Once the new variables are integrated into the model, the next step is to add our two linear constraints. These constraints are added through the GRBaddconstr() routine. To add a constraint, you must specify several pieces of information, including the non-zero values associated with the constraint, the constraint sense, the right-hand side value, and the constraint name. These are all specified as arguments to GRBaddconstr():
/* First constraint: x + 2 y + 3 z <= 4 */ ind = 0; ind = 1; ind = 2; val = 1; val = 2; val = 3; error = GRBaddconstr(model, 3, ind, val, GRB_LESS_EQUAL, 4.0, "c0"); if (error) goto QUIT; /* Second constraint: x + y >= 1 */ ind = 0; ind = 1; val = 1; val = 1; error = GRBaddconstr(model, 2, ind, val, GRB_GREATER_EQUAL, 1.0, "c1"); if (error) goto QUIT;
The first argument of GRBaddconstr() is the model to which the
constraint is being added. The second is the total number of non-zero
coefficients associated with the new constraint. The next two
arguments describe the non-zeros in the new constraint. Constraint
coefficients are specified using a list of index-value pairs, one for
each non-zero value. In our example, the first constraint to be added
. We have chosen to make the first
variable in our constraint matrix, the second, and the third
(note that this choice is arbitrary). Given our variable ordering
choice, the index-value pairs that are required for our first
constraint are (0, 1.0), (1, 2.0), and (2, 3.0).
These pairs are placed in the
The fifth argument to GRBaddconstr() provides the sense of the
new constraint. Possible values are
GRB_EQUAL. The sixth argument gives
the right-hand side value. The final argument gives the name of the
constraint (we allow the constraint to take its default name here by
NULL for the argument).
The second constraint is added in a similar fashion.
Note that routine GRBaddconstrs() would allow you to add both constraints in a single call. The arguments for this routine are much more complex, though, without providing any significant advantages, so we recommend that you add one constraint at a time.