mip2_c.c

/* Copyright 2009, Gurobi Optimization, Inc. */

/* This example reads a MIP model from a file,
   solves it, creates the fixed model from it and
   solves it */

#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include "gurobi_c.h"

int
main(int   argc,
     char *argv[])
{
  GRBenv   *env   = NULL;
  GRBmodel *model = NULL;
  GRBmodel *fixed = NULL;
  int       error = 0;
  int       optimstatus, foptimstatus;
  double    objval, fobjval;

  /* To change settings for a loaded models, it needs first to get
     the model environment, which will be freed when the model
     is freed. */

  GRBenv   *menv, *fenv;

  if (argc < 2) {
    fprintf(stderr, "Usage: mip2_c filename\n");
    exit(1);
  }

  /* Create environment */

  error = GRBloadenv(&env, "mip2.log");
  if (error || env == NULL) {
    fprintf(stderr, "Error: could not create environment\n");
    exit(1);
  }

  /* Read model from file */

  error = GRBreadmodel(env, argv[1], &model);
  if (error) goto QUIT;

  /* get model environment */

  menv = GRBgetenv(model);
  if (!menv) {
    fprintf(stderr, "Error: could not get model environment\n");
    goto QUIT; 
  }

  /* set MIPGAP tolerance to zero */

  error = GRBsetdblparam(menv, "MIPGAP", 0.0);
  if (error) goto QUIT;

  /* Solve model */

  error = GRBoptimize(model);
  if (error) goto QUIT;

  /* Capture solution information */

  error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus);
  if (error) goto QUIT;

  printf("\nOptimization complete\n");
  if (optimstatus == GRB_OPTIMAL) {
    error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval);
    if (error) goto QUIT;
    printf("Optimal objective: %.4e\n\n", objval);
  } else if (optimstatus == GRB_INF_OR_UNBD) {
    printf("Model is infeasible or unbounded\n\n");
    goto QUIT;
  } else if (optimstatus == GRB_INFEASIBLE) {
    printf("Model is infeasible\n\n");
    goto QUIT; 
  } else if (optimstatus == GRB_UNBOUNDED) {
    printf("Model is unbounded\n\n");
    goto QUIT;
  } else {
    printf("Optimization was stopped with status = %d\n\n", optimstatus);
    goto QUIT;
  }

  /* Create a fixed model, turn off presolve and solve */

  fixed = GRBfixedmodel(model);
  if (!fixed) {
    fprintf(stderr, "Error: could not create fixed model\n");
    goto QUIT;
  }

  fenv = GRBgetenv(fixed);
  if (!fenv) {
    fprintf(stderr, "Error: could not get fixed model environment\n");
    goto QUIT;
  } 

  error = GRBsetintparam(fenv, "PRESOLVE", 0);
  if (error) goto QUIT;

  error = GRBoptimize(fixed);
  if (error) goto QUIT;

  error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &foptimstatus);
  if (error) goto QUIT;

  if (foptimstatus != GRB_OPTIMAL) {
    fprintf(stderr, "Error: fixed model isn't optimal\n");
    goto QUIT;
  }

  error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &fobjval);
  if (error) goto QUIT;   

  if (fabs(fobjval - objval) > 1.0e-6 * (1.0 + fabs(objval))) {
    fprintf(stderr, "Error: objective values are different\n");
  }

QUIT:

  /* Error reporting */

  if (error) {
    printf("ERROR: %s\n", GRBgeterrormsg(env));
    exit(1);
  }

  /* Free models */

  GRBfreemodel(model);
  GRBfreemodel(fixed);

  /* Free environment */

  GRBfreeenv(env);

  return 0;
}