Goalex3.java

package examples;

/* --------------------------------------------------------------------------
 * File: Goalex3.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.
 * --------------------------------------------------------------------------
 *
 * Goalex3.java - Node selectors in goal search
 *
 *                This is an extension of example Goalex1.java.
 *                It adds node evaluators to further control the
 *                goal based search.  The node evaluator chooses
 *                the node that is deepest in the tree among those
 *                with maximum sum of integer infeasibilities
 */

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

public class Goalex3 {
    public static class MyBranchGoal extends IloCplex.Goal {
        IloNumVar[] _vars;

        MyBranchGoal(IloNumVar[] vars) {
            _vars = vars;
        }

        // Branch on var with largest objective coefficient
        // among those with largest infeasibility
        public IloCplex.Goal execute(IloCplex cplex) throws IloException {
            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;
                    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) {
                return cplex.and(cplex.or(cplex.geGoal(_vars[bestj], Math.floor(x[bestj]) + 1),
                        cplex.leGoal(_vars[bestj], Math.floor(x[bestj]))), this);
            } else
                return null;
        }
    }

    public static class MyDepthEvaluator extends IloCplex.NodeEvaluator {
        public double evaluate() throws IloException {
            return -getDepth();
        }
    }

    public static class MyIISEvaluator extends IloCplex.NodeEvaluator {
        public double evaluate() throws IloException {
            return -getInfeasibilitySum();
        }
    }

    public static void main(String[] args) {
        if (args.length != 1) {
            System.out.println("Usage: Goalex3 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();
            
            // 对比adMIPex1.java的实现
            IloCplex.Goal iiSumGoal = cplex.apply(new MyBranchGoal(lp.getNumVars()), new MyIISEvaluator());
            IloCplex.Goal depthGoal = cplex.apply(iiSumGoal, new MyDepthEvaluator());

            cplex.setParam(IloCplex.Param.MIP.Strategy.Search, IloCplex.MIPSearch.Traditional);
            if (cplex.solve(depthGoal)) {
                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);
        }
    }
}