sensitivity_c.c
/* Copyright 2016, Gurobi Optimization, Inc. */
/* A simple sensitivity analysis example which reads a MIP model
from a file and solves it. Then each binary variable is set
to 1-X, where X is its value in the optimal solution, and
the impact on the objective function value is reported.
*/
#include <stdlib.h>
#include <stdio.h>
#include "gurobi_c.h"
int
main(int argc,
char *argv[])
{
GRBenv *env = NULL, *modelenv = NULL;
GRBmodel *model = NULL;
int error = 0;
int ismip, status, numvars, i, j;
double origobjval, lb, ub, objval;
double *origx = NULL;
char vtype, *vname;
if (argc < 2)
{
fprintf(stderr, "Usage: sensitivity_c filename\n");
exit(1);
}
/* Create environment */
error = GRBloadenv(&env, "sensitivity.log");
if (error) goto QUIT;
/* Read and solve model */
error = GRBreadmodel(env, argv[1], &model);
if (error) goto QUIT;
error = GRBgetintattr(model, "IsMIP", &ismip);
if (error) goto QUIT;
if (ismip == 0) {
printf("Model is not a MIP\n");
exit(1);
}
error = GRBoptimize(model);
if (error) goto QUIT;
error = GRBgetintattr(model, "Status", &status);
if (error) goto QUIT;
if (status != GRB_OPTIMAL) {
printf("Optimization ended with status %d\n", status);
exit(1);
}
/* Store the optimal solution */
error = GRBgetdblattr(model, "ObjVal", &origobjval);
if (error) goto QUIT;
error = GRBgetintattr(model, "NumVars", &numvars);
if (error) goto QUIT;
origx = (double *) malloc(numvars * sizeof(double));
if (origx == NULL) {
printf("Out of memory\n");
exit(1);
}
error = GRBgetdblattrarray(model, "X", 0, numvars, origx);
if (error) goto QUIT;
/* Disable solver output for subsequent solves */
modelenv = GRBgetenv(model);
if (!modelenv) {
printf("Cannot retrieve model environment\n");
exit(1);
}
error = GRBsetintparam(modelenv, "OutputFlag", 0);
if (error) goto QUIT;
/* Iterate through unfixed, binary variables in model */
for (i = 0; i < numvars; i++) {
error = GRBgetdblattrelement(model, "LB", i, &lb);
if (error) goto QUIT;
error = GRBgetdblattrelement(model, "UB", i, &ub);
if (error) goto QUIT;
error = GRBgetcharattrelement(model, "VType", i, &vtype);
if (error) goto QUIT;
if (lb == 0 && ub == 1
&& (vtype == GRB_BINARY || vtype == GRB_INTEGER)) {
/* Set variable to 1-X, where X is its value in optimal solution */
if (origx[i] < 0.5) {
error = GRBsetdblattrelement(model, "LB", i, 1.0);
if (error) goto QUIT;
error = GRBsetdblattrelement(model, "Start", i, 1.0);
if (error) goto QUIT;
} else {
error = GRBsetdblattrelement(model, "UB", i, 0.0);
if (error) goto QUIT;
error = GRBsetdblattrelement(model, "Start", i, 0.0);
if (error) goto QUIT;
}
/* Update MIP start for the other variables */
for (j = 0; j < numvars; j++) {
if (j != i) {
error = GRBsetdblattrelement(model, "Start", j, origx[j]);
if (error) goto QUIT;
}
}
/* Solve for new value and capture sensitivity information */
error = GRBoptimize(model);
if (error) goto QUIT;
error = GRBgetintattr(model, "Status", &status);
if (error) goto QUIT;
error = GRBgetstrattrelement(model, "VarName", i, &vname);
if (error) goto QUIT;
if (status == GRB_OPTIMAL) {
error = GRBgetdblattr(model, "ObjVal", &objval);
if (error) goto QUIT;
printf("Objective sensitivity for variable %s is %g\n",
vname, objval - origobjval);
} else {
printf("Objective sensitivity for variable %s is infinite\n",
vname);
}
/* Restore the original variable bounds */
error = GRBsetdblattrelement(model, "LB", i, 0.0);
if (error) goto QUIT;
error = GRBsetdblattrelement(model, "UB", i, 1.0);
if (error) goto QUIT;
}
}
QUIT:
/* Error reporting */
if (error)
{
printf("ERROR: %s\n", GRBgeterrormsg(env));
exit(1);
}
/* Free data */
free(origx);
/* Free model */
GRBfreemodel(model);
/* Free environment */
GRBfreeenv(env);
return 0;
}