars;
        }
        
        public void main() throws IloException {
            if (!getBranchType().equals(IloCplex.BranchType.BranchOnVariable))
                return;

            // Branch on var with largest objective coefficient
            // among those with largest infeasibility
            double[] x = getValues(_vars);
            double[] obj = getObjCoefs(_vars);
            IloCplex.IntegerFeasibilityStatus[] feas = getFeasibilities(_vars);

            double maxinf = 0.0;
            double maxobj = 0.0;
            int bestj = -1;
            int cols = _vars.length;
            for (int j = 0; j < cols; ++j) {
                if (feas[j].equals(IloCplex.IntegerFeasibilityStatus.Infeasible)) {
                    double xj_inf = x[j] - Math.floor(x[j]);
                    if (xj_inf > 0.5)
                        xj_inf = 1.0 - xj_inf;
                    
                    // 选择距离整数最远的变量进行分支（如果有多个则选择其中最大目标函数系数最大的变量）
                    if (xj_inf >= maxinf && (xj_inf > maxinf || Math.abs(obj[j]) >= maxobj)) {
                        bestj = j;
                        maxinf = xj_inf;
                        maxobj = Math.abs(obj[j]);
                    }
                }
            }
            
            if (bestj >= 0) {
                // 添加分支，可以以数组形式批量添加
                makeBranch(_vars[bestj], x[bestj], IloCplex.BranchDirection.Up, getObjValue());
                makeBranch(_vars[bestj], x[bestj], IloCplex.BranchDirection.Down, getObjValue());
            }
        }
    }

    static class MySelect extends IloCplex.NodeCallback {
        public void main() throws IloException {
            // 获取tree中激活的节点数量
            long remainingNodes = getNremainingNodes64();
            long bestnode = -1;
            int maxdepth = -1;
            double maxiisum = 0.0;
            
            // 选择违反整数约束最多（非整数变量最多）的节点
            for (long i = 0; i < remainingNodes; ++i) {
                int depth = getDepth(i);
                // 获取不满足整数约束的变量的数量
                double iisum = getInfeasibilitySum(i);
                if ((depth >= maxdepth) && (depth > maxdepth || iisum > maxiisum)) {
                    bestnode = i;
                    maxdepth = depth;
                    maxiisum = iisum;
                }
            }
            if (bestnode >= 0)
                selectNode(bestnode);
        }
    }

    public static void main(String[] args) {
        if (args.length != 1) {
            System.out.println("Usage: AdMIPex1 filename");
            System.out.println("   where filename is a file with extension ");
            System.out.println("      MPS, SAV, or LP (lower case is allowed)");
            System.out.println(" Exiting...");
            System.exit(-1);
        }

        try {
            IloCplex cplex = new IloCplex();

            cplex.importModel(args[0]);
            IloLPMatrix lp = (IloLPMatrix) cplex.LPMatrixIterator().next();

            // 使用use调用callBack类函数
            cplex.use(new MyBranch(lp.getNumVars()));
            cplex.use(new MySelect());
            
            // 设置搜索策略
            // Traditional: Use traditional branch-and-cut search.
            cplex.setParam(IloCplex.Param.MIP.Strategy.Search, IloCplex.MIPSearch.Traditional);
            if (cplex.solve()) {
                System.out.println("Solution status = " + cplex.getStatus());
                System.out.println("Solution value  = " + cplex.getObjValue());
            }
            cplex.end();
        } catch (IloException e) {
            System.err.println("Concert exception caught: " + e);
        }
    }
}