//public class CplexStatusCallback : CpxIncumbentCallbackFunction, IStatusCallback
//{
// /// <summary>
// /// Creates a new callback.
// /// </summary>
// /// <param name="solver">The active solver.</param>
// public CplexStatusCallback(SolverWrapper solver) { _solver = solver; }
// /// <summary>
// /// The active solver.
// /// </summary>
// private SolverWrapper _solver;
// /// <summary>
// /// Logs messages of the solver.
// /// </summary>
// public Action<string> Logger { get; set; }
// /// <summary>
// /// Notifies about new incumbents.
// /// </summary>
// public Action NewIncumbent { get; set; }
// /// <summary>
// /// Logs new incumbent values.
// /// </summary>
// public Action<double> LogIncumbent { get; set; }
// public int CallIt(IntPtr xenv, IntPtr cbdata, int wherefrom, object cbhandle, double objval, double[] x, ref int isfeas_p, ref int useraction)
// {
// return 0;
// }
//}
#endregion
public static void Test(SolverType type)
{
Console.WriteLine("Is64BitProcess: " + Environment.Is64BitProcess);
LinearModel wrapper = new LinearModel(type, (string s) => { Console.Write(s); });
Console.WriteLine("Setting up model and optimizing it with " + wrapper.Type);
string x = "x"; string y = "y"; string z = "z";
List <string> variableNames = new List <string>()
{
x, y, z
};
VariableCollection <string> variables = new VariableCollection <string>(wrapper, VariableType.Binary, 0, 1, (string s) => { return(s); });
wrapper.SetObjective(0.5 * variables[x] + variables[y] + 4 * variables[z], OptimizationSense.Maximize);
wrapper.AddConstr(LinearExpression.Sum(variableNames.Select(v => 2 * variables[v])) <= 4, "Summation");
wrapper.AddConstr(variables[x] + variables[y] + variables[z] <= 2.0, "limit");
wrapper.AddConstr(variables[x] == variables[z], "equal");
wrapper.AddConstr(variables[x] * 2 == 2, "times");
wrapper.Update();
wrapper.Optimize();
Console.WriteLine("Solution:");
if (wrapper.HasSolution())
{
Console.WriteLine("Obj: " + wrapper.GetObjectiveValue());
foreach (var variableName in variableNames)
{
Console.WriteLine(variableName + ": " + variables[variableName].GetValue());
}
}
else
{
Console.WriteLine("No solution!");
}
}
/// <summary>
/// Adds the constraint to the model.
/// </summary>
/// <param name="expression">The constraint to add to the model.</param>
/// <param name="name">A unique name of the constraint.</param>
public void AddConstr(LinearExpression expression, string name)
{
switch (Type)
{
case SolverType.CPLEX: CplexModel.Add(expression.Expression); break;
case SolverType.Gurobi: GurobiModel.AddConstr(expression.Expression, name); break;
default: throw new ArgumentException("Unknown solver type: " + Type);
}
}
/// <summary>
/// Sets the objective function.
/// </summary>
/// <param name="expression">The objective function.</param>
/// <param name="sense">The sense (optimization direction) of the objective function.</param>
public void SetObjective(LinearExpression expression, OptimizationSense sense)
{
switch (Type)
{
case SolverType.CPLEX: CplexModel.AddObjective((sense == OptimizationSense.Minimize) ? ObjectiveSense.Minimize : ObjectiveSense.Maximize, expression.Expression); break;
case SolverType.Gurobi: GurobiModel.SetObjective(expression.Expression, (sense == OptimizationSense.Minimize) ? GRB.MINIMIZE : GRB.MAXIMIZE); break;
default: throw new ArgumentException("Unknown solver type: " + Type);
}
}