int wctlp_set_coltypes(wctlp *lp, char sense) { int nvars, i, val = 0; char isense; switch (sense) { case wctlp_CONT: isense = GRB_CONTINUOUS; break; case wctlp_BIN: isense = GRB_BINARY; break; case wctlp_INT: isense = GRB_INTEGER; break; default: fprintf(stderr, "Unknown variable sense: %c\n", sense); val = 1; return val; } val = GRBgetintattr(lp->model, GRB_INT_ATTR_NUMVARS, &nvars); CHECK_VAL_GRB(val, "Failed to get number of variables", lp->env); for (i = 0; i < nvars; ++i) { val = GRBsetcharattrelement(lp->model, GRB_CHAR_ATTR_VTYPE, i, isense); CHECK_VAL_GRB(val , "Failed to set variable types", lp->env); } val = GRBupdatemodel(lp->model); CHECK_VAL_GRB(val, "Failed to update model", lp->env); return val; }
int main(int argc, char *argv[]) { GRBenv *env = NULL, *modelenv = NULL; GRBmodel *model = NULL; int error = 0; int j, numfractional, iter, nfix; int numintvars; int *intvars = NULL; int status; char vtype, *vname; double sol, obj, fixval; var_t *fractional = NULL; if (argc < 2) { fprintf(stderr, "Usage: fixanddive_c filename\n"); exit(1); } error = GRBloadenv(&env, "fixanddive.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Read model */ error = GRBreadmodel(env, argv[1], &model); if (error) goto QUIT; /* Collect integer variables and relax them */ error = GRBgetintattr(model, "NumIntVars", &numintvars); if (error) goto QUIT; intvars = malloc(sizeof(int) * numintvars); if (!intvars) goto QUIT; fractional = malloc(sizeof(var_t) * numintvars); if (!fractional) goto QUIT; numfractional = 0; for (j = 0; j < numintvars; ++j) { error = GRBgetcharattrelement(model, "VType", j, &vtype); if (error) goto QUIT; if (vtype != GRB_CONTINUOUS) { intvars[numfractional++] = j; error = GRBsetcharattrelement(model, "VType", j, GRB_CONTINUOUS); if (error) goto QUIT; } } modelenv = GRBgetenv(model); if (!modelenv) goto QUIT; error = GRBsetintparam(modelenv, "OutputFlag", 0); if (error) goto QUIT; error = GRBoptimize(model); if (error) goto QUIT; /* Perform multiple iterations. In each iteration, identify the first quartile of integer variables that are closest to an integer value in the relaxation, fix them to the nearest integer, and repeat. */ for (iter = 0; iter < 1000; ++iter) { /* create a list of fractional variables, sorted in order of increasing distance from the relaxation solution to the nearest integer value */ numfractional = 0; for (j = 0; j < numintvars; ++j) { error = GRBgetdblattrelement(model, "X", intvars[j], &sol); if (error) goto QUIT; if (fabs(sol - floor(sol + 0.5)) > 1e-5) { fractional[numfractional].index = intvars[j]; fractional[numfractional++].X = sol; } } error = GRBgetdblattr(model, "ObjVal", &obj); if (error) goto QUIT; printf("Iteration %i, obj %f, fractional %i\n", iter, obj, numfractional); if (numfractional == 0) { printf("Found feasible solution - objective %f\n", obj); break; } /* Fix the first quartile to the nearest integer value */ qsort(fractional, numfractional, sizeof(var_t), vcomp); nfix = numfractional / 4; nfix = (nfix > 1) ? nfix : 1; for (j = 0; j < nfix; ++j) { fixval = floor(fractional[j].X + 0.5); error = GRBsetdblattrelement(model, "LB", fractional[j].index, fixval); if (error) goto QUIT; error = GRBsetdblattrelement(model, "UB", fractional[j].index, fixval); if (error) goto QUIT; error = GRBgetstrattrelement(model, "VarName", fractional[j].index, &vname); printf(" Fix %s to %f ( rel %f )\n", vname, fixval, fractional[j].X); } error = GRBoptimize(model); if (error) goto QUIT; /* Check optimization result */ error = GRBgetintattr(model, "Status", &status); if (error) goto QUIT; if (status != GRB_OPTIMAL) { printf("Relaxation is infeasible\n"); break; } } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free data */ free(intvars); free(fractional); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }