/// <summary>
/// Indicates whether a solution was found.
/// </summary>
/// <returns><code>true</code> if a solution was found, <code>false</code> otherwise.</returns>
public bool HasSolution()
{
switch (Type)
{
case SolverType.CPLEX:
if ((CplexModel.IsMIP()) ? CplexModel.SolnPoolNsolns > 0 : (CplexModel.GetStatus() == ILOG.CPLEX.Cplex.Status.Optimal))
{
return(true);
}
else
{
return(false);
}
case SolverType.Gurobi:
if (GurobiModel.Get(GRB.IntAttr.SolCount) > 0)
{
return(true);
}
else
{
return(false);
}
default: throw new ArgumentException("Unknown solver type: " + Type);
}
}
private static void PrintSolution(GRBModel model, GRBVar[] buy,
GRBVar[] nutrition)
{
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
Console.WriteLine("\nCost: " + model.Get(GRB.DoubleAttr.ObjVal));
Console.WriteLine("\nBuy:");
for (int j = 0; j < buy.Length; ++j)
{
if (buy[j].Get(GRB.DoubleAttr.X) > 0.0001)
{
Console.WriteLine(buy[j].Get(GRB.StringAttr.VarName) + " " +
buy[j].Get(GRB.DoubleAttr.X));
}
}
Console.WriteLine("\nNutrition:");
for (int i = 0; i < nutrition.Length; ++i)
{
Console.WriteLine(nutrition[i].Get(GRB.StringAttr.VarName) + " " +
nutrition[i].Get(GRB.DoubleAttr.X));
}
}
else
{
Console.WriteLine("No solution");
}
}
bool SolveMaster()
{
_grbModel.Optimize();
int status = _grbModel.Get(GRB.IntAttr.Status);
int solution = _grbModel.Get(GRB.IntAttr.SolCount);
if (status == GRB.Status.OPTIMAL || (status == GRB.Status.TIME_LIMIT && solution > 0))
{
foreach (Node n in Data.NodeSet)
{
GRBConstr constr = _grbModel.GetConstrByName("ct1_" + n.ID);
Dual[n] = constr.Get(GRB.DoubleAttr.Pi);
n.ParseSolution(2);
n.ParseSolution(1);
}
foreach (Arc a in Data.ArcSet)
{
a.ParseSolution();
}
double k0 = _grbModel.GetVarByName("k_0").Get(GRB.DoubleAttr.X);
double k1 = _grbModel.GetVarByName("k_1").Get(GRB.DoubleAttr.X);
return(true);
}
else
{
return(false);
}
}
public void Optimize()
{
Data = new DataStructure();
Data.LoadData();
//生成乘子
foreach (Node n in Data.NodeSet)
{
multiplier_p.Add(n, 0);
}
for (int i = 1; i <= IterationTimes; i++)
{
double LB = 0;
BuildModel_SubProblem1();
if (Solve())
{
ParseSolution_SubProblem1();
LB += _grbModel.Get(GRB.DoubleAttr.ObjVal);
}
_grbModel.Dispose();
_env.Dispose();
BuildModel_SubProblem2();
if (Solve())
{
ParseSolution_SubProblem2();
LB += _grbModel.Get(GRB.DoubleAttr.ObjVal);
}
_grbModel.Dispose();
_env.Dispose();
UpdateMultiplier(i);
BuildFeasibleSolutionModel();
if (Solve())
{
ParseSolution_SubProblem2();
StreamWriter sw = File.AppendText("solution.csv");
sw.Write("{0},{1},{2}", i, _grbModel.Get(GRB.DoubleAttr.ObjVal), LB);
sw.WriteLine();
sw.Close();
}
else
{
StreamWriter sw = File.AppendText("solution.csv");
sw.Write("{0},{1},{2}", i, "infeasible", LB);
sw.WriteLine();
sw.Close();
}
_grbModel.Dispose();
_env.Dispose();
}
ParseSolution();
}
public static Status GetResultStatus(this GRBModel model)
{
if (model.Get(GRB.IntAttr.SolCount) <= 0)
{
return(model.Get(GRB.IntAttr.Status) == GRB.Status.INFEASIBLE ? Status.Infeasible : Status.NoSolution);
}
else
{
return(model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL ? Status.Optimal : Status.Heuristic);
}
}
// Simple function to determine the MIP gap
private static double Gap(GRBModel model)
{
if ((model.Get(GRB.IntAttr.SolCount) == 0) ||
(Math.Abs(model.Get(GRB.DoubleAttr.ObjVal)) < 1e-6))
{
return(GRB.INFINITY);
}
return(Math.Abs(model.Get(GRB.DoubleAttr.ObjBound) -
model.Get(GRB.DoubleAttr.ObjVal)) /
Math.Abs(model.Get(GRB.DoubleAttr.ObjVal)));
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: lp_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
model.Optimize();
int optimstatus = model.Get(GRB.IntAttr.Status);
if (optimstatus == GRB.Status.INF_OR_UNBD)
{
model.GetEnv().Set(GRB.IntParam.Presolve, 0);
model.Optimize();
optimstatus = model.Get(GRB.IntAttr.Status);
}
if (optimstatus == GRB.Status.OPTIMAL)
{
double objval = model.Get(GRB.DoubleAttr.ObjVal);
Console.WriteLine("Optimal objective: " + objval);
}
else if (optimstatus == GRB.Status.INFEASIBLE)
{
Console.WriteLine("Model is infeasible");
// compute and write out IIS
model.ComputeIIS();
model.Write("model.ilp");
}
else if (optimstatus == GRB.Status.UNBOUNDED)
{
Console.WriteLine("Model is unbounded");
}
else
{
Console.WriteLine("Optimization was stopped with status = "
+ optimstatus);
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
private void PrintSolution()
{
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
_writer.WriteLine("\nCost: " + model.Get(GRB.DoubleAttr.ObjVal));
DietLpProblem.WriteDecisionVaribleValues(_writer);
}
else
{
_writer.WriteLine("No solution");
}
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: lpmethod_cs filename");
return;
}
try {
// Read model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
GRBEnv menv = model.GetEnv();
// Solve the model with different values of Method
int bestMethod = -1;
double bestTime = menv.Get(GRB.DoubleParam.TimeLimit);
for (int i = 0; i <= 2; ++i)
{
model.Reset();
menv.Set(GRB.IntParam.Method, i);
model.Optimize();
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
bestTime = model.Get(GRB.DoubleAttr.Runtime);
bestMethod = i;
// Reduce the TimeLimit parameter to save time
// with other methods
menv.Set(GRB.DoubleParam.TimeLimit, bestTime);
}
}
// Report which method was fastest
if (bestMethod == -1)
{
Console.WriteLine("Unable to solve this model");
}
else
{
Console.WriteLine("Solved in " + bestTime
+ " seconds with Method: " + bestMethod);
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
public OptimizationResults GetQuantities(IEnumerable <MenuItem> items, double totalPrice)
{
CreateVariables(items);
CreateConstraints(totalPrice, items);
CreateObjective(items);
_model.Optimize();
var results = new OptimizationResults();
results.Items = _model.Get(GRB.DoubleAttr.X, _v).ToIntArray();
results.ObjectiveValue = _model.Get(GRB.DoubleAttr.ObjVal);
return(results);
}
// This method will work irrespective of the size of the solution space
public ProductionTarget GetTargets(double claySupply, double glazeSupply)
{
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
GRBVar xS = CreateSmallVasesVariable(claySupply, model);
GRBVar xL = CreateLargeVasesVariable(glazeSupply, model);
model.Update();
// Create Constraints
CreateConstraints(model, xS, xL, claySupply, glazeSupply);
// Define Objective
model.SetObjective(3 * xS + 9 * xL, GRB.MAXIMIZE);
// Find the optimum
model.Optimize();
// Load the results
var results = model.Get(GRB.DoubleAttr.X, new GRBVar[] { xS, xL });
return(new Entities.ProductionTarget()
{
Small = Convert.ToInt32(results[0]), Large = Convert.ToInt32(results[1])
});
}
private static int solveAndPrint(GRBModel model, GRBVar totSlack,
int nWorkers, String[] Workers,
GRBVar[] totShifts)
{
model.Optimize();
int status = model.Get(GRB.IntAttr.Status);
if ((status == GRB.Status.INF_OR_UNBD) ||
(status == GRB.Status.INFEASIBLE) ||
(status == GRB.Status.UNBOUNDED))
{
Console.WriteLine("The model cannot be solved "
+ "because it is infeasible or unbounded");
return(status);
}
if (status != GRB.Status.OPTIMAL)
{
Console.WriteLine("Optimization was stopped with status " + status);
return(status);
}
// Print total slack and the number of shifts worked for each worker
Console.WriteLine("\nTotal slack required: " +
totSlack.Get(GRB.DoubleAttr.X));
for (int w = 0; w < nWorkers; ++w)
{
Console.WriteLine(Workers[w] + " worked " +
totShifts[w].Get(GRB.DoubleAttr.X) + " shifts");
}
Console.WriteLine("\n");
return(status);
}
static void Main(string[] args)
{
if (args.Length < 1) {
Console.Out.WriteLine("Usage: lpmethod_cs filename");
return;
}
try {
// Read model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
GRBEnv menv = model.GetEnv();
// Solve the model with different values of Method
int bestMethod = -1;
double bestTime = menv.Get(GRB.DoubleParam.TimeLimit);
for (int i = 0; i <= 2; ++i)
{
model.Reset();
menv.Set(GRB.IntParam.Method, i);
model.Optimize();
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
bestTime = model.Get(GRB.DoubleAttr.Runtime);
bestMethod = i;
// Reduce the TimeLimit parameter to save time
// with other methods
menv.Set(GRB.DoubleParam.TimeLimit, bestTime);
}
}
// Report which method was fastest
if (bestMethod == -1) {
Console.WriteLine("Unable to solve this model");
} else {
Console.WriteLine("Solved in " + bestTime
+ " seconds with Method: " + bestMethod);
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
bool Solve()
{
_grbModel.Write("OrgModel.lp");
_grbModel.Optimize();
int status = _grbModel.Get(GRB.IntAttr.Status);
int solution = _grbModel.Get(GRB.IntAttr.SolCount);
if (status == GRB.Status.OPTIMAL || (status == GRB.Status.TIME_LIMIT && solution > 0))
{
return(true);
}
else
{
return(false);
}
}
private void ChangeNBreaksGurobi(GRBModel pModel, GRBLinExpr pTotalStepsConst, GRBVar[] pDecVar, int intNClasses, int intNFeatures)
{
try
{
Cs = new double[intNClasses + 1];
cbIdx = new int[intNClasses + 1]; // For Graph
int intNDecVar = (intNFeatures * (intNFeatures + 1)) / 2; // Add L0_0
pModel.Remove(pModel.GetConstrByName("Nsteps"));
pModel.AddConstr(pTotalStepsConst, GRB.EQUAL, intNClasses, "Nsteps");
//Solving
pModel.Optimize();
//Add Results to CS array
Cs[0] = arrEst[0]; //Estimate Array was sorted
int intIdxCs = 0;
if (pModel.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
for (int i = 0; i < intNDecVar; i++)
{
if (pDecVar[i].Get(GRB.DoubleAttr.X) == 1)
{
intIdxCs++;
string strName = pDecVar[i].Get(GRB.StringAttr.VarName);
int intIndexUBar = strName.IndexOf("_");
string strTo = strName.Substring(intIndexUBar + 1);
int intToValue = Convert.ToInt16(strTo);
Cs[intIdxCs] = arrEst[intToValue - 1]; //Closed
cbIdx[intIdxCs] = intToValue - 1;
}
}
}
txtObjValue.Text = pModel.Get(GRB.DoubleAttr.ObjVal).ToString("N5");
}
catch (Exception ex)
{
MessageBox.Show(this.Handle.ToString() + " Error:" + ex.Message);
return;
}
}
static void Main()
{
try {
GRBEnv env = new GRBEnv("qcp.log");
GRBModel model = new GRBModel(env);
// Create variables
GRBVar x = model.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "x");
GRBVar y = model.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "y");
GRBVar z = model.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "z");
// Integrate new variables
model.Update();
// Set objective
GRBLinExpr obj = x;
model.SetObjective(obj, GRB.MAXIMIZE);
// Add linear constraint: x + y + z = 1
model.AddConstr(x + y + z == 1.0, "c0");
// Add second-order cone: x^2 + y^2 <= z^2
model.AddQConstr(x * x + y * y <= z * z, "qc0");
// Add rotated cone: x^2 <= yz
model.AddQConstr(x * x <= y * z, "qc1");
// Optimize model
model.Optimize();
Console.WriteLine(x.Get(GRB.StringAttr.VarName)
+ " " + x.Get(GRB.DoubleAttr.X));
Console.WriteLine(y.Get(GRB.StringAttr.VarName)
+ " " + y.Get(GRB.DoubleAttr.X));
Console.WriteLine(z.Get(GRB.StringAttr.VarName)
+ " " + z.Get(GRB.DoubleAttr.X));
Console.WriteLine("Obj: " + model.Get(GRB.DoubleAttr.ObjVal) + " " +
obj.Value);
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
static void Main()
{
try {
GRBEnv env = new GRBEnv("mip1.log");
GRBModel model = new GRBModel(env);
// Create variables
GRBVar x = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "x");
GRBVar y = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "y");
GRBVar z = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "z");
// Integrate new variables
model.Update();
// Set objective: maximize x + y + 2 z
model.SetObjective(x + y + 2 * z, GRB.MAXIMIZE);
// Add constraint: x + 2 y + 3 z <= 4
model.AddConstr(x + 2 * y + 3 * z <= 4.0, "c0");
// Add constraint: x + y >= 1
model.AddConstr(x + y >= 1.0, "c1");
// Optimize model
model.Optimize();
Console.WriteLine(x.Get(GRB.StringAttr.VarName)
+ " " + x.Get(GRB.DoubleAttr.X));
Console.WriteLine(y.Get(GRB.StringAttr.VarName)
+ " " + y.Get(GRB.DoubleAttr.X));
Console.WriteLine(z.Get(GRB.StringAttr.VarName)
+ " " + z.Get(GRB.DoubleAttr.X));
Console.WriteLine("Obj: " + model.Get(GRB.DoubleAttr.ObjVal));
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
static void SolveDual(GRBEnv env, HashSet <string> nodes_set, List <Arc> arcs)
{
GRBModel dual = new GRBModel(env);
Star forward_stars = new Star();
Star reverse_stars = new Star();
GetStars(nodes_set, arcs, forward_stars, reverse_stars);
Dictionary <Arc, GRBVar> arc_traversed = new Dictionary <Arc, GRBVar>();
foreach (Arc a in arcs)
{
arc_traversed[a] = dual.AddVar(0, 1, a.length, GRB.CONTINUOUS, "arc_traversed." + a.source + "." + a.dest);
}
dual.Update();
Dictionary <string, GRBConstr> flow_balance = new Dictionary <string, GRBConstr>();
foreach (string node in nodes_set)
{
GRBLinExpr lhs = new GRBLinExpr();
List <Arc> forward_star = forward_stars[node];
List <Arc> reverse_star = reverse_stars[node];
Console.WriteLine("node " + node);
Console.Write("Forward star: ");
foreach (Arc a in forward_star)
{
Console.Write(a.dest + ' ');
// lhs -= arc_traversed[a];
lhs.AddTerm(-1, arc_traversed[a]);
}
Console.Write("\nReverse star: ");
foreach (Arc a in reverse_star)
{
Console.Write(a.source + ' ');
lhs.AddTerm(1, arc_traversed[a]);
}
Console.WriteLine("");
flow_balance[node] = dual.AddConstr(lhs, 'E', 0, "flow_balance." + node);
}
dual.Update();
flow_balance[ORIGIN].Set(GRB.DoubleAttr.RHS, -1);
flow_balance[DESTINATION].Set(GRB.DoubleAttr.RHS, 1);
dual.Optimize();
foreach (var pair in arc_traversed)
{
Console.WriteLine("Arc {0}:{1} traversed = {2}", pair.Key.source, pair.Key.dest, pair.Value.Get(GRB.DoubleAttr.X));
}
Console.WriteLine("length of shortest path = " + dual.Get(GRB.DoubleAttr.ObjVal));
dual.Dispose();
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: callback_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
GRBVar[] vars = model.GetVars();
// Create a callback object and associate it with the model
model.SetCallback(new callback_cs(vars));
model.Optimize();
double[] x = model.Get(GRB.DoubleAttr.X, vars);
string[] vnames = model.Get(GRB.StringAttr.VarName, vars);
for (int j = 0; j < vars.Length; j++)
{
if (x[j] != 0.0)
{
Console.WriteLine(vnames[j] + " " + x[j]);
}
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
Console.WriteLine(e.StackTrace);
}
}
static void Main()
{
try {
GRBEnv env = new GRBEnv("mip1.log");
GRBModel model = new GRBModel(env);
// Create variables
GRBVar x = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "x");
GRBVar y = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "y");
GRBVar z = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, "z");
// Integrate new variables
model.Update();
// Set objective: maximize x + y + 2 z
model.SetObjective(x + y + 2 * z, GRB.MAXIMIZE);
// Add constraint: x + 2 y + 3 z <= 4
model.AddConstr(x + 2 * y + 3 * z <= 4.0, "c0");
// Add constraint: x + y >= 1
model.AddConstr(x + y >= 1.0, "c1");
// Optimize model
model.Optimize();
Console.WriteLine(x.Get(GRB.StringAttr.VarName)
+ " " + x.Get(GRB.DoubleAttr.X));
Console.WriteLine(y.Get(GRB.StringAttr.VarName)
+ " " + y.Get(GRB.DoubleAttr.X));
Console.WriteLine(z.Get(GRB.StringAttr.VarName)
+ " " + z.Get(GRB.DoubleAttr.X));
Console.WriteLine("Obj: " + model.Get(GRB.DoubleAttr.ObjVal));
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: params_cs filename");
return;
}
try {
// Read model and verify that it is a MIP
GRBEnv env = new GRBEnv();
GRBModel basemodel = new GRBModel(env, args[0]);
if (basemodel.Get(GRB.IntAttr.IsMIP) == 0)
{
Console.WriteLine("The model is not an integer program");
Environment.Exit(1);
}
// Set a 5 second time limit
basemodel.GetEnv().Set(GRB.DoubleParam.TimeLimit, 5);
// Now solve the model with different values of MIPFocus
double bestGap = GRB.INFINITY;
GRBModel bestModel = null;
for (int i = 0; i <= 3; ++i)
{
GRBModel m = new GRBModel(basemodel);
m.GetEnv().Set(GRB.IntParam.MIPFocus, i);
m.Optimize();
if (bestModel == null || bestGap > Gap(m))
{
bestModel = m;
bestGap = Gap(bestModel);
}
}
// Finally, reset the time limit and continue to solve the
// best model to optimality
bestModel.GetEnv().Set(GRB.DoubleParam.TimeLimit, GRB.INFINITY);
bestModel.Optimize();
Console.WriteLine("Solved with MIPFocus: " +
bestModel.GetEnv().Get(GRB.IntParam.MIPFocus));
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
static void SolvePrimal(GRBEnv env, HashSet <string> nodes_set, List <Arc> arcs)
{
GRBModel m = new GRBModel(env);
Dictionary <string, GRBVar> distances = new Dictionary <string, GRBVar>(); // pi
foreach (string node in nodes_set)
{
distances[node] = m.AddVar(0, GRB.INFINITY, 0, GRB.CONTINUOUS, "distance." + node);
}
m.Update();
distances[ORIGIN].Set(GRB.DoubleAttr.Obj, -1);
distances[DESTINATION].Set(GRB.DoubleAttr.Obj, 1);
m.Set(GRB.IntAttr.ModelSense, -1);
Dictionary <Arc, GRBConstr> constrs = new Dictionary <Arc, GRBConstr>();
foreach (Arc a in arcs)
{
constrs[a] = m.AddConstr(distances[a.dest] <= distances[a.source] + a.length, "distance_con." + a.source + "." + a.dest);
}
m.Update();
m.Write("shortest_path.lp");
m.Optimize();
foreach (var pair in distances)
{
Console.WriteLine("distance to {0} is {1}", pair.Key, pair.Value.Get(GRB.DoubleAttr.X));
}
foreach (var pair in constrs)
{
GRBConstr con = pair.Value;
if (con.Get(GRB.DoubleAttr.Pi) > 0.5)
{
Console.WriteLine("Arc {0}, {1} is in shortest path", pair.Key.source, pair.Key.dest);
}
}
Console.WriteLine("Length of shortest path is {0}", m.Get(GRB.DoubleAttr.ObjVal));
m.Dispose();
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: tune_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
// Read model from file
GRBModel model = new GRBModel(env, args[0]);
// Set the TuneResults parameter to 1
model.GetEnv().Set(GRB.IntParam.TuneResults, 1);
// Tune the model
model.Tune();
// Get the number of tuning results
int resultcount = model.Get(GRB.IntAttr.TuneResultCount);
if (resultcount > 0)
{
// Load the tuned parameters into the model's environment
model.GetTuneResult(0);
// Write the tuned parameters to a file
model.Write("tune.prm");
// Solve the model using the tuned parameters
model.Optimize();
}
// Dispose of model and environment
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
public void Optimize(double timelimit = GRB.INFINITY, double mipGap = 0.00)
{
_model.GetEnv().Set(GRB.DoubleParam.TimeLimit, timelimit);
_model.GetEnv().Set(GRB.DoubleParam.MIPGap, mipGap);
_model.Optimize();
if (_model.Get(GRB.IntAttr.Status) == GRB.Status.INFEASIBLE)
{
_model.ComputeIIS();
Console.WriteLine("\nThe following constraints cannot be satisfied:");
foreach (GRBConstr c in _model.GetConstrs())
{
if (c.Get(GRB.IntAttr.IISConstr) == 1)
{
Console.WriteLine(c.Get(GRB.StringAttr.ConstrName));
// Remove a single constraint from the model
}
}
throw new Exception("Infeasible");
}
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: fixanddive_cs filename");
return;
}
try {
// Read model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
// Collect integer variables and relax them
List <GRBVar> intvars = new List <GRBVar>();
foreach (GRBVar v in model.GetVars())
{
if (v.Get(GRB.CharAttr.VType) != GRB.CONTINUOUS)
{
intvars.Add(v);
v.Set(GRB.CharAttr.VType, GRB.CONTINUOUS);
}
}
model.GetEnv().Set(GRB.IntParam.OutputFlag, 0);
model.Optimize();
// Perform multiple iterations. In each iteration, identify the first
// quartile of integer variables that are closest to an integer value
// in the relaxation, fix them to the nearest integer, and repeat.
for (int iter = 0; iter < 1000; ++iter)
{
// create a list of fractional variables, sorted in order of
// increasing distance from the relaxation solution to the nearest
// integer value
List <GRBVar> fractional = new List <GRBVar>();
foreach (GRBVar v in intvars)
{
double sol = Math.Abs(v.Get(GRB.DoubleAttr.X));
if (Math.Abs(sol - Math.Floor(sol + 0.5)) > 1e-5)
{
fractional.Add(v);
}
}
Console.WriteLine("Iteration " + iter + ", obj " +
model.Get(GRB.DoubleAttr.ObjVal) + ", fractional " +
fractional.Count);
if (fractional.Count == 0)
{
Console.WriteLine("Found feasible solution - objective " +
model.Get(GRB.DoubleAttr.ObjVal));
break;
}
// Fix the first quartile to the nearest integer value
fractional.Sort(new FractionalCompare());
int nfix = Math.Max(fractional.Count / 4, 1);
for (int i = 0; i < nfix; ++i)
{
GRBVar v = fractional[i];
double fixval = Math.Floor(v.Get(GRB.DoubleAttr.X) + 0.5);
v.Set(GRB.DoubleAttr.LB, fixval);
v.Set(GRB.DoubleAttr.UB, fixval);
Console.WriteLine(" Fix " + v.Get(GRB.StringAttr.VarName) +
" to " + fixval + " ( rel " + v.Get(GRB.DoubleAttr.X) + " )");
}
model.Optimize();
// Check optimization result
if (model.Get(GRB.IntAttr.Status) != GRB.Status.OPTIMAL)
{
Console.WriteLine("Relaxation is infeasible");
break;
}
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
public static void Main(String[] args)
{
if (args.Length < 1)
{
Console.WriteLine("Usage: tsp_cs nnodes");
return;
}
int n = Convert.ToInt32(args[0]);
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
// Must set LazyConstraints parameter when using lazy constraints
model.Parameters.LazyConstraints = 1;
double[] x = new double[n];
double[] y = new double[n];
Random r = new Random();
for (int i = 0; i < n; i++)
{
x[i] = r.NextDouble();
y[i] = r.NextDouble();
}
// Create variables
GRBVar[,] vars = new GRBVar[n, n];
for (int i = 0; i < n; i++)
{
for (int j = 0; j <= i; j++)
{
vars[i, j] = model.AddVar(0.0, 1.0, distance(x, y, i, j),
GRB.BINARY, "x" + i + "_" + j);
vars[j, i] = vars[i, j];
}
}
// Degree-2 constraints
for (int i = 0; i < n; i++)
{
GRBLinExpr expr = 0;
for (int j = 0; j < n; j++)
{
expr.AddTerm(1.0, vars[i, j]);
}
model.AddConstr(expr == 2.0, "deg2_" + i);
}
// Forbid edge from node back to itself
for (int i = 0; i < n; i++)
{
vars[i, i].UB = 0.0;
}
model.SetCallback(new tsp_cs(vars));
model.Optimize();
if (model.SolCount > 0)
{
int[] tour = findsubtour(model.Get(GRB.DoubleAttr.X, vars));
Console.Write("Tour: ");
for (int i = 0; i < tour.Length; i++)
{
Console.Write(tour[i] + " ");
}
Console.WriteLine();
}
// Dispose of model and environment
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
Console.WriteLine(e.StackTrace);
}
}
private static void PrintSolution(GRBModel model, GRBVar[] buy,
GRBVar[] nutrition)
{
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL) {
Console.WriteLine("\nCost: " + model.Get(GRB.DoubleAttr.ObjVal));
Console.WriteLine("\nBuy:");
for (int j = 0; j < buy.Length; ++j) {
if (buy[j].Get(GRB.DoubleAttr.X) > 0.0001) {
Console.WriteLine(buy[j].Get(GRB.StringAttr.VarName) + " " +
buy[j].Get(GRB.DoubleAttr.X));
}
}
Console.WriteLine("\nNutrition:");
for (int i = 0; i < nutrition.Length; ++i) {
Console.WriteLine(nutrition[i].Get(GRB.StringAttr.VarName) + " " +
nutrition[i].Get(GRB.DoubleAttr.X));
}
} else {
Console.WriteLine("No solution");
}
}
static void Main(string[] args)
{
int n = 9;
int s = 3;
if (args.Length < 1) {
Console.Out.WriteLine("Usage: sudoku_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
// Create 3-D array of model variables
GRBVar[,,] vars = new GRBVar[n,n,n];
for (int i = 0; i < n; i++) {
for (int j = 0; j < n; j++) {
for (int v = 0; v < n; v++) {
string st = "G_" + i.ToString() + "_" + j.ToString()
+ "_" + v.ToString();
vars[i,j,v] = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, st);
}
}
}
// Integrate variables into model
model.Update();
// Add constraints
GRBLinExpr expr;
// Each cell must take one value
for (int i = 0; i < n; i++) {
for (int j = 0; j < n; j++) {
expr = 0.0;
for (int v = 0; v < n; v++)
expr += vars[i,j,v];
string st = "V_" + i.ToString() + "_" + j.ToString();
model.AddConstr(expr == 1.0, st);
}
}
// Each value appears once per row
for (int i = 0; i < n; i++) {
for (int v = 0; v < n; v++) {
expr = 0.0;
for (int j = 0; j < n; j++)
expr += vars[i,j,v];
string st = "R_" + i.ToString() + "_" + v.ToString();
model.AddConstr(expr == 1.0, st);
}
}
// Each value appears once per column
for (int j = 0; j < n; j++) {
for (int v = 0; v < n; v++) {
expr = 0.0;
for (int i = 0; i < n; i++)
expr += vars[i,j,v];
string st = "C_" + j.ToString() + "_" + v.ToString();
model.AddConstr(expr == 1.0, st);
}
}
// Each value appears once per sub-grid
for (int v = 0; v < n; v++) {
for (int i0 = 0; i0 < s; i0++) {
for (int j0 = 0; j0 < s; j0++) {
expr = 0.0;
for (int i1 = 0; i1 < s; i1++) {
for (int j1 = 0; j1 < s; j1++) {
expr += vars[i0*s+i1,j0*s+j1,v];
}
}
string st = "Sub_" + v.ToString() + "_" + i0.ToString()
+ "_" + j0.ToString();
model.AddConstr(expr == 1.0, st);
}
}
}
// Update model
model.Update();
// Fix variables associated with pre-specified cells
StreamReader sr = File.OpenText(args[0]);
for (int i = 0; i < n; i++) {
string input = sr.ReadLine();
for (int j = 0; j < n; j++) {
int val = (int) input[j] - 48 - 1; // 0-based
if (val >= 0)
vars[i,j,val].Set(GRB.DoubleAttr.LB, 1.0);
}
}
// Optimize model
model.Optimize();
// Write model to file
model.Write("sudoku.lp");
double[,,] x = model.Get(GRB.DoubleAttr.X, vars);
Console.WriteLine();
for (int i = 0; i < n; i++) {
for (int j = 0; j < n; j++) {
for (int v = 0; v < n; v++) {
if (x[i,j,v] > 0.5) {
Console.Write(v+1);
}
}
}
Console.WriteLine();
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: sensitivity_cs filename");
return;
}
try {
// Read model
GRBEnv env = new GRBEnv();
GRBModel a = new GRBModel(env, args[0]);
a.Optimize();
a.GetEnv().Set(GRB.IntParam.OutputFlag, 0);
// Extract variables from model
GRBVar[] avars = a.GetVars();
for (int i = 0; i < avars.Length; ++i)
{
GRBVar v = avars[i];
if (v.Get(GRB.CharAttr.VType) == GRB.BINARY)
{
// Create clone and fix variable
GRBModel b = new GRBModel(a);
GRBVar bv = b.GetVars()[i];
if (v.Get(GRB.DoubleAttr.X) - v.Get(GRB.DoubleAttr.LB) < 0.5)
{
bv.Set(GRB.DoubleAttr.LB, bv.Get(GRB.DoubleAttr.UB));
}
else
{
bv.Set(GRB.DoubleAttr.UB, bv.Get(GRB.DoubleAttr.LB));
}
b.Optimize();
if (b.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL)
{
double objchg =
b.Get(GRB.DoubleAttr.ObjVal) - a.Get(GRB.DoubleAttr.ObjVal);
if (objchg < 0)
{
objchg = 0;
}
Console.WriteLine("Objective sensitivity for variable " +
v.Get(GRB.StringAttr.VarName) + " is " + objchg);
}
else
{
Console.WriteLine("Objective sensitivity for variable " +
v.Get(GRB.StringAttr.VarName) + " is infinite");
}
// Dispose of model
b.Dispose();
}
}
// Dispose of model and env
a.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: callback_cs filename");
return;
}
StreamWriter logfile = null;
try {
// Create environment
GRBEnv env = new GRBEnv();
// Read model from file
GRBModel model = new GRBModel(env, args[0]);
// Turn off display and heuristics
model.Parameters.OutputFlag = 0;
model.Parameters.Heuristics = 0.0;
// Open log file
logfile = new StreamWriter("cb.log");
// Create a callback object and associate it with the model
GRBVar[] vars = model.GetVars();
callback_cs cb = new callback_cs(vars, logfile);
model.SetCallback(cb);
// Solve model and capture solution information
model.Optimize();
Console.WriteLine("");
Console.WriteLine("Optimization complete");
if (model.SolCount == 0)
{
Console.WriteLine("No solution found, optimization status = "
+ model.Status);
}
else
{
Console.WriteLine("Solution found, objective = " + model.ObjVal);
string[] vnames = model.Get(GRB.StringAttr.VarName, vars);
double[] x = model.Get(GRB.DoubleAttr.X, vars);
for (int j = 0; j < vars.Length; j++)
{
if (x[j] != 0.0)
{
Console.WriteLine(vnames[j] + " " + x[j]);
}
}
}
// Dispose of model and environment
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode);
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
} catch (Exception e) {
Console.WriteLine("Error during optimization");
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
} finally {
// Close log file
if (logfile != null)
{
logfile.Close();
}
}
}
static void Main()
{
try {
GRBEnv env = new GRBEnv("qp.log");
GRBModel model = new GRBModel(env);
// Create variables
GRBVar x = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "x");
GRBVar y = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "y");
GRBVar z = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "z");
// Integrate new variables
model.Update();
// Set objective
GRBQuadExpr obj = x*x + x*y + y*y + y*z + z*z;
model.SetObjective(obj);
// Add constraint: x + 2 y + 3 z >= 4
model.AddConstr(x + 2 * y + 3 * z >= 4.0, "c0");
// Add constraint: x + y >= 1
model.AddConstr(x + y >= 1.0, "c1");
// Optimize model
model.Optimize();
Console.WriteLine(x.Get(GRB.StringAttr.VarName)
+ " " + x.Get(GRB.DoubleAttr.X));
Console.WriteLine(y.Get(GRB.StringAttr.VarName)
+ " " + y.Get(GRB.DoubleAttr.X));
Console.WriteLine(z.Get(GRB.StringAttr.VarName)
+ " " + z.Get(GRB.DoubleAttr.X));
Console.WriteLine("Obj: " + model.Get(GRB.DoubleAttr.ObjVal) + " " +
obj.Value);
// Change variable types to integer
x.Set(GRB.CharAttr.VType, GRB.INTEGER);
y.Set(GRB.CharAttr.VType, GRB.INTEGER);
z.Set(GRB.CharAttr.VType, GRB.INTEGER);
// Optimize model
model.Optimize();
Console.WriteLine(x.Get(GRB.StringAttr.VarName)
+ " " + x.Get(GRB.DoubleAttr.X));
Console.WriteLine(y.Get(GRB.StringAttr.VarName)
+ " " + y.Get(GRB.DoubleAttr.X));
Console.WriteLine(z.Get(GRB.StringAttr.VarName)
+ " " + z.Get(GRB.DoubleAttr.X));
Console.WriteLine("Obj: " + model.Get(GRB.DoubleAttr.ObjVal) + " " +
obj.Value);
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
public static void Main(String[] args)
{
if (args.Length < 1) {
Console.WriteLine("Usage: tsp_cs nnodes");
return;
}
int n = Convert.ToInt32(args[0]);
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
// Must disable dual reductions when using lazy constraints
model.GetEnv().Set(GRB.IntParam.DualReductions, 0);
double[] x = new double[n];
double[] y = new double[n];
Random r = new Random();
for (int i = 0; i < n; i++) {
x[i] = r.NextDouble();
y[i] = r.NextDouble();
}
// Create variables
GRBVar[,] vars = new GRBVar[n, n];
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++)
vars[i, j] = model.AddVar(0.0, 1.0, distance(x, y, i, j),
GRB.BINARY, "x"+i+"_"+j);
// Integrate variables
model.Update();
// Degree-2 constraints
for (int i = 0; i < n; i++) {
GRBLinExpr expr = 0;
for (int j = 0; j < n; j++)
expr += vars[i, j];
model.AddConstr(expr == 2.0, "deg2_"+i);
}
// Forbid edge from node back to itself
for (int i = 0; i < n; i++)
vars[i, i].Set(GRB.DoubleAttr.UB, 0.0);
// Symmetric TSP
for (int i = 0; i < n; i++)
for (int j = 0; j < i; j++)
model.AddConstr(vars[i, j]== vars[j, i], "");
model.SetCallback(new tsp_cs(vars));
model.Optimize();
if (model.Get(GRB.IntAttr.SolCount) > 0) {
int[] tour = findsubtour(model.Get(GRB.DoubleAttr.X, vars));
Console.Write("Tour: ");
for (int i = 0; i < tour.Length; i++)
Console.Write(tour[i] + " ");
Console.WriteLine();
}
// Dispose of model and environment
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
Console.WriteLine(e.StackTrace);
}
}
static void Main(string[] args)
{
if (args.Length < 1) {
Console.Out.WriteLine("Usage: callback_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
GRBVar[] vars = model.GetVars();
model.SetCallback(new callback_cs(vars));
model.Optimize();
double[] x = model.Get(GRB.DoubleAttr.X, vars);
string[] vnames = model.Get(GRB.StringAttr.VarName, vars);
for (int j = 0; j < vars.Length; j++) {
if (x[j] != 0.0) Console.WriteLine(vnames[j] + " " + x[j]);
}
for (int j = 0; j < vars.Length; j++) {
if (x[j] != 0.0) Console.WriteLine(vnames[j] + " " + x[j]);
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
Console.WriteLine(e.StackTrace);
}
}
protected static bool dense_optimize(GRBEnv env,
int rows,
int cols,
double[] c, // linear portion of objective function
double[,] Q, // quadratic portion of objective function
double[,] A, // constraint matrix
char[] sense, // constraint senses
double[] rhs, // RHS vector
double[] lb, // variable lower bounds
double[] ub, // variable upper bounds
char[] vtype, // variable types (continuous, binary, etc.)
double[] solution)
{
bool success = false;
try {
GRBModel model = new GRBModel(env);
// Add variables to the model
GRBVar[] vars = model.AddVars(lb, ub, null, vtype, null);
model.Update();
// Populate A matrix
for (int i = 0; i < rows; i++) {
GRBLinExpr expr = new GRBLinExpr();
for (int j = 0; j < cols; j++)
if (A[i,j] != 0)
expr.AddTerm(A[i,j], vars[j]); // Note: '+=' would be much slower
model.AddConstr(expr, sense[i], rhs[i], "");
}
// Populate objective
GRBQuadExpr obj = new GRBQuadExpr();
if (Q != null) {
for (int i = 0; i < cols; i++)
for (int j = 0; j < cols; j++)
if (Q[i,j] != 0)
obj.AddTerm(Q[i,j], vars[i], vars[j]); // Note: '+=' would be much slower
for (int j = 0; j < cols; j++)
if (c[j] != 0)
obj.AddTerm(c[j], vars[j]); // Note: '+=' would be much slower
model.SetObjective(obj);
}
// Solve model
model.Optimize();
// Extract solution
if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL) {
success = true;
for (int j = 0; j < cols; j++)
solution[j] = vars[j].Get(GRB.DoubleAttr.X);
}
model.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
return success;
}
static void Main()
{
try {
// Sample data
// Sets of days and workers
string[] Shifts =
new string[] { "Mon1", "Tue2", "Wed3", "Thu4", "Fri5", "Sat6",
"Sun7", "Mon8", "Tue9", "Wed10", "Thu11", "Fri12", "Sat13",
"Sun14" };
string[] Workers =
new string[] { "Amy", "Bob", "Cathy", "Dan", "Ed", "Fred", "Gu" };
int nShifts = Shifts.Length;
int nWorkers = Workers.Length;
// Number of workers required for each shift
double[] shiftRequirements =
new double[] { 3, 2, 4, 4, 5, 6, 5, 2, 2, 3, 4, 6, 7, 5 };
// Amount each worker is paid to work one shift
double[] pay = new double[] { 10, 12, 10, 8, 8, 9, 11 };
// Worker availability: 0 if the worker is unavailable for a shift
double[,] availability =
new double[,] { { 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0 },
{ 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1 },
{ 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1 },
{ 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1 },
{ 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 } };
// Model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
model.Set(GRB.StringAttr.ModelName, "assignment");
// Assignment variables: x[w][s] == 1 if worker w is assigned
// to shift s. Since an assignment model always produces integer
// solutions, we use continuous variables and solve as an LP.
GRBVar[,] x = new GRBVar[nWorkers,nShifts];
for (int w = 0; w < nWorkers; ++w) {
for (int s = 0; s < nShifts; ++s) {
x[w,s] =
model.AddVar(0, availability[w,s], pay[w], GRB.CONTINUOUS,
Workers[w] + "." + Shifts[s]);
}
}
// The objective is to minimize the total pay costs
model.Set(GRB.IntAttr.ModelSense, 1);
// Update model to integrate new variables
model.Update();
// Constraint: assign exactly shiftRequirements[s] workers
// to each shift s
for (int s = 0; s < nShifts; ++s) {
GRBLinExpr lhs = 0.0;
for (int w = 0; w < nWorkers; ++w)
lhs += x[w, s];
model.AddConstr(lhs == shiftRequirements[s], Shifts[s]);
}
// Optimize
model.Optimize();
int status = model.Get(GRB.IntAttr.Status);
if (status == GRB.Status.UNBOUNDED) {
Console.WriteLine("The model cannot be solved "
+ "because it is unbounded");
return;
}
if (status == GRB.Status.OPTIMAL) {
Console.WriteLine("The optimal objective is " +
model.Get(GRB.DoubleAttr.ObjVal));
return;
}
if ((status != GRB.Status.INF_OR_UNBD) &&
(status != GRB.Status.INFEASIBLE)) {
Console.WriteLine("Optimization was stopped with status " + status);
return;
}
// Do IIS
Console.WriteLine("The model is infeasible; computing IIS");
LinkedList<string> removed = new LinkedList<string>();
// Loop until we reduce to a model that can be solved
while (true) {
model.ComputeIIS();
Console.WriteLine("\nThe following constraint cannot be satisfied:");
foreach (GRBConstr c in model.GetConstrs()) {
if (c.Get(GRB.IntAttr.IISConstr) == 1) {
Console.WriteLine(c.Get(GRB.StringAttr.ConstrName));
// Remove a single constraint from the model
removed.AddFirst(c.Get(GRB.StringAttr.ConstrName));
model.Remove(c);
break;
}
}
Console.WriteLine();
model.Optimize();
status = model.Get(GRB.IntAttr.Status);
if (status == GRB.Status.UNBOUNDED) {
Console.WriteLine("The model cannot be solved "
+ "because it is unbounded");
return;
}
if (status == GRB.Status.OPTIMAL) {
break;
}
if ((status != GRB.Status.INF_OR_UNBD) &&
(status != GRB.Status.INFEASIBLE)) {
Console.WriteLine("Optimization was stopped with status " +
status);
return;
}
}
Console.WriteLine("\nThe following constraints were removed "
+ "to get a feasible LP:");
foreach (string s in removed) {
Console.Write(s + " ");
}
Console.WriteLine();
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
public IEnumerable <Assignment> Process(IEnumerable <Session> sessions, IEnumerable <Room> rooms, IEnumerable <Timeslot> timeslots)
{
Validate(sessions, rooms, timeslots);
_timeslotIds = new int[timeslots.Count()];
int index = 0;
foreach (var timeslot in timeslots)
{
_timeslotIds[index] = timeslot.Id;
index++;
}
_sessionIds = new int[sessions.Count()];
index = 0;
foreach (var session in sessions)
{
_sessionIds[index] = session.Id;
index++;
}
_roomIds = new int[rooms.Count()];
index = 0;
foreach (var room in rooms)
{
_roomIds[index] = room.Id;
index++;
}
CreateVariables(sessions.Count(), rooms.Count(), timeslots.Count());
CreateConstraints(sessions, rooms, timeslots.Count());
_model.Optimize();
var status = _model.Get(GRB.IntAttr.Status);
if (status == GRB.Status.INFEASIBLE)
{
throw new NoFeasibleSolutionsException();
}
var v = _model.Get(GRB.DoubleAttr.X, _v);
var p = _model.Get(GRB.DoubleAttr.X, _s);
for (int i = 0; i < sessions.Count(); i++)
{
Console.WriteLine($"s[{i}] = {p[i]}");
}
var results = new List <Assignment>();
for (int s = 0; s < sessions.Count(); s++)
{
for (int r = 0; r < rooms.Count(); r++)
{
for (int t = 0; t < timeslots.Count(); t++)
{
if (v[s, r, t] == 1.0)
{
results.Add(new Assignment(_roomIds[r], _timeslotIds[t], _sessionIds[s]));
}
}
}
}
return(results);
}
public static bool IsFeasible(this GRBModel model)
{
var status = model.Get(GRB.IntAttr.Status);
return(status == GRB.Status.OPTIMAL);
}
static void Main(string[] args)
{
if (args.Length < 1) {
Console.Out.WriteLine("Usage: mip2_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);
if (model.Get(GRB.IntAttr.IsMIP) == 0) {
Console.WriteLine("Model is not a MIP");
return;
}
model.Optimize();
int optimstatus = model.Get(GRB.IntAttr.Status);
double objval = 0;
if (optimstatus == GRB.Status.OPTIMAL) {
objval = model.Get(GRB.DoubleAttr.ObjVal);
Console.WriteLine("Optimal objective: " + objval);
} else if (optimstatus == GRB.Status.INF_OR_UNBD) {
Console.WriteLine("Model is infeasible or unbounded");
return;
} else if (optimstatus == GRB.Status.INFEASIBLE) {
Console.WriteLine("Model is infeasible");
return;
} else if (optimstatus == GRB.Status.UNBOUNDED) {
Console.WriteLine("Model is unbounded");
return;
} else {
Console.WriteLine("Optimization was stopped with status = "
+ optimstatus);
return;
}
/* Iterate over the solutions and compute the objectives */
GRBVar[] vars = model.GetVars();
model.GetEnv().Set(GRB.IntParam.OutputFlag, 0);
Console.WriteLine();
for (int k = 0; k < model.Get(GRB.IntAttr.SolCount); ++k) {
model.GetEnv().Set(GRB.IntParam.SolutionNumber, k);
double objn = 0.0;
for (int j = 0; j < vars.Length; j++) {
objn += vars[j].Get(GRB.DoubleAttr.Obj)
* vars[j].Get(GRB.DoubleAttr.Xn);
}
Console.WriteLine("Solution " + k + " has objective: " + objn);
}
Console.WriteLine();
model.GetEnv().Set(GRB.IntParam.OutputFlag, 1);
/* Create a fixed model, turn off presolve and solve */
GRBModel fixedmodel = model.FixedModel();
fixedmodel.GetEnv().Set(GRB.IntParam.Presolve, 0);
fixedmodel.Optimize();
int foptimstatus = fixedmodel.Get(GRB.IntAttr.Status);
if (foptimstatus != GRB.Status.OPTIMAL) {
Console.WriteLine("Error: fixed model isn't optimal");
return;
}
double fobjval = fixedmodel.Get(GRB.DoubleAttr.ObjVal);
if (Math.Abs(fobjval - objval) > 1.0e-6 * (1.0 + Math.Abs(objval))) {
Console.WriteLine("Error: objective values are different");
return;
}
GRBVar[] fvars = fixedmodel.GetVars();
double[] x = fixedmodel.Get(GRB.DoubleAttr.X, fvars);
string[] vnames = fixedmodel.Get(GRB.StringAttr.VarName, fvars);
for (int j = 0; j < fvars.Length; j++) {
if (x[j] != 0.0) Console.WriteLine(vnames[j] + " " + x[j]);
}
// Dispose of models and env
fixedmodel.Dispose();
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
static void Main()
{
try {
// Sample data
// Sets of days and workers
string[] Shifts =
new string[] { "Mon1", "Tue2", "Wed3", "Thu4", "Fri5", "Sat6",
"Sun7", "Mon8", "Tue9", "Wed10", "Thu11", "Fri12", "Sat13",
"Sun14" };
string[] Workers =
new string[] { "Amy", "Bob", "Cathy", "Dan", "Ed", "Fred", "Gu" };
int nShifts = Shifts.Length;
int nWorkers = Workers.Length;
// Number of workers required for each shift
double[] shiftRequirements =
new double[] { 3, 2, 4, 4, 5, 6, 5, 2, 2, 3, 4, 6, 7, 5 };
// Amount each worker is paid to work one shift
double[] pay = new double[] { 10, 12, 10, 8, 8, 9, 11 };
// Worker availability: 0 if the worker is unavailable for a shift
double[,] availability =
new double[, ] {
{ 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0 },
{ 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1 },
{ 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1 },
{ 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1 },
{ 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 }
};
// Model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
model.Set(GRB.StringAttr.ModelName, "assignment");
// Assignment variables: x[w][s] == 1 if worker w is assigned
// to shift s. Since an assignment model always produces integer
// solutions, we use continuous variables and solve as an LP.
GRBVar[,] x = new GRBVar[nWorkers, nShifts];
for (int w = 0; w < nWorkers; ++w)
{
for (int s = 0; s < nShifts; ++s)
{
x[w, s] =
model.AddVar(0, availability[w, s], pay[w], GRB.CONTINUOUS,
Workers[w] + "." + Shifts[s]);
}
}
// The objective is to minimize the total pay costs
model.Set(GRB.IntAttr.ModelSense, 1);
// Update model to integrate new variables
model.Update();
// Constraint: assign exactly shiftRequirements[s] workers
// to each shift s
for (int s = 0; s < nShifts; ++s)
{
GRBLinExpr lhs = 0.0;
for (int w = 0; w < nWorkers; ++w)
{
lhs.AddTerm(1.0, x[w, s]);
}
model.AddConstr(lhs == shiftRequirements[s], Shifts[s]);
}
// Optimize
model.Optimize();
int status = model.Get(GRB.IntAttr.Status);
if (status == GRB.Status.UNBOUNDED)
{
Console.WriteLine("The model cannot be solved "
+ "because it is unbounded");
return;
}
if (status == GRB.Status.OPTIMAL)
{
Console.WriteLine("The optimal objective is " +
model.Get(GRB.DoubleAttr.ObjVal));
return;
}
if ((status != GRB.Status.INF_OR_UNBD) &&
(status != GRB.Status.INFEASIBLE))
{
Console.WriteLine("Optimization was stopped with status " + status);
return;
}
// Do IIS
Console.WriteLine("The model is infeasible; computing IIS");
model.ComputeIIS();
Console.WriteLine("\nThe following constraint(s) "
+ "cannot be satisfied:");
foreach (GRBConstr c in model.GetConstrs())
{
if (c.Get(GRB.IntAttr.IISConstr) == 1)
{
Console.WriteLine(c.Get(GRB.StringAttr.ConstrName));
}
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
static void Main(string[] args)
{
int n = 9;
int s = 3;
if (args.Length < 1)
{
Console.Out.WriteLine("Usage: sudoku_cs filename");
return;
}
try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
// Create 3-D array of model variables
GRBVar[,,] vars = new GRBVar[n, n, n];
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
for (int v = 0; v < n; v++)
{
string st = "G_" + i.ToString() + "_" + j.ToString()
+ "_" + v.ToString();
vars[i, j, v] = model.AddVar(0.0, 1.0, 0.0, GRB.BINARY, st);
}
}
}
// Add constraints
GRBLinExpr expr;
// Each cell must take one value
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
expr = 0.0;
for (int v = 0; v < n; v++)
{
expr.AddTerm(1.0, vars[i, j, v]);
}
string st = "V_" + i.ToString() + "_" + j.ToString();
model.AddConstr(expr == 1.0, st);
}
}
// Each value appears once per row
for (int i = 0; i < n; i++)
{
for (int v = 0; v < n; v++)
{
expr = 0.0;
for (int j = 0; j < n; j++)
{
expr.AddTerm(1.0, vars[i, j, v]);
}
string st = "R_" + i.ToString() + "_" + v.ToString();
model.AddConstr(expr == 1.0, st);
}
}
// Each value appears once per column
for (int j = 0; j < n; j++)
{
for (int v = 0; v < n; v++)
{
expr = 0.0;
for (int i = 0; i < n; i++)
{
expr.AddTerm(1.0, vars[i, j, v]);
}
string st = "C_" + j.ToString() + "_" + v.ToString();
model.AddConstr(expr == 1.0, st);
}
}
// Each value appears once per sub-grid
for (int v = 0; v < n; v++)
{
for (int i0 = 0; i0 < s; i0++)
{
for (int j0 = 0; j0 < s; j0++)
{
expr = 0.0;
for (int i1 = 0; i1 < s; i1++)
{
for (int j1 = 0; j1 < s; j1++)
{
expr.AddTerm(1.0, vars[i0 * s + i1, j0 * s + j1, v]);
}
}
string st = "Sub_" + v.ToString() + "_" + i0.ToString()
+ "_" + j0.ToString();
model.AddConstr(expr == 1.0, st);
}
}
}
// Fix variables associated with pre-specified cells
StreamReader sr = File.OpenText(args[0]);
for (int i = 0; i < n; i++)
{
string input = sr.ReadLine();
for (int j = 0; j < n; j++)
{
int val = (int)input[j] - 48 - 1; // 0-based
if (val >= 0)
{
vars[i, j, val].LB = 1.0;
}
}
}
// Optimize model
model.Optimize();
// Write model to file
model.Write("sudoku.lp");
double[,,] x = model.Get(GRB.DoubleAttr.X, vars);
Console.WriteLine();
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
for (int v = 0; v < n; v++)
{
if (x[i, j, v] > 0.5)
{
Console.Write(v + 1);
}
}
}
Console.WriteLine();
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
static void Main()
{
try {
// Warehouse demand in thousands of units
double[] Demand = new double[] { 15, 18, 14, 20 };
// Plant capacity in thousands of units
double[] Capacity = new double[] { 20, 22, 17, 19, 18 };
// Fixed costs for each plant
double[] FixedCosts =
new double[] { 12000, 15000, 17000, 13000, 16000 };
// Transportation costs per thousand units
double[,] TransCosts =
new double[,] { { 4000, 2000, 3000, 2500, 4500 },
{ 2500, 2600, 3400, 3000, 4000 },
{ 1200, 1800, 2600, 4100, 3000 },
{ 2200, 2600, 3100, 3700, 3200 } };
// Number of plants and warehouses
int nPlants = Capacity.Length;
int nWarehouses = Demand.Length;
// Model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
model.Set(GRB.StringAttr.ModelName, "facility");
// Plant open decision variables: open[p] == 1 if plant p is open.
GRBVar[] open = new GRBVar[nPlants];
for (int p = 0; p < nPlants; ++p) {
open[p] = model.AddVar(0, 1, FixedCosts[p], GRB.BINARY, "Open" + p);
}
// Transportation decision variables: how much to transport from
// a plant p to a warehouse w
GRBVar[,] transport = new GRBVar[nWarehouses,nPlants];
for (int w = 0; w < nWarehouses; ++w) {
for (int p = 0; p < nPlants; ++p) {
transport[w,p] =
model.AddVar(0, GRB.INFINITY, TransCosts[w,p], GRB.CONTINUOUS,
"Trans" + p + "." + w);
}
}
// The objective is to minimize the total fixed and variable costs
model.Set(GRB.IntAttr.ModelSense, 1);
// Update model to integrate new variables
model.Update();
// Production constraints
// Note that the right-hand limit sets the production to zero if
// the plant is closed
for (int p = 0; p < nPlants; ++p) {
GRBLinExpr ptot = 0.0;
for (int w = 0; w < nWarehouses; ++w)
ptot += transport[w,p];
model.AddConstr(ptot <= Capacity[p] * open[p], "Capacity" + p);
}
// Demand constraints
for (int w = 0; w < nWarehouses; ++w) {
GRBLinExpr dtot = 0.0;
for (int p = 0; p < nPlants; ++p)
dtot += transport[w,p];
model.AddConstr(dtot == Demand[w], "Demand" + w);
}
// Guess at the starting point: close the plant with the highest
// fixed costs; open all others
// First, open all plants
for (int p = 0; p < nPlants; ++p) {
open[p].Set(GRB.DoubleAttr.Start, 1.0);
}
// Now close the plant with the highest fixed cost
Console.WriteLine("Initial guess:");
double maxFixed = -GRB.INFINITY;
for (int p = 0; p < nPlants; ++p) {
if (FixedCosts[p] > maxFixed) {
maxFixed = FixedCosts[p];
}
}
for (int p = 0; p < nPlants; ++p) {
if (FixedCosts[p] == maxFixed) {
open[p].Set(GRB.DoubleAttr.Start, 0.0);
Console.WriteLine("Closing plant " + p + "\n");
break;
}
}
// Use barrier to solve root relaxation
model.GetEnv().Set(GRB.IntParam.Method, GRB.METHOD_BARRIER);
// Solve
model.Optimize();
// Print solution
Console.WriteLine("\nTOTAL COSTS: " + model.Get(GRB.DoubleAttr.ObjVal));
Console.WriteLine("SOLUTION:");
for (int p = 0; p < nPlants; ++p) {
if (open[p].Get(GRB.DoubleAttr.X) == 1.0) {
Console.WriteLine("Plant " + p + " open:");
for (int w = 0; w < nWarehouses; ++w) {
if (transport[w,p].Get(GRB.DoubleAttr.X) > 0.0001) {
Console.WriteLine(" Transport " +
transport[w,p].Get(GRB.DoubleAttr.X) +
" units to warehouse " + w);
}
}
} else {
Console.WriteLine("Plant " + p + " closed!");
}
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
public HttpResponseMessage Optimize(string RunName)
{
using (var dbConn = new ApplicationDbContext())
{
//Variables for students, semesters, courses, and course/semester offerings
students = dbConn.StudentPreferences.Where(m => m.IsActive == true).Include(m => m.Courses).Include(m => m.Student.CompletedCourses).OrderByDescending(m => m.Student.CompletedCourses.Count()).ToArray();
crssems = dbConn.CourseSemesters.Where(m => m.IsActive == true).Include(m => m.Course).Include(m => m.Semester).ToArray();
courses = crssems.Select(m => m.Course).Distinct().ToArray();
sems = crssems.Select(m => m.Semester).Distinct().OrderBy(m => m.Type).OrderBy(m => m.Year).ToArray();
var completed = dbConn.CompletedCourses.ToList();
try
{
GRBEnv env = new GRBEnv("mip1.log");
GRBModel model = new GRBModel(env);
model.Set(GRB.StringAttr.ModelName, "Course Optimizer");
GRBVar[,] slacks = new GRBVar[courses.Length, sems.Length];
//Assignment of student, course, and semester. Student must have a desire to take the coure, has not taken the course, and the course is offered to be included
GRBVar[,,] CourseAllocation = new GRBVar[students.Length, courses.Length, sems.Length];
for (int i = 0; i < students.Length; i++)
{
for (int j = 0; j < courses.Length; j++)
{
for (int k = 0; k < sems.Length; k++)
{
if (students[i].Courses.Contains(courses[j]) && !completed.Any(m => m.GaTechId == students[i].GaTechId && courses[j].ID == m.Course_ID) && crssems.Contains(crssems.SingleOrDefault(m => m.Course == courses[j] && m.Semester == sems[k])))
CourseAllocation[i, j, k] = model.AddVar(0, 1, 1, GRB.BINARY, "students." + (i + 1).ToString() + "_Course." + (j + 1).ToString() + "_Semester." + (k + 1).ToString());
else
CourseAllocation[i, j, k] = model.AddVar(0, 0, 1, GRB.BINARY, "students." + (i + 1).ToString() + "_Course." + (j + 1).ToString() + "_Semester." + (k + 1).ToString());
}
}
}
model.Set(GRB.IntAttr.ModelSense, 1);
model.Update();
//MUST TAKE DESIRED COURSE ONLY ONCE
//Constrains the students to only take courses they desire once and for when the course is offered and does not allow a repeat of a course in another semester
for (int i = 0; i < students.Length; i++)
{
for (int j = 0; j < courses.Length; j++)
{
if (students[i].Courses.Contains(courses[j]) && !completed.Any(m => m.GaTechId == students[i].GaTechId && courses[j].ID == m.Course_ID))
{
GRBLinExpr constStudentDesiredCourses = 0.0;
for (int k = 0; k < sems.Length; k++)
{
if (crssems.Any(m => m.Course.ID == courses[j].ID && m.Semester.Type == sems[k].Type && m.Semester.Year == sems[k].Year))
constStudentDesiredCourses.AddTerm(1.0, CourseAllocation[i, j, k]);
}
String sStudentDesiredCourses = "DesiredCourse." + j + 1 + "_Student." + i + 1;
model.AddConstr(constStudentDesiredCourses == 1, sStudentDesiredCourses);
}
}
//MAX COURSES PER SEMESTER
//Constrains the students to only have a maximum number of 2 courses per semester.
for (int k = 0; k < sems.Length; k++)
{
GRBLinExpr constMaxPerSem = 0.0;
for (int j = 0; j < courses.Length; j++)
{
if (!completed.Any(m => m.GaTechId == students[i].GaTechId && courses[j].ID == m.Course_ID) && (crssems.Any(m => m.Course.ID == courses[j].ID && m.Semester.Type == sems[k].Type && m.Semester.Year == sems[k].Year)))
constMaxPerSem.AddTerm(1, CourseAllocation[i, j, k]);
}
String sCourseSem = "maxCourseStudent." + i + 1 + "_Semester." + k + 1;
model.AddConstr(constMaxPerSem <= MAX_COURSES_PER_SEMESTER, sCourseSem);
}
//PREREQUISITES
//Constrains the students to take prerequisite courses prior to taking a course that needs the prerequisite
for (int j = 0; j < courses.Length; j++)
{
if (courses[j].Prerequisites.Any() && students[i].Courses.Contains(courses[j]) && !completed.Any(m => m.GaTechId == students[i].GaTechId && courses[j].ID == m.Course_ID))
{
foreach (var prereq in courses[j].Prerequisites)
{
int prereqIndex = Array.IndexOf(courses, prereq);
GRBLinExpr coursePrereqConst1 = 0.0;
GRBLinExpr coursePrereqConst2 = 0.0;
if (!completed.Any(m => m.GaTechId == students[i].GaTechId && m.Course.ID == prereq.ID))
{
for (int k = 0; k < sems.Length; k++)
{
if (prereqIndex >= 0)
{
coursePrereqConst1.AddTerm(k + 1, CourseAllocation[i, prereqIndex, k]);
coursePrereqConst2.AddTerm(k, CourseAllocation[i, j, k]);
}
}
}
model.AddConstr(coursePrereqConst1, GRB.LESS_EQUAL, coursePrereqConst2, "PREREQ_Student" + i + "_Course+" + j + "_Prereq" + prereqIndex);
}
}
}
}
//SENIORITY
//Students are already ordered from dB query by seniority in descending order and puts a preference to senior students over the next student that desires that
//same course with less seniority.
for (int j = 0; j < courses.Length; j++)
{
for (int i = 0; i < students.Length - 1; i++)
{
if (students[i].Courses.Contains(courses[j]) && !completed.Any(m => m.GaTechId == students[i].GaTechId && courses[j].ID == m.Course_ID))
{
int SemsRemain = (students[i].Courses.Count - students[i].Student.CompletedCourses.Count) / 2 + (students[i].Courses.Count - students[i].Student.CompletedCourses.Count) % 2;
for (int n = i + 1; n < students.Length; n++)
{
if (students[n].Courses.Contains(courses[j]) && !completed.Any(m => m.GaTechId == students[n].GaTechId && courses[j].ID == m.Course_ID))
{
GRBLinExpr seniority = 0.0;
for (int k = 0; k < sems.Length; k++)
{
if (crssems.Any(m => m.Course.ID == courses[j].ID && m.Semester.Type == sems[k].Type && m.Semester.Year == sems[k].Year))
{
if (k <= SemsRemain)
{
seniority.AddTerm(1.0, CourseAllocation[i, j, k]);
seniority.AddTerm(-1.0, CourseAllocation[n, j, k]);
}
else
{
seniority.AddTerm(-1.0, CourseAllocation[i, j, k]);
seniority.AddTerm(1.0, CourseAllocation[n, j, k]);
}
}
}
model.AddConstr(seniority, GRB.GREATER_EQUAL, 0, "Seniority for Student." + students[i] + "_Course." + courses[j]);
break;
}
}
}
}
}
//Add the slack variable for all semester & course offerings then constrain the maximum number of students
//to take a couse in a semester.
for (int k = 0; k < sems.Length; k++)
{
for (int j = 0; j < courses.Length; j++)
{
if (crssems.Any(m => m.Course.ID == courses[j].ID && m.Semester.Type == sems[k].Type && m.Semester.Year == sems[k].Year))
{
slacks[j, k] = model.AddVar(0, GRB.INFINITY, 0, GRB.INTEGER, sems[k].Type.ToString() + "." + sems[k].Year.ToString() + "." + courses[j].Name + ".Slacks");
GRBLinExpr constMaxStudCrsSem = 0.0;
for (int i = 0; i < students.Length; i++)
{
if (!completed.Any(m => m.GaTechId == students[i].GaTechId && courses[j].ID == m.Course_ID))
constMaxStudCrsSem.AddTerm(1.0, CourseAllocation[i, j, k]);
}
model.Update();
constMaxStudCrsSem.AddTerm(-1.0, slacks[j, k]);
model.AddConstr(constMaxStudCrsSem <= crssems.Single(m => m.Course.ID == courses[j].ID && m.Semester.Type == sems[k].Type && m.Semester.Year == sems[k].Year).StudentLimit, sems[k].Type.ToString() + "." + sems[k].Year.ToString() + "." + courses[j].Name);
}
}
}
//Add total slack to the optimization model for all courses in the semesters they are offered.
GRBVar totSlack = model.AddVar(0, GRB.INFINITY, 0, GRB.INTEGER, "totSlack");
GRBLinExpr lhs = new GRBLinExpr();
lhs.AddTerm(-1.0, totSlack);
for (int j = 0; j < courses.Length; j++)
{
for (int k = 0; k < sems.Length; k++)
{
if (crssems.Any(m => m.Course.ID == courses[j].ID && m.Semester.Type == sems[k].Type && m.Semester.Year == sems[k].Year))
lhs.AddTerm(1.0, slacks[j, k]);
}
}
model.Update();
model.AddConstr(lhs, GRB.EQUAL, 0, "totSlack");
// Objective: minimize the total slack
GRBLinExpr obj = new GRBLinExpr();
obj.AddTerm(1.0, totSlack);
model.SetObjective(obj);
//Optimize the model to minimize the total slack and maximize students to course offerings based on input variables and constraints.
model.Optimize();
//Write Results optimization results to database
writeResults(CourseAllocation, students, courses, sems, crssems, dbConn, Convert.ToInt32(model.Get(GRB.DoubleAttr.ObjVal)), RunName);
//Clean-Up
model.Dispose();
env.Dispose();
}
catch (Exception e)
{
return Request.CreateErrorResponse(HttpStatusCode.InternalServerError, "An Error occured while running the optimization.");
}
}
return Request.CreateResponse(HttpStatusCode.OK);
}
static void Main()
{
try {
// Sample data
// Sets of days and workers
string[] Shifts =
new string[] { "Mon1", "Tue2", "Wed3", "Thu4", "Fri5", "Sat6",
"Sun7", "Mon8", "Tue9", "Wed10", "Thu11", "Fri12", "Sat13",
"Sun14" };
string[] Workers =
new string[] { "Amy", "Bob", "Cathy", "Dan", "Ed", "Fred", "Gu" };
int nShifts = Shifts.Length;
int nWorkers = Workers.Length;
// Number of workers required for each shift
double[] shiftRequirements =
new double[] { 3, 2, 4, 4, 5, 6, 5, 2, 2, 3, 4, 6, 7, 5 };
// Amount each worker is paid to work one shift
double[] pay = new double[] { 10, 12, 10, 8, 8, 9, 11 };
// Worker availability: 0 if the worker is unavailable for a shift
double[,] availability =
new double[,] { { 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0 },
{ 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1 },
{ 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1 },
{ 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1 },
{ 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1 },
{ 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 } };
// Model
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env);
model.Set(GRB.StringAttr.ModelName, "assignment");
// Assignment variables: x[w][s] == 1 if worker w is assigned
// to shift s. Since an assignment model always produces integer
// solutions, we use continuous variables and solve as an LP.
GRBVar[,] x = new GRBVar[nWorkers,nShifts];
for (int w = 0; w < nWorkers; ++w) {
for (int s = 0; s < nShifts; ++s) {
x[w,s] =
model.AddVar(0, availability[w,s], pay[w], GRB.CONTINUOUS,
Workers[w] + "." + Shifts[s]);
}
}
// The objective is to minimize the total pay costs
model.Set(GRB.IntAttr.ModelSense, 1);
// Update model to integrate new variables
model.Update();
// Constraint: assign exactly shiftRequirements[s] workers
// to each shift s
LinkedList<GRBConstr> reqCts = new LinkedList<GRBConstr>();
for (int s = 0; s < nShifts; ++s) {
GRBLinExpr lhs = 0.0;
for (int w = 0; w < nWorkers; ++w)
lhs += x[w,s];
GRBConstr newCt =
model.AddConstr(lhs == shiftRequirements[s], Shifts[s]);
reqCts.AddFirst(newCt);
}
// Optimize
model.Optimize();
int status = model.Get(GRB.IntAttr.Status);
if (status == GRB.Status.UNBOUNDED) {
Console.WriteLine("The model cannot be solved "
+ "because it is unbounded");
return;
}
if (status == GRB.Status.OPTIMAL) {
Console.WriteLine("The optimal objective is " +
model.Get(GRB.DoubleAttr.ObjVal));
return;
}
if ((status != GRB.Status.INF_OR_UNBD) &&
(status != GRB.Status.INFEASIBLE)) {
Console.WriteLine("Optimization was stopped with status " + status);
return;
}
// Add slack variables to make the model feasible
Console.WriteLine("The model is infeasible; adding slack variables");
// Set original objective coefficients to zero
model.SetObjective(new GRBLinExpr());
// Add a new slack variable to each shift constraint so that the shifts
// can be satisfied
LinkedList<GRBVar> slacks = new LinkedList<GRBVar>();
foreach (GRBConstr c in reqCts) {
GRBColumn col = new GRBColumn();
col.AddTerm(1.0, c);
GRBVar newvar =
model.AddVar(0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, col,
c.Get(GRB.StringAttr.ConstrName) + "Slack");
slacks.AddFirst(newvar);
}
// Solve the model with slacks
model.Optimize();
status = model.Get(GRB.IntAttr.Status);
if ((status == GRB.Status.INF_OR_UNBD) ||
(status == GRB.Status.INFEASIBLE) ||
(status == GRB.Status.UNBOUNDED)) {
Console.WriteLine("The model with slacks cannot be solved "
+ "because it is infeasible or unbounded");
return;
}
if (status != GRB.Status.OPTIMAL) {
Console.WriteLine("Optimization was stopped with status " + status);
return;
}
Console.WriteLine("\nSlack values:");
foreach (GRBVar sv in slacks) {
if (sv.Get(GRB.DoubleAttr.X) > 1e-6) {
Console.WriteLine(sv.Get(GRB.StringAttr.VarName) + " = " +
sv.Get(GRB.DoubleAttr.X));
}
}
// Dispose of model and env
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
