ILOHEURISTICCALLBACK1(Rounddown, IloNumVarArray, vars) { IntegerFeasibilityArray feas; IloNumArray obj; IloNumArray x; try { feas = IntegerFeasibilityArray(getEnv()); obj = IloNumArray(getEnv()); x = IloNumArray(getEnv()); getFeasibilities(feas, vars); getObjCoefs (obj , vars); getValues (x , vars); IloNum objval = getObjValue(); IloInt cols = vars.getSize(); for (IloInt j = 0; j < cols; j++) { // Set the fractional variable to zero and update the objective value if ( feas[j] == Infeasible ) { objval -= x[j] * obj[j]; x[j] = 0.0; } } setSolution(vars, x, objval); } catch (...) { feas.end(); obj.end(); x.end(); throw; } feas.end(); obj.end(); x.end(); }
ILOBRANCHCALLBACK1(MyBranch, IloNumVarArray, vars) { if ( getBranchType() != BranchOnVariable ) return; // Branch on var with largest objective coefficient // among those with largest infeasibility IloNumArray x; IloNumArray obj; IntegerFeasibilityArray feas; try { x = IloNumArray(getEnv()); obj = IloNumArray(getEnv()); feas = IntegerFeasibilityArray(getEnv()); getValues(x, vars); getObjCoefs(obj, vars); getFeasibilities(feas, vars); IloInt bestj = -1; IloNum maxinf = 0.0; IloNum maxobj = 0.0; IloInt cols = vars.getSize(); for (IloInt j = 0; j < cols; j++) { if ( feas[j] == Infeasible ) { IloNum xj_inf = x[j] - IloFloor (x[j]); if ( xj_inf > 0.5 ) xj_inf = 1.0 - xj_inf; if ( xj_inf >= maxinf && (xj_inf > maxinf || IloAbs (obj[j]) >= maxobj) ) { bestj = j; maxinf = xj_inf; maxobj = IloAbs (obj[j]); } } } if ( bestj >= 0 ) { makeBranch(vars[bestj], x[bestj], IloCplex::BranchUp, getObjValue()); makeBranch(vars[bestj], x[bestj], IloCplex::BranchDown, getObjValue()); } } catch (...) { x.end(); obj.end(); feas.end(); throw; } x.end(); obj.end(); feas.end(); }
ILOCPLEXGOAL1(MyBranchGoal, IloNumVarArray, vars) { IloNumArray x; IloNumArray obj; IntegerFeasibilityArray feas; x = IloNumArray(getEnv()); obj = IloNumArray(getEnv()); feas = IntegerFeasibilityArray(getEnv()); getValues(x, vars); getObjCoefs(obj, vars); getFeasibilities(feas, vars); IloInt bestj = -1; IloNum maxinf = 0.0; IloNum maxobj = 0.0; IloInt cols = vars.getSize(); for (IloInt j = 0; j < cols; j++) { if ( feas[j] == Infeasible ) { IloNum xj_inf = x[j] - IloFloor (x[j]); if ( xj_inf > 0.5 ) xj_inf = 1.0 - xj_inf; if ( xj_inf >= maxinf && (xj_inf > maxinf || IloAbs (obj[j]) >= maxobj) ) { bestj = j; maxinf = xj_inf; maxobj = IloAbs (obj[j]); } } } IloCplex::Goal res; if ( bestj >= 0 ) { res = AndGoal(OrGoal(vars[bestj] >= IloFloor(x[bestj])+1, vars[bestj] <= IloFloor(x[bestj])), this); } x.end(); obj.end(); feas.end(); return res; }