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package examples;
/* --------------------------------------------------------------------------
* File: Goalex1.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.
* --------------------------------------------------------------------------
*
* Goalex1.java - A simple goal example.
*
* Create a branch goal that chooses the variable
* with the largest objective from amongst those
* with the largest integer infeasibility.
*/
import ilog.cplex.*;
import ilog.concert.*;
public class Goalex1 {
/**
* Advanced classes，比较难，慎用
* IloCplex.Goal可用于控制Branch-and-Cut的搜索过程，某种程度来说可作为Callback的另一种形式（参见AdMIPex1.java）
* 需要实现execute方法，然后通过cplex.solve(用户定义的Goal子类实例)传入Cplex
* 每一个Node都有一个Goal栈
* 在Node的松弛问题求解之后，excute方法会被调用（基于Goal栈进行Branch-and-Cut搜索）
*/
static class MyBranchGoal extends IloCplex.Goal {
IloNumVar[] _vars;
MyBranchGoal(IloNumVar[] vars) {
_vars = vars;
}
// Branch on var with largest objective coefficient
// among those with largest infeasibility
public IloCplex.Goal execute(IloCplex cplex) throws IloException {
double[] x = getValues(_vars);
double[] obj = getObjCoefs(_vars);
IloCplex.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(IloCplex.IntegerFeasibilityStatus.Infeasible)) {
double xj_inf = x[j] - Math.floor(x[j]);
if (xj_inf > 0.5)
xj_inf = 1.0 - xj_inf;
if (xj_inf >= maxinf && (xj_inf > maxinf || Math.abs(obj[j]) >= maxobj)) {
bestj = j;
maxinf = xj_inf;
maxobj = Math.abs(obj[j]);
}
}
}
if (bestj >= 0) {
return cplex.and(cplex.or(cplex.geGoal(_vars[bestj], Math.floor(x[bestj]) + 1),
cplex.leGoal(_vars[bestj], Math.floor(x[bestj]))), this);
} else
return null;
}
}
public static void main(String[] args) {
if (args.length != 1) {
System.out.println("Usage: Goalex1 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);
}
try {
IloCplex cplex = new IloCplex();
cplex.importModel(args[0]);
IloLPMatrix lp = (IloLPMatrix) cplex.LPMatrixIterator().next();
cplex.setParam(IloCplex.Param.MIP.Strategy.Search, IloCplex.MIPSearch.Traditional);
if (cplex.solve(new MyBranchGoal(lp.getNumVars()))) {
System.out.println("Solution status = " + cplex.getStatus());
System.out.println("Solution value = " + cplex.getObjValue());
}
cplex.end();
} catch (IloException e) {
System.err.println("Concert exception caught: " + e);
}
}
}