feasopt_vb.vb


' Copyright 2019, Gurobi Optimization, LLC
'
' This example reads a MIP model from a file, adds artificial
' variables to each constraint, and then minimizes the sum of the
' artificial variables.  A solution with objective zero corresponds
' to a feasible solution to the input model.
' We can also use FeasRelax feature to do it. In this example, we
' use minrelax=1, i.e. optimizing the returned model finds a solution
' that minimizes the original objective, but only from among those
' solutions that minimize the sum of the artificial variables.

Imports Gurobi
Imports System

Class feasopt_vb
    Shared Sub Main(ByVal args As String())

        If args.Length < 1 Then
            Console.WriteLine("Usage: feasopt_vb filename")
            Return
        End If

        Try
            Dim env As New GRBEnv()
            Dim feasmodel As New GRBModel(env, args(0))

            'Create a copy to use FeasRelax feature later
            Dim feasmodel1 As New GRBModel(feasmodel)

            ' Clear objective
            feasmodel.SetObjective(New GRBLinExpr())

            ' Add slack variables
            Dim c As GRBConstr() = feasmodel.GetConstrs()
            For i As Integer = 0 To c.Length - 1
                Dim sense As Char = c(i).Sense
                If sense <> ">"c Then
                    Dim constrs As GRBConstr() = New GRBConstr() {c(i)}
                    Dim coeffs As Double() = New Double() {-1}
                    feasmodel.AddVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, _
                                     constrs, coeffs, _
                                     "ArtN_" & c(i).ConstrName)
                End If
                If sense <> "<"c Then
                    Dim constrs As GRBConstr() = New GRBConstr() {c(i)}
                    Dim coeffs As Double() = New Double() {1}
                    feasmodel.AddVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, _
                                     constrs, coeffs, _
                                     "ArtP_" & c(i).ConstrName)
                End If
            Next

            ' Optimize modified model
            feasmodel.Optimize()
            feasmodel.Write("feasopt.lp")

            ' Use FeasRelax feature */
            feasmodel1.FeasRelax(GRB.FEASRELAX_LINEAR, true, false, true)
            feasmodel1.Write("feasopt1.lp")
            feasmodel1.Optimize()

            ' Dispose of model and env
            feasmodel1.Dispose()
            feasmodel.Dispose()
            env.Dispose()

        Catch e As GRBException
            Console.WriteLine("Error code: " & e.ErrorCode & ". " & e.Message)
        End Try
    End Sub
End Class

Try Gurobi for Free

Choose the evaluation license that fits you best, and start working with our Expert Team for technical guidance and support.

Evaluation License
Get a free, full-featured license of the Gurobi Optimizer to experience the performance, support, benchmarking and tuning services we provide as part of our product offering.
Academic License
Gurobi supports the teaching and use of optimization within academic institutions. We offer free, full-featured copies of Gurobi for use in class, and for research.
Cloud Trial

Request free trial hours, so you can see how quickly and easily a model can be solved on the cloud.

Search