/// <summary>
/// I used this Gurobi model to calculate the fixed point baseline.
/// </summary>
public mae_sdo()
{
string path = @"C:\Users\Roman Bolzern\Desktop\D4\neu\meta_data_training.csv";
var lines = File.ReadLines(path).ToArray();
GRBEnv env = new GRBEnv();
GRBModel m = new GRBModel(env);
var scale = 1e9;
var y = m.AddVar(1e-9 * scale, 1e-2 * scale, 0d, GRB.CONTINUOUS, "y");
var obj = new GRBLinExpr();
for (int i = 1; i < lines.Length; i++)
{
var diff = double.Parse(lines[i].Split(',')[3]) * scale - y;
var diffinput = m.AddVar(-1e-2 * scale, 1e-2 * scale, 0d, GRB.CONTINUOUS, "diffinput");
m.AddConstr(diffinput == diff);
var diffres = m.AddVar(0, 1e-2 * scale, 0d, GRB.CONTINUOUS, "diffres");
m.AddGenConstrAbs(diffres, diffinput, "diffAbs");
obj += diffres;
}
m.SetObjective(obj, GRB.MINIMIZE);
m.Optimize();
Console.WriteLine($"Objective: {((GRBLinExpr)m.GetObjective()).Value / scale}");
Console.WriteLine($"fixed point: {y.X / scale}");
}
public override double GetObjective(object solver)
{
GRBModel grbSolver = solver as GRBModel;
if (grbSolver == null)
{
return(0.0);
}
return(((GRBLinExpr)grbSolver.GetObjective()).Value);
}
public override bool SetObj(object solver, int Column, double Value)
{
GRBModel grbSolver = solver as GRBModel;
if (grbSolver == null)
{
return(false);
}
GRBLinExpr exp = grbSolver.GetObjective() as GRBLinExpr;
exp.AddTerm(Value, exp.GetVar(Column));
return(true);
}