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mip2_c++.cpp
/* Copyright 2018, Gurobi Optimization, LLC */ /* 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 fixed model and solves that model. */ #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, *fvars = 0; try { env = new GRBEnv(); GRBModel model = GRBModel(*env, argv[1]); if (model.get(GRB_IntAttr_IsMIP) == 0) { throw GRBException("Model is not a MIP"); } 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; } /* Iterate over the solutions and compute the objectives */ int numvars = model.get(GRB_IntAttr_NumVars); vars = model.getVars(); model.set(GRB_IntParam_OutputFlag, 0); cout << endl; for ( int k = 0; k < model.get(GRB_IntAttr_SolCount); ++k ) { model.set(GRB_IntParam_SolutionNumber, k); double objn = 0.0; for (int j = 0; j < numvars; j++) { GRBVar v = vars[j]; objn += v.get(GRB_DoubleAttr_Obj) * v.get(GRB_DoubleAttr_Xn); } cout << "Solution " << k << " has objective: " << objn << endl; } cout << endl; model.set(GRB_IntParam_OutputFlag, 1); /* Create a fixed model, turn off presolve and solve */ GRBModel fixed = model.fixedModel(); fixed.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; } /* Print values of nonzero variables */ fvars = fixed.getVars(); for (int j = 0; j < numvars; j++) { GRBVar v = fvars[j]; if (v.get(GRB_DoubleAttr_X) != 0.0) { 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[] fvars; delete[] vars; delete env; return 0; }