public override Cplex.Goal Execute(Cplex cplex)
{
if (IsIntegerFeasible())
{
return(null);
}
int num = cut.Length;
Cplex.Goal goal = this;
for (int i = 0; i < num; ++i)
{
IRange thecut = cut[i];
if (thecut != null)
{
double val = GetValue(thecut.Expr);
if (thecut.LB > val + eps || val - eps > thecut.UB)
{
goal = cplex.And(cplex.GlobalCutGoal(thecut), goal);
cut[i] = null;
}
}
}
if (goal == this)
{
goal = cplex.And(cplex.BranchAsCplex(), goal);
}
return(goal);
}
// Branch on var with largest objective coefficient
// among those with largest infeasibility
public override Cplex.Goal Execute(Cplex cplex) {
double[] x = GetValues (_vars);
double[] obj = GetObjCoefs(_vars);
Cplex.IntegerFeasibilityStatus[] feas = GetFeasibilities(_vars);
double maxinf = 0.0;
double maxobj = 0.0;
int bestj = -1;
int cols = _vars.Length;
for (int j = 0; j < cols; ++j) {
if ( feas[j].Equals(Cplex.IntegerFeasibilityStatus.Infeasible) ) {
double xj_inf = x[j] - System.Math.Floor(x[j]);
if ( xj_inf > 0.5 )
xj_inf = 1.0 - xj_inf;
if ( xj_inf >= maxinf &&
(xj_inf > maxinf || System.Math.Abs(obj[j]) >= maxobj) ) {
bestj = j;
maxinf = xj_inf;
maxobj = System.Math.Abs(obj[j]);
}
}
}
if ( bestj >= 0 ) {
return cplex.And(
cplex.Or(cplex.GeGoal(_vars[bestj], System.Math.Floor(x[bestj])+1),
cplex.LeGoal(_vars[bestj], System.Math.Floor(x[bestj]))),
this);
}
else
return null;
}
public override Cplex.Goal Execute(Cplex cplex) {
if ( IsIntegerFeasible() )
return null;
int num = cut.Length;
Cplex.Goal goal = this;
for (int i = 0; i < num; ++i) {
IRange thecut = cut[i];
if ( thecut != null ) {
double val = GetValue(thecut.Expr);
if ( thecut.LB > val+eps || val-eps > thecut.UB ) {
goal = cplex.And(cplex.GlobalCutGoal(thecut), goal);
cut[i] = null;
}
}
}
if ( goal == this )
goal = cplex.And(cplex.BranchAsCplex(), goal);
return goal;
}
public override Cplex.Goal Execute(Cplex cplex)
{
int besti = -1;
double maxObjCoef = System.Double.MinValue;
// From among all variables that do not respect their minimum
// usage levels, select the one with maximum objective coefficient.
for (int i = 0; i < _scVars.Length; i++)
{
double val = GetValue(_scVars[i]);
if (val >= 1e-5 &&
val <= _scLbs[i] - 1e-5)
{
if (GetObjCoef(_scVars[i]) >= maxObjCoef)
{
besti = i;
maxObjCoef = GetObjCoef(_scVars[i]);
}
}
}
// If any are found, branch to enforce the condition that
// the variable must either be 0.0 or greater than
// the minimum usage level.
if (besti != -1)
{
return(cplex.And(cplex.Or(cplex.LeGoal(_scVars[besti], 0.0),
cplex.GeGoal(_scVars[besti],
_scLbs[besti])),
this));
}
else if (!IsIntegerFeasible())
{
return(cplex.And(cplex.BranchAsCplex(), this));
}
return(null);
}
// Branch on var with largest objective coefficient
// among those with largest infeasibility
public override Cplex.Goal Execute(Cplex cplex)
{
double[] x = GetValues(_vars);
double[] obj = GetObjCoefs(_vars);
Cplex.IntegerFeasibilityStatus[] feas = GetFeasibilities(_vars);
double maxinf = 0.0;
double maxobj = 0.0;
int bestj = -1;
int cols = _vars.Length;
for (int j = 0; j < cols; ++j)
{
if (feas[j].Equals(Cplex.IntegerFeasibilityStatus.Infeasible))
{
double xj_inf = x[j] - System.Math.Floor(x[j]);
if (xj_inf > 0.5)
{
xj_inf = 1.0 - xj_inf;
}
if (xj_inf >= maxinf &&
(xj_inf > maxinf || System.Math.Abs(obj[j]) >= maxobj))
{
bestj = j;
maxinf = xj_inf;
maxobj = System.Math.Abs(obj[j]);
}
}
}
if (bestj >= 0)
{
return(cplex.And(
cplex.Or(cplex.GeGoal(_vars[bestj], System.Math.Floor(x[bestj]) + 1),
cplex.LeGoal(_vars[bestj], System.Math.Floor(x[bestj]))),
this));
}
else
{
return(null);
}
}
private IConstraint addConfigurationPartToConstraint(IConstraint previous, List <INumVar> toAdd, Cplex plex)
{
foreach (INumVar var in toAdd)
{
if (previous == null)
{
previous = plex.Eq(1, var);
}
else
{
previous = plex.And(previous, plex.Eq(1, var));
}
}
if (previous != null)
{
previous = plex.Not(previous);
}
return(previous);
}
public override Cplex.Goal Execute(Cplex cplex)
{
int besti = -1;
double maxObjCoef = System.Double.MinValue;
// From among all variables that do not respect their minimum
// usage levels, select the one with maximum objective coefficient.
for (int i = 0; i < _scVars.Length; i++) {
double val = GetValue(_scVars[i]);
if ( val >= 1e-5 &&
val <= _scLbs[i] - 1e-5 ) {
if (GetObjCoef(_scVars[i]) >= maxObjCoef) {
besti = i;
maxObjCoef = GetObjCoef(_scVars[i]);
}
}
}
// If any are found, branch to enforce the condition that
// the variable must either be 0.0 or greater than
// the minimum usage level.
if ( besti != -1 ) {
return cplex.And(cplex.Or(cplex.LeGoal(_scVars[besti], 0.0),
cplex.GeGoal(_scVars[besti],
_scLbs[besti])),
this );
}
else if ( !IsIntegerFeasible() ) {
return cplex.And(cplex.BranchAsCplex(), this );
}
return null;
}
