mip2_c++.cpp

/* 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 "gurobi_c++.h"
#include <cmath>
using namespace std;

int
main(int   argc,
     char *argv[])
{
  if (argc < 2) {
    cout << "Usage: mip2_c++ filename" << endl;
    return 1;
  }

  GRBEnv *env = 0;
  GRBVar *vars = 0;
  try {
    env = new GRBEnv();
    GRBModel model = GRBModel(*env, argv[1]);

    model.optimize();

    int optimstatus = model.get(GRB_IntAttr_Status);

    cout << "Optimization complete" << endl;
    double objval = 0;
    if (optimstatus == GRB_OPTIMAL) {
      objval = model.get(GRB_DoubleAttr_ObjVal);
      cout << "Optimal objective: " << objval << endl;
    } else if (optimstatus == GRB_INF_OR_UNBD) {
      cout << "Model is infeasible or unbounded" << endl;
      return 0;
    } else if (optimstatus == GRB_INFEASIBLE) {
      cout << "Model is infeasible" << endl;
      return 0;
    } else if (optimstatus == GRB_UNBOUNDED) {
      cout << "Model is unbounded" << endl;
      return 0;
    } else {
      cout << "Optimization was stopped with status = "
           << optimstatus << endl;
      return 0;
    }

    GRBModel fixed = model.fixedModel();

    fixed.getEnv().set(GRB_IntParam_Presolve, 0);

    fixed.optimize();

    int foptimstatus = fixed.get(GRB_IntAttr_Status);

    if (foptimstatus != GRB_OPTIMAL) {
      cerr << "Error: fixed model isn't optimal" << endl;
      return 0;
    }

    double fobjval = fixed.get(GRB_DoubleAttr_ObjVal);

    if (fabs(fobjval - objval) > 1.0e-6 * (1.0 + fabs(objval))) {
      cerr << "Error: objective values are different" << endl;
      return 0;
    }

    vars = fixed.getVars();
    int numvars = fixed.get(GRB_IntAttr_NumVars);
    for (int j = 0; j < numvars; j++) {
      GRBVar v = vars[j];
      cout << v.get(GRB_StringAttr_VarName) << " "
           << v.get(GRB_DoubleAttr_X) << endl;
    }

  } catch(GRBException e) {
    cout << "Error code = " << e.getErrorCode() << endl;
    cout << e.getMessage() << endl;
  } catch (...) {
    cout << "Error during optimization" << endl;
  }

  delete[] vars;
  delete env;
  return 0;
}