static int Main(string[] args) { int status = 127; try { OplFactory.DebugMode = true; OplFactory oplF = new OplFactory(); OplErrorHandler errHandler = oplF.CreateOplErrorHandler(); OplSettings settings = oplF.CreateOplSettings(errHandler); Cplex masterCplex = oplF.CreateCplex(); masterCplex.SetOut(null); OplErrorHandler errorHandler = oplF.CreateOplErrorHandler(); OplRunConfiguration masterRC = oplF.CreateOplRunConfiguration(DATADIR + "/cutstock_change.mod", DATADIR + "/cutstock_change.dat"); masterRC.ErrorHandler = errorHandler; masterRC.Cplex = masterCplex; OplModel masterOpl = masterRC.OplModel; masterOpl.Generate(); OplDataElements masterDataElements = masterOpl.MakeDataElements(); OplModelSource subSource = oplF.CreateOplModelSource(DATADIR + "/cutstock-sub.mod"); OplModelDefinition subDef = oplF.CreateOplModelDefinition(subSource, settings); Cplex subCplex = oplF.CreateCplex(); subCplex.SetOut(null); int nWdth = masterDataElements.GetElement("Amount").AsIntMap().Size; ArrayList masterVars = new ArrayList(); INumVarMap cuts = masterOpl.GetElement("Cut").AsNumVarMap(); for (int i = 1; i <= nWdth; i++) { masterVars.Add(cuts.Get(i)); } double best; double curr = double.MaxValue; do { best = curr; // Make master model Console.Out.WriteLine("Solve master."); if (masterCplex.Solve()) { curr = masterCplex.ObjValue; Console.Out.WriteLine("OBJECTIVE: " + curr); status = 0; } else { Console.Out.WriteLine("No solution!"); status = 1; } // set sub model data OplDataElements subDataElements = oplF.CreateOplDataElements(); subDataElements.AddElement(masterDataElements.GetElement("RollWidth")); subDataElements.AddElement(masterDataElements.GetElement("Size")); subDataElements.AddElement(masterDataElements.GetElement("Duals")); // get reduced costs and set them in sub problem INumMap duals = subDataElements.GetElement("Duals").AsNumMap(); for (int i = 1; i <= nWdth; i++) { IForAllRange forAll = (IForAllRange)masterOpl.GetElement("ctFill").AsConstraintMap().Get(i); duals.Set(i, masterCplex.GetDual(forAll)); } // make sub model OplModel subOpl = oplF.CreateOplModel(subDef, subCplex); subOpl.AddDataSource(subDataElements); subOpl.Generate(); Console.Out.WriteLine("Solve sub."); if (subCplex.Solve()) { Console.Out.WriteLine("OBJECTIVE: " + subCplex.ObjValue); status = 0; } else { Console.Out.WriteLine("No solution!"); status = 1; } if (subCplex.ObjValue > -RC_EPS) { break; } ; // Add variable in master model INumVar newVar = masterCplex.NumVar(0, double.MaxValue); IObjective masterObj = masterOpl.Objective; masterCplex.SetLinearCoef(masterObj, newVar, 1); for (int i = 1; i <= nWdth; i++) { double coef = subCplex.GetValue(subOpl.GetElement("Use").AsIntVarMap().Get(i)); IForAllRange forAll = (IForAllRange)masterOpl.GetElement("ctFill").AsConstraintMap().Get(i); masterCplex.SetLinearCoef(forAll, newVar, coef); } masterVars.Add(newVar); subOpl.End(); } while (best != curr && status == 0); INumVar[] masterVarsA = (INumVar[])masterVars.ToArray(typeof(INumVar)); masterCplex.Add(masterCplex.Conversion(masterVarsA, NumVarType.Int)); if (masterCplex.Solve()) { Console.Out.WriteLine("OBJECTIVE: " + masterCplex.ObjValue); } oplF.End(); } catch (ILOG.OPL.OplException ex) { Console.WriteLine(ex.Message); status = 2; } catch (ILOG.Concert.Exception ex) { Console.WriteLine(ex.Message); status = 3; } catch (System.Exception ex) { Console.WriteLine(ex.Message); status = 4; } Console.WriteLine("--Press <Enter> to exit--"); Console.ReadLine(); return(status); }