mip2.py


#!/usr/bin/python

# Copyright 2016, Gurobi Optimization, Inc.

# This example reads a MIP model from a file, solves it and prints
# the objective values from all feasible solutions generated while
# solving the MIP. Then it creates the associated fixed model and
# solves that model.

import sys
from gurobipy import *

if len(sys.argv) < 2:
    print('Usage: mip2.py filename')
    quit()

# Read and solve model

model = read(sys.argv[1])

if model.isMIP == 0:
    print('Model is not a MIP')
    exit(0)

model.optimize()

if model.status == GRB.Status.OPTIMAL:
    print('Optimal objective: %g' % model.objVal)
elif model.status == GRB.Status.INF_OR_UNBD:
    print('Model is infeasible or unbounded')
    exit(0)
elif model.status == GRB.Status.INFEASIBLE:
    print('Model is infeasible')
    exit(0)
elif model.status == GRB.Status.UNBOUNDED:
    print('Model is unbounded')
    exit(0)
else:
    print('Optimization ended with status %d' % model.status)
    exit(0)

# Iterate over the solutions and compute the objectives
model.params.outputFlag = 0
print('')
for k in range(model.solCount):
    model.params.solutionNumber = k
    objn = 0
    for v in model.getVars():
        objn += v.obj * v.xn
    print('Solution %d has objective %g' % (k, objn))
print('')
model.params.outputFlag = 1

fixed = model.fixed()
fixed.params.presolve = 0
fixed.optimize()

if fixed.status != GRB.Status.OPTIMAL:
    print("Error: fixed model isn't optimal")
    exit(1)

diff = model.objVal - fixed.objVal

if abs(diff) > 1e-6 * (1.0 + abs(model.objVal)):
    print('Error: objective values are different')
    exit(1)

# Print values of nonzero variables
for v in fixed.getVars():
    if v.x != 0:
        print('%s %g' % (v.varName, v.x))

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