package examples;

/* --------------------------------------------------------------------------

* File: AdMIPex9.java

* Version 12.9.0

* --------------------------------------------------------------------------

* Licensed Materials - Property of IBM

* 5725-A06 5725-A29 5724-Y48 5724-Y49 5724-Y54 5724-Y55 5655-Y21

* Copyright IBM Corporation 2001, 2019. All Rights Reserved.

*

* US Government Users Restricted Rights - Use, duplication or

* disclosure restricted by GSA ADP Schedule Contract with

* IBM Corp.

* --------------------------------------------------------------------------

*

* AdMIPex9.java - Use the heuristic callback for optimizing a MIP problem

*

* To run this example, command line arguments are required.

* i.e., java AdMIPex9 filename

* Note that the code assumes that all variables in the model are binary

* (see the roundDown() function).

*

* Example:

* java AdMIPex9 example.mps

*/

import ilog.concert.*;

import ilog.cplex.*;

import java.util.HashMap;

import java.util.Map;

public class AdMIPex9 {

private static class HeuristicCallback implements IloCplex.Callback.Function {

/** All variables in the model. */

IloNumVar[] _vars;

/** Dense objective vector (aligned with <code>_vars</code>. */

double[] _obj;

public HeuristicCallback(IloNumVar[] vars, IloObjective obj) throws IloException {

_vars = vars;

// Generate the objective as a double array for easy look up

IloLinearNumExpr objexp = (IloLinearNumExpr)obj.getExpr();

IloLinearNumExprIterator it = objexp.linearIterator();

// First create a map with all variables that have non-zero

// coefficients in the objective.

Map<IloNumVar,Double> _objmap = new HashMap<IloNumVar,Double>();

while ( it.hasNext() ) {

IloNumVar v = it.nextNumVar();

_objmap.put(v, it.getValue());

}

// Now turn the map into a dense array.

int cols = _vars.length;

_obj = new double[cols];

for (int j = 0; j < cols; j++) {

if ( _objmap.containsKey(_vars[j]) ) {

_obj[j] = _objmap.get(_vars[j]);

}

}

}

private void roundDown(IloCplex.Callback.Context context) throws IloException {

double[] x = context.getRelaxationPoint(_vars);

int cols = _vars.length;

double objrel = context.getRelaxationObjective();

// Heuristic motivated by knapsack constrained problems.

// Rounding down all fractional values will give an integer

// solution that is feasible, since all constraints are <=

// with positive coefficients

for (int j = 0; j < cols; j++) {

// Set the fractional variable to zero.

// Note that we assume all variables to be binary. If the model

// contains non-binary variable then a different update would

// be required.

if ( x[j] > 0.0 ) {

double frac = Math.abs(Math.round(x[j]) - x[j]);

if ( frac > 1.0e-6 ) {

objrel -= x[j]*_obj[j];

x[j] = 0.0;

}

}

}

// Post the rounded solution, CPLEX will check feasibility.

context.postHeuristicSolution(_vars, x, 0, cols, objrel,

IloCplex.Callback.Context.SolutionStrategy.CheckFeasible);

}

// This is the function that we have to implement and that CPLEX will call

// during the solution process at the places that we asked for.

@Override

public void invoke (IloCplex.Callback.Context context) throws IloException {

if ( context.inRelaxation() ) {

roundDown(context);

}

}

}

public static void main(String[] args) throws IloException {

if ( args.length != 1 ) {

System.out.println("Usage: AdMIPex9 filename");

System.out.println(" where filename is a file with extension ");

System.out.println(" MPS, SAV, or LP (lower case is allowed)");

System.out.println(" Exiting...");

System.exit(-1);

}

IloCplex cplex = new IloCplex();

try {

cplex.importModel(args[0]);

IloLPMatrix lp = (IloLPMatrix)cplex.LPMatrixIterator().next();

IloNumVar[] vars = lp.getNumVars();

// Now we get to setting up the callback.

// We instanciate a HeuristicCallback and set the wherefrom parameter.

HeuristicCallback heuCallback = new HeuristicCallback(vars,

cplex.getObjective());

long wherefrom = 0;

wherefrom |= IloCplex.Callback.Context.Id.Relaxation;

// We add the callback.

cplex.use(heuCallback, wherefrom);

// Disable heuristics so that our callback has a chance to make a

// difference.

cplex.setParam(IloCplex.Param.MIP.Strategy.HeuristicFreq, -1);

if ( cplex.solve() ) {

System.out.println("Solution status = " + cplex.getStatus());

System.out.println("Solution value = " + cplex.getObjValue());

}

}

finally {

cplex.end();

}

}

}