// The following method populates the problem with data for the
// following linear program:
//
// Maximize
// x1 + 2 x2 + 3 x3
// Subject To
// - x1 + x2 + x3 <= 20
// x1 - 3 x2 + x3 <= 30
// Bounds
// 0 <= x1 <= 40
// End
//
// using the IModeler API
internal static void PopulateByRow(IModeler model,
INumVar[][] var,
IRange[][] rng)
{
double[] lb = { 0.0, 0.0, 0.0 };
double[] ub = { 40.0, System.Double.MaxValue, System.Double.MaxValue };
string[] varname = { "x1", "x2", "x3" };
INumVar[] x = model.NumVarArray(3, lb, ub, varname);
var[0] = x;
double[] objvals = { 1.0, 2.0, 3.0 };
model.AddMaximize(model.ScalProd(x, objvals));
rng[0] = new IRange[2];
rng[0][0] = model.AddLe(model.Sum(model.Prod(-1.0, x[0]),
model.Prod(1.0, x[1]),
model.Prod(1.0, x[2])), 20.0, "c1");
rng[0][1] = model.AddLe(model.Sum(model.Prod(1.0, x[0]),
model.Prod(-3.0, x[1]),
model.Prod(1.0, x[2])), 30.0, "c2");
}
internal static IRange[] MakeCuts(IModeler m, ILPMatrix lp)
{
INumVar x11 = null, x12 = null, x13 = null, x14 = null, x15 = null;
INumVar x21 = null, x22 = null, x23 = null, x24 = null, x25 = null;
INumVar x31 = null, x32 = null, x33 = null, x34 = null, x35 = null;
INumVar x41 = null, x42 = null, x43 = null, x44 = null, x45 = null;
INumVar x51 = null, x52 = null, x53 = null, x54 = null, x55 = null;
INumVar w11 = null, w12 = null, w13 = null, w14 = null, w15 = null;
INumVar w21 = null, w22 = null, w23 = null, w24 = null, w25 = null;
INumVar w31 = null, w32 = null, w33 = null, w34 = null, w35 = null;
INumVar w41 = null, w42 = null, w43 = null, w44 = null, w45 = null;
INumVar w51 = null, w52 = null, w53 = null, w54 = null, w55 = null;
INumVar[] vars = lp.NumVars;
int num = vars.Length;
for (int i = 0; i < num; ++i)
{
if (vars[i].Name.Equals("X11"))
{
x11 = vars[i];
}
else if (vars[i].Name.Equals("X12"))
{
x12 = vars[i];
}
else if (vars[i].Name.Equals("X13"))
{
x13 = vars[i];
}
else if (vars[i].Name.Equals("X14"))
{
x14 = vars[i];
}
else if (vars[i].Name.Equals("X15"))
{
x15 = vars[i];
}
else if (vars[i].Name.Equals("X21"))
{
x21 = vars[i];
}
else if (vars[i].Name.Equals("X22"))
{
x22 = vars[i];
}
else if (vars[i].Name.Equals("X23"))
{
x23 = vars[i];
}
else if (vars[i].Name.Equals("X24"))
{
x24 = vars[i];
}
else if (vars[i].Name.Equals("X25"))
{
x25 = vars[i];
}
else if (vars[i].Name.Equals("X31"))
{
x31 = vars[i];
}
else if (vars[i].Name.Equals("X32"))
{
x32 = vars[i];
}
else if (vars[i].Name.Equals("X33"))
{
x33 = vars[i];
}
else if (vars[i].Name.Equals("X34"))
{
x34 = vars[i];
}
else if (vars[i].Name.Equals("X35"))
{
x35 = vars[i];
}
else if (vars[i].Name.Equals("X41"))
{
x41 = vars[i];
}
else if (vars[i].Name.Equals("X42"))
{
x42 = vars[i];
}
else if (vars[i].Name.Equals("X43"))
{
x43 = vars[i];
}
else if (vars[i].Name.Equals("X44"))
{
x44 = vars[i];
}
else if (vars[i].Name.Equals("X45"))
{
x45 = vars[i];
}
else if (vars[i].Name.Equals("X51"))
{
x51 = vars[i];
}
else if (vars[i].Name.Equals("X52"))
{
x52 = vars[i];
}
else if (vars[i].Name.Equals("X53"))
{
x53 = vars[i];
}
else if (vars[i].Name.Equals("X54"))
{
x54 = vars[i];
}
else if (vars[i].Name.Equals("X55"))
{
x55 = vars[i];
}
else if (vars[i].Name.Equals("W11"))
{
w11 = vars[i];
}
else if (vars[i].Name.Equals("W12"))
{
w12 = vars[i];
}
else if (vars[i].Name.Equals("W13"))
{
w13 = vars[i];
}
else if (vars[i].Name.Equals("W14"))
{
w14 = vars[i];
}
else if (vars[i].Name.Equals("W15"))
{
w15 = vars[i];
}
else if (vars[i].Name.Equals("W21"))
{
w21 = vars[i];
}
else if (vars[i].Name.Equals("W22"))
{
w22 = vars[i];
}
else if (vars[i].Name.Equals("W23"))
{
w23 = vars[i];
}
else if (vars[i].Name.Equals("W24"))
{
w24 = vars[i];
}
else if (vars[i].Name.Equals("W25"))
{
w25 = vars[i];
}
else if (vars[i].Name.Equals("W31"))
{
w31 = vars[i];
}
else if (vars[i].Name.Equals("W32"))
{
w32 = vars[i];
}
else if (vars[i].Name.Equals("W33"))
{
w33 = vars[i];
}
else if (vars[i].Name.Equals("W34"))
{
w34 = vars[i];
}
else if (vars[i].Name.Equals("W35"))
{
w35 = vars[i];
}
else if (vars[i].Name.Equals("W41"))
{
w41 = vars[i];
}
else if (vars[i].Name.Equals("W42"))
{
w42 = vars[i];
}
else if (vars[i].Name.Equals("W43"))
{
w43 = vars[i];
}
else if (vars[i].Name.Equals("W44"))
{
w44 = vars[i];
}
else if (vars[i].Name.Equals("W45"))
{
w45 = vars[i];
}
else if (vars[i].Name.Equals("W51"))
{
w51 = vars[i];
}
else if (vars[i].Name.Equals("W52"))
{
w52 = vars[i];
}
else if (vars[i].Name.Equals("W53"))
{
w53 = vars[i];
}
else if (vars[i].Name.Equals("W54"))
{
w54 = vars[i];
}
else if (vars[i].Name.Equals("W55"))
{
w55 = vars[i];
}
}
IRange[] cut = new IRange[8];
cut[0] = m.Le(m.Diff(x21, x22), 0.0);
cut[1] = m.Le(m.Diff(x22, x23), 0.0);
cut[2] = m.Le(m.Diff(x23, x24), 0.0);
cut[3] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x11),
m.Prod(2.98, x21),
m.Prod(3.47, x31),
m.Prod(2.24, x41),
m.Prod(2.08, x51)),
m.Sum(m.Prod(0.25, w11),
m.Prod(0.25, w21),
m.Prod(0.25, w31),
m.Prod(0.25, w41),
m.Prod(0.25, w51))), 20.25);
cut[4] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x12),
m.Prod(2.98, x22),
m.Prod(3.47, x32),
m.Prod(2.24, x42),
m.Prod(2.08, x52)),
m.Sum(m.Prod(0.25, w12),
m.Prod(0.25, w22),
m.Prod(0.25, w32),
m.Prod(0.25, w42),
m.Prod(0.25, w52))), 20.25);
cut[5] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x13),
m.Prod(2.98, x23),
m.Prod(3.47, x33),
m.Prod(2.24, x43),
m.Prod(2.08, x53)),
m.Sum(m.Prod(0.25, w13),
m.Prod(0.25, w23),
m.Prod(0.25, w33),
m.Prod(0.25, w43),
m.Prod(0.25, w53))), 20.25);
cut[6] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x14),
m.Prod(2.98, x24),
m.Prod(3.47, x34),
m.Prod(2.24, x44),
m.Prod(2.08, x54)),
m.Sum(m.Prod(0.25, w14),
m.Prod(0.25, w24),
m.Prod(0.25, w34),
m.Prod(0.25, w44),
m.Prod(0.25, w54))), 20.25);
cut[7] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x15),
m.Prod(2.98, x25),
m.Prod(3.47, x35),
m.Prod(2.24, x45),
m.Prod(2.08, x55)),
m.Sum(m.Prod(0.25, w15),
m.Prod(0.25, w25),
m.Prod(0.25, w35),
m.Prod(0.25, w45),
m.Prod(0.25, w55))), 16.25);
return(cut);
}
// The following method populates the problem with data for the
// following linear program:
//
// Maximize
// x1 + 2 x2 + 3 x3
// Subject To
// - x1 + x2 + x3 <= 20
// x1 - 3 x2 + x3 <= 30
// Bounds
// 0 <= x1 <= 40
// End
//
// using the IModeler API
internal static void PopulateByRow(IModeler model,
INumVar[][] var,
IRange[][] rng)
{
double[] lb = {0.0, 0.0, 0.0};
double[] ub = {40.0, System.Double.MaxValue, System.Double.MaxValue};
string[] varname = {"x1", "x2", "x3"};
INumVar[] x = model.NumVarArray(3, lb, ub, varname);
var[0] = x;
double[] objvals = {1.0, 2.0, 3.0};
model.AddMaximize(model.ScalProd(x, objvals));
rng[0] = new IRange[2];
rng[0][0] = model.AddLe(model.Sum(model.Prod(-1.0, x[0]),
model.Prod( 1.0, x[1]),
model.Prod( 1.0, x[2])), 20.0, "c1");
rng[0][1] = model.AddLe(model.Sum(model.Prod( 1.0, x[0]),
model.Prod(-3.0, x[1]),
model.Prod( 1.0, x[2])), 30.0, "c2");
}
public static IRange[] MakeCuts(IModeler m, ILPMatrix lp) {
INumVar x11 = null, x12 = null, x13 = null, x14 = null, x15 = null;
INumVar x21 = null, x22 = null, x23 = null, x24 = null, x25 = null;
INumVar x31 = null, x32 = null, x33 = null, x34 = null, x35 = null;
INumVar x41 = null, x42 = null, x43 = null, x44 = null, x45 = null;
INumVar x51 = null, x52 = null, x53 = null, x54 = null, x55 = null;
INumVar w11 = null, w12 = null, w13 = null, w14 = null, w15 = null;
INumVar w21 = null, w22 = null, w23 = null, w24 = null, w25 = null;
INumVar w31 = null, w32 = null, w33 = null, w34 = null, w35 = null;
INumVar w41 = null, w42 = null, w43 = null, w44 = null, w45 = null;
INumVar w51 = null, w52 = null, w53 = null, w54 = null, w55 = null;
INumVar[] vars = lp.NumVars;
int num = vars.Length;
for (int i = 0; i < num; ++i) {
if ( vars[i].Name.Equals("X11") ) x11 = vars[i];
else if ( vars[i].Name.Equals("X12") ) x12 = vars[i];
else if ( vars[i].Name.Equals("X13") ) x13 = vars[i];
else if ( vars[i].Name.Equals("X14") ) x14 = vars[i];
else if ( vars[i].Name.Equals("X15") ) x15 = vars[i];
else if ( vars[i].Name.Equals("X21") ) x21 = vars[i];
else if ( vars[i].Name.Equals("X22") ) x22 = vars[i];
else if ( vars[i].Name.Equals("X23") ) x23 = vars[i];
else if ( vars[i].Name.Equals("X24") ) x24 = vars[i];
else if ( vars[i].Name.Equals("X25") ) x25 = vars[i];
else if ( vars[i].Name.Equals("X31") ) x31 = vars[i];
else if ( vars[i].Name.Equals("X32") ) x32 = vars[i];
else if ( vars[i].Name.Equals("X33") ) x33 = vars[i];
else if ( vars[i].Name.Equals("X34") ) x34 = vars[i];
else if ( vars[i].Name.Equals("X35") ) x35 = vars[i];
else if ( vars[i].Name.Equals("X41") ) x41 = vars[i];
else if ( vars[i].Name.Equals("X42") ) x42 = vars[i];
else if ( vars[i].Name.Equals("X43") ) x43 = vars[i];
else if ( vars[i].Name.Equals("X44") ) x44 = vars[i];
else if ( vars[i].Name.Equals("X45") ) x45 = vars[i];
else if ( vars[i].Name.Equals("X51") ) x51 = vars[i];
else if ( vars[i].Name.Equals("X52") ) x52 = vars[i];
else if ( vars[i].Name.Equals("X53") ) x53 = vars[i];
else if ( vars[i].Name.Equals("X54") ) x54 = vars[i];
else if ( vars[i].Name.Equals("X55") ) x55 = vars[i];
else if ( vars[i].Name.Equals("W11") ) w11 = vars[i];
else if ( vars[i].Name.Equals("W12") ) w12 = vars[i];
else if ( vars[i].Name.Equals("W13") ) w13 = vars[i];
else if ( vars[i].Name.Equals("W14") ) w14 = vars[i];
else if ( vars[i].Name.Equals("W15") ) w15 = vars[i];
else if ( vars[i].Name.Equals("W21") ) w21 = vars[i];
else if ( vars[i].Name.Equals("W22") ) w22 = vars[i];
else if ( vars[i].Name.Equals("W23") ) w23 = vars[i];
else if ( vars[i].Name.Equals("W24") ) w24 = vars[i];
else if ( vars[i].Name.Equals("W25") ) w25 = vars[i];
else if ( vars[i].Name.Equals("W31") ) w31 = vars[i];
else if ( vars[i].Name.Equals("W32") ) w32 = vars[i];
else if ( vars[i].Name.Equals("W33") ) w33 = vars[i];
else if ( vars[i].Name.Equals("W34") ) w34 = vars[i];
else if ( vars[i].Name.Equals("W35") ) w35 = vars[i];
else if ( vars[i].Name.Equals("W41") ) w41 = vars[i];
else if ( vars[i].Name.Equals("W42") ) w42 = vars[i];
else if ( vars[i].Name.Equals("W43") ) w43 = vars[i];
else if ( vars[i].Name.Equals("W44") ) w44 = vars[i];
else if ( vars[i].Name.Equals("W45") ) w45 = vars[i];
else if ( vars[i].Name.Equals("W51") ) w51 = vars[i];
else if ( vars[i].Name.Equals("W52") ) w52 = vars[i];
else if ( vars[i].Name.Equals("W53") ) w53 = vars[i];
else if ( vars[i].Name.Equals("W54") ) w54 = vars[i];
else if ( vars[i].Name.Equals("W55") ) w55 = vars[i];
}
IRange[] cut = new IRange[8];
cut[0] = m.Le(m.Diff(x21, x22), 0.0);
cut[1] = m.Le(m.Diff(x22, x23), 0.0);
cut[2] = m.Le(m.Diff(x23, x24), 0.0);
cut[3] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x11),
m.Prod(2.98, x21),
m.Prod(3.47, x31),
m.Prod(2.24, x41),
m.Prod(2.08, x51)),
m.Sum(m.Prod(0.25, w11),
m.Prod(0.25, w21),
m.Prod(0.25, w31),
m.Prod(0.25, w41),
m.Prod(0.25, w51))), 20.25);
cut[4] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x12),
m.Prod(2.98, x22),
m.Prod(3.47, x32),
m.Prod(2.24, x42),
m.Prod(2.08, x52)),
m.Sum(m.Prod(0.25, w12),
m.Prod(0.25, w22),
m.Prod(0.25, w32),
m.Prod(0.25, w42),
m.Prod(0.25, w52))), 20.25);
cut[5] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x13),
m.Prod(2.98, x23),
m.Prod(3.47, x33),
m.Prod(2.24, x43),
m.Prod(2.08, x53)),
m.Sum(m.Prod(0.25, w13),
m.Prod(0.25, w23),
m.Prod(0.25, w33),
m.Prod(0.25, w43),
m.Prod(0.25, w53))), 20.25);
cut[6] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x14),
m.Prod(2.98, x24),
m.Prod(3.47, x34),
m.Prod(2.24, x44),
m.Prod(2.08, x54)),
m.Sum(m.Prod(0.25, w14),
m.Prod(0.25, w24),
m.Prod(0.25, w34),
m.Prod(0.25, w44),
m.Prod(0.25, w54))), 20.25);
cut[7] = m.Le(m.Sum(m.Sum(m.Prod(2.08, x15),
m.Prod(2.98, x25),
m.Prod(3.47, x35),
m.Prod(2.24, x45),
m.Prod(2.08, x55)),
m.Sum(m.Prod(0.25, w15),
m.Prod(0.25, w25),
m.Prod(0.25, w35),
m.Prod(0.25, w45),
m.Prod(0.25, w55))), 16.25);
return cut;
}