/// <summary>
/// This example shows a simple AMPL iterative procedure implemented in AMPL.
/// Must be executed with a solver supporting the suffix dunbdd
/// </summary>
/// <param name="args">
/// The first string, if present, should point to the models directory
/// </param>
public static int Main(string[] args)
{
string modelDirectory = ((args != null) && (args.Length > 0)) ? args[0]
: "../../models";
/*
* // If the AMPL installation directory is not in the system search path:
* ampl.Environment env = new ampl.Environment(
* "full path to the AMPL installation directory");
* // Create an AMPL instance
* using (AMPL a = new AMPL(env)) {}
*/
// Create an AMPL instance
using (AMPL ampl = new AMPL())
{
// Must be solved with a solver supporting the suffix dunbdd
ampl.SetOption("solver", "cplex");
modelDirectory += "/locationtransportation";
ampl.SetOption("presolve", false);
ampl.SetOption("omit_zero_rows", true);
// Read the model.
ampl.Read(modelDirectory + "/trnloc2.mod");
ampl.ReadData(modelDirectory + "/trnloc.dat"); // TODO: set data
// programmatically
// Get references to AMPL's model entities for easy access.
Objective shipCost = ampl.GetObjective("Ship_Cost");
Variable maxShipCost = ampl.GetVariable("Max_Ship_Cost");
Variable buildVar = ampl.GetVariable("Build");
Constraint supply = ampl.GetConstraint("Supply");
Constraint demand = ampl.GetConstraint("Demand");
Parameter numCutParam = ampl.GetParameter("nCUT");
Parameter cutType = ampl.GetParameter("cut_type");
Parameter buildParam = ampl.GetParameter("build");
Parameter supplyPrice = ampl.GetParameter("supply_price");
Parameter demandPrice = ampl.GetParameter("demand_price");
numCutParam.Set(0);
maxShipCost.Value = 0;
double[] initialBuild = new double[ampl.GetSet("ORIG").Size];
for (int i = 0; i < initialBuild.Length; i++)
{
initialBuild[i] = 1;
}
buildParam.SetValues(initialBuild);
int numCuts;
for (numCuts = 1; ; numCuts++)
{
Console.WriteLine("Iteration {0}", numCuts);
ampl.Display("build");
// Solve the subproblem.
ampl.Eval("solve Sub;");
string result = shipCost.Result;
if (result.Equals("infeasible"))
{
// Add a feasibility cut.
numCutParam.Set(numCuts);
cutType.Set(new ampl.Tuple(numCuts), "ray");
DataFrame dunbdd = supply.GetValues("dunbdd");
foreach (var row in dunbdd)
{
supplyPrice.Set(new ampl.Tuple(row[0], numCuts), row[1].Dbl);
}
dunbdd = demand.GetValues("dunbdd");
foreach (var row in dunbdd)
{
demandPrice.Set(new ampl.Tuple(row[0], numCuts), row[1].Dbl);
}
}
else if (shipCost.Value > maxShipCost.Value + 0.00001)
{
// Add an optimality cut.
numCutParam.Set(numCuts);
cutType.Set(new ampl.Tuple(numCuts), "point");
ampl.Display("Ship");
DataFrame duals = supply.GetValues();
foreach (var row in duals)
{
supplyPrice.Set(new ampl.Tuple(row[0], numCuts), row[1].Dbl);
}
duals = demand.GetValues();
foreach (var row in duals)
{
demandPrice.Set(new ampl.Tuple(row[0], numCuts), row[1].Dbl);
}
}
else
{
break;
}
// Re-solve the master problem.
Console.WriteLine("RE-SOLVING MASTER PROBLEM");
ampl.Eval("solve Master;");
// Copy the data from the Build variable used in the master problem
// to the build parameter used in the subproblem.
DataFrame data = buildVar.GetValues();
buildParam.SetValues(data);
}
ampl.Display("Ship");
}
return(0);
}