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Goalex2.java
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Goalex2.java
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package examples;
/* --------------------------------------------------------------------------
* File: Goalex2.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.
* --------------------------------------------------------------------------
*
* Goalex2.java -- Solving noswot by adding cuts with goals
*/
import ilog.cplex.*;
import ilog.concert.*;
public class Goalex2 {
static class CutGoal extends IloCplex.Goal {
double eps = 1.0e-6;
IloRange[] cut;
CutGoal(IloRange[] cuts) {
cut = cuts;
}
// 可参考AdMIPex4.java
public IloCplex.Goal execute(IloCplex cplex) throws IloException {
if (isIntegerFeasible())
return null;
int num = cut.length;
IloCplex.Goal goal = this;
for (int i = 0; i < num; ++i) {
IloRange thecut = cut[i];
if (thecut != null) {
double val = getValue(thecut.getExpr());
if (thecut.getLB() > val + eps || val - eps > thecut.getUB()) {
goal = cplex.and(cplex.globalCutGoal(thecut), goal);
cut[i] = null;
}
}
}
if (goal == this)
goal = cplex.and(cplex.branchAsCplex(), goal);
return goal;
}
}
static IloRange[] makeCuts(IloModeler m, IloLPMatrix lp) throws IloException {
IloNumVar x11 = null, x12 = null, x13 = null, x14 = null, x15 = null;
IloNumVar x21 = null, x22 = null, x23 = null, x24 = null, x25 = null;
IloNumVar x31 = null, x32 = null, x33 = null, x34 = null, x35 = null;
IloNumVar x41 = null, x42 = null, x43 = null, x44 = null, x45 = null;
IloNumVar x51 = null, x52 = null, x53 = null, x54 = null, x55 = null;
IloNumVar w11 = null, w12 = null, w13 = null, w14 = null, w15 = null;
IloNumVar w21 = null, w22 = null, w23 = null, w24 = null, w25 = null;
IloNumVar w31 = null, w32 = null, w33 = null, w34 = null, w35 = null;
IloNumVar w41 = null, w42 = null, w43 = null, w44 = null, w45 = null;
IloNumVar w51 = null, w52 = null, w53 = null, w54 = null, w55 = null;
IloNumVar[] vars = lp.getNumVars();
int num = vars.length;
for (int i = 0; i < num; ++i) {
if (vars[i].getName().equals("X11"))
x11 = vars[i];
else if (vars[i].getName().equals("X12"))
x12 = vars[i];
else if (vars[i].getName().equals("X13"))
x13 = vars[i];
else if (vars[i].getName().equals("X14"))
x14 = vars[i];
else if (vars[i].getName().equals("X15"))
x15 = vars[i];
else if (vars[i].getName().equals("X21"))
x21 = vars[i];
else if (vars[i].getName().equals("X22"))
x22 = vars[i];
else if (vars[i].getName().equals("X23"))
x23 = vars[i];
else if (vars[i].getName().equals("X24"))
x24 = vars[i];
else if (vars[i].getName().equals("X25"))
x25 = vars[i];
else if (vars[i].getName().equals("X31"))
x31 = vars[i];
else if (vars[i].getName().equals("X32"))
x32 = vars[i];
else if (vars[i].getName().equals("X33"))
x33 = vars[i];
else if (vars[i].getName().equals("X34"))
x34 = vars[i];
else if (vars[i].getName().equals("X35"))
x35 = vars[i];
else if (vars[i].getName().equals("X41"))
x41 = vars[i];
else if (vars[i].getName().equals("X42"))
x42 = vars[i];
else if (vars[i].getName().equals("X43"))
x43 = vars[i];
else if (vars[i].getName().equals("X44"))
x44 = vars[i];
else if (vars[i].getName().equals("X45"))
x45 = vars[i];
else if (vars[i].getName().equals("X51"))
x51 = vars[i];
else if (vars[i].getName().equals("X52"))
x52 = vars[i];
else if (vars[i].getName().equals("X53"))
x53 = vars[i];
else if (vars[i].getName().equals("X54"))
x54 = vars[i];
else if (vars[i].getName().equals("X55"))
x55 = vars[i];
else if (vars[i].getName().equals("W11"))
w11 = vars[i];
else if (vars[i].getName().equals("W12"))
w12 = vars[i];
else if (vars[i].getName().equals("W13"))
w13 = vars[i];
else if (vars[i].getName().equals("W14"))
w14 = vars[i];
else if (vars[i].getName().equals("W15"))
w15 = vars[i];
else if (vars[i].getName().equals("W21"))
w21 = vars[i];
else if (vars[i].getName().equals("W22"))
w22 = vars[i];
else if (vars[i].getName().equals("W23"))
w23 = vars[i];
else if (vars[i].getName().equals("W24"))
w24 = vars[i];
else if (vars[i].getName().equals("W25"))
w25 = vars[i];
else if (vars[i].getName().equals("W31"))
w31 = vars[i];
else if (vars[i].getName().equals("W32"))
w32 = vars[i];
else if (vars[i].getName().equals("W33"))
w33 = vars[i];
else if (vars[i].getName().equals("W34"))
w34 = vars[i];
else if (vars[i].getName().equals("W35"))
w35 = vars[i];
else if (vars[i].getName().equals("W41"))
w41 = vars[i];
else if (vars[i].getName().equals("W42"))
w42 = vars[i];
else if (vars[i].getName().equals("W43"))
w43 = vars[i];
else if (vars[i].getName().equals("W44"))
w44 = vars[i];
else if (vars[i].getName().equals("W45"))
w45 = vars[i];
else if (vars[i].getName().equals("W51"))
w51 = vars[i];
else if (vars[i].getName().equals("W52"))
w52 = vars[i];
else if (vars[i].getName().equals("W53"))
w53 = vars[i];
else if (vars[i].getName().equals("W54"))
w54 = vars[i];
else if (vars[i].getName().equals("W55"))
w55 = vars[i];
}
IloRange[] cut = new IloRange[8];
cut[0] = m.le(m.diff(x21, x22), 0.0);
cut[1] = m.le(m.diff(x22, x23), 0.0);
cut[2] = m.le(m.diff(x23, x24), 0.0);
cut[3] = m.le(m.sum(
m.sum(m.prod(2.08, x11), m.prod(2.98, x21), m.prod(3.47, x31), m.prod(2.24, x41), m.prod(2.08, x51)),
m.sum(m.prod(0.25, w11), m.prod(0.25, w21), m.prod(0.25, w31), m.prod(0.25, w41), m.prod(0.25, w51))),
20.25);
cut[4] = m.le(m.sum(
m.sum(m.prod(2.08, x12), m.prod(2.98, x22), m.prod(3.47, x32), m.prod(2.24, x42), m.prod(2.08, x52)),
m.sum(m.prod(0.25, w12), m.prod(0.25, w22), m.prod(0.25, w32), m.prod(0.25, w42), m.prod(0.25, w52))),
20.25);
cut[5] = m.le(m.sum(
m.sum(m.prod(2.08, x13), m.prod(2.98, x23), m.prod(3.47, x33), m.prod(2.24, x43), m.prod(2.08, x53)),
m.sum(m.prod(0.25, w13), m.prod(0.25, w23), m.prod(0.25, w33), m.prod(0.25, w43), m.prod(0.25, w53))),
20.25);
cut[6] = m.le(m.sum(
m.sum(m.prod(2.08, x14), m.prod(2.98, x24), m.prod(3.47, x34), m.prod(2.24, x44), m.prod(2.08, x54)),
m.sum(m.prod(0.25, w14), m.prod(0.25, w24), m.prod(0.25, w34), m.prod(0.25, w44), m.prod(0.25, w54))),
20.25);
cut[7] = m.le(m.sum(
m.sum(m.prod(2.08, x15), m.prod(2.98, x25), m.prod(3.47, x35), m.prod(2.24, x45), m.prod(2.08, x55)),
m.sum(m.prod(0.25, w15), m.prod(0.25, w25), m.prod(0.25, w35), m.prod(0.25, w45), m.prod(0.25, w55))),
16.25);
return cut;
}
public static void main(String[] args) {
try {
IloCplex cplex = new IloCplex();
cplex.importModel("../../../examples/data/noswot.mps");
IloLPMatrix lp = (IloLPMatrix) cplex.LPMatrixIterator().next();
cplex.setParam(IloCplex.Param.MIP.Interval, 1000);
cplex.setParam(IloCplex.Param.MIP.Strategy.Search, IloCplex.MIPSearch.Traditional);
if (cplex.solve(new CutGoal(makeCuts(cplex, lp)))) {
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);
}
}
}