void displayResults(IloCplex& cplex,
IloNumVarArray inside,
IloNumVarArray outside) {
cout << "cost: " << cplex.getObjValue() << endl;
for(IloInt p = 0; p < nbProds; p++) {
cout << "P" << p << endl;
cout << "inside: " << cplex.getValue(inside[p]) << endl;
cout << "outside: " << cplex.getValue(outside[p]) << endl;
}
}
static void
solveanddisplay (IloEnv env, IloCplex cplex, IloNumVarArray var,
IloRangeArray con)
{
// Optimize the problem and obtain solution.
if ( !cplex.solve() ) {
env.error() << "Failed to optimize LP" << endl;
throw(-1);
}
IloNumArray vals(env);
env.out() << "Solution status = " << cplex.getStatus() << endl;
env.out() << "Solution value = " << cplex.getObjValue() << endl;
cplex.getValues(vals, var);
env.out() << "Values = " << vals << endl;
cplex.getSlacks(vals, con);
env.out() << "Slacks = " << vals << endl;
cplex.getDuals(vals, con);
env.out() << "Duals = " << vals << endl;
cplex.getReducedCosts(vals, var);
env.out() << "Reduced Costs = " << vals << endl;
} // END solveanddisplay
bool FrontalSolverWithoutConnexity::solve(int borne_max, bool warmstart) {
LOG(INFO) << name_ << " :: " << description_;
//Extracting data
VLOG(2) << "Extracting data";
int n = data_.n;
int m = data_.m;
double Ba = data_.Ba;
double Bp = data_.Bp;
const vector<vector<double> >& Ha = data_.Ha;
const vector<vector<double> >& Ca = data_.Ca;
const vector<vector<double> >& Hp = data_.Hp;
const vector<vector<double> >& Cp = data_.Cp;
//Environement
VLOG(2) << "Creating environment";
IloEnv env;
IloModel model = IloModel (env);
IloCplex cplex = IloCplex(model);
//Variables
VLOG(2) << "Creating variables";
BoolVarMatrix x(env);
NumVarMatrix y(env);
NumVarMatrix z(env);
VLOG(2) << "Creating variables";
for (int i = 0; i < m ; ++i) {
x.add(IloBoolVarArray(env,n));
y.add(IloNumVarArray(env,n,0,Bp));
z.add(IloNumVarArray(env,n,0,Ba));
}
IloNumVar ha_var(env);
model.add(ha_var);
IloNumVar hp_var(env);
model.add(hp_var);
//Objective function
VLOG(2) << "Processing objective function";
IloExpr objective(env,0);
for (int i = 0; i < m ; ++i) {
for (int j = 0; j < n ; ++j) {
objective += x[i][j];
}
}
model.add(IloMaximize(env, objective ));
VLOG(2) << "Creating constraint expressions";
IloExpr sum_Cy(env,0);
IloExpr sum_HCPx(env,0);
IloExpr sum_Cz(env,0);
IloExpr sum_HCAx(env,0);
VLOG(2) << "Computing constraint expressions";
for (int i = 0; i < m ; ++i) {
for (int j = 0; j < n ; ++j) {
VLOG(5) << i << " " << j << " " << Cp[i][j] << endl;
sum_Cy += y[i][j]*Cp[i][j];
sum_Cz += z[i][j]*Ca[i][j];
sum_HCPx += x[i][j]*Hp[i][j]*Cp[i][j];
sum_HCAx += x[i][j]*Ha[i][j]*Ca[i][j];
}
}
VLOG(2) << "Adding constraints";
//Selection of an admissible area
model.add(sum_Cy == sum_HCPx);
model.add(sum_Cz == sum_HCAx);
model.add(ha_var + hp_var >= 2);
for (int i = 0; i < m ; ++i) {
for (int j = 0; j < n ; ++j) {
//Defining y
model.add(y[i][j] <= Bp*x[i][j]);
model.add(y[i][j] <= hp_var);
model.add(y[i][j] >= hp_var - Bp*(1-x[i][j]));
model.add(y[i][j] >= 0);
//Defining z
model.add(z[i][j] <= Ba*x[i][j]);
model.add(z[i][j] <= ha_var);
model.add(z[i][j] >= ha_var - Ba*(1-x[i][j]));
model.add(z[i][j] >= 0);
//Constraint on x
if (Cp[i][j] == 0)
model.add(x[i][j]==0);
}
}
// Warmstart
if (warmstart) {
// Setting Warmstart from solution
VLOG(2) << "Setting informations for warmstart";
IloNumVarArray startVar(env);
IloNumArray startVal(env);
for (int i = 0; i < m; ++i)
for (int j = 0; j < n; ++j) {
startVar.add(x[i][j]);
startVal.add(sol_.x_[i][j]);
if (sol_.x_[i][j] == 0){
startVar.add(y[i][j]);
startVal.add(sol_.x_[i][j]);
startVar.add(z[i][j]);
startVal.add(sol_.x_[i][j]);
}
}
cplex.addMIPStart(startVar, startVal);
startVal.end();
startVar.end();
}
//Solve
VLOG(2) << "Resolution...";
cplex.solve();
//Output
VLOG(2) << "Solution status = " << cplex.getStatus() << endl;
VLOG(2) << "Solution value = " << cplex.getObjValue() << endl;
for (int i = 0; i < data_.m; ++i) {
for (int j = 0; j < data_.n; ++j) {
sol_.x_[i][j] = cplex.getValue(x[i][j]);
}
}
env.end();
return false;
}
/** Get the best integer feasible objective value in this worker.
* Calling this function before calling join() is an error.
*/
double getObjective() const { return cplex.getObjValue(); }