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lpmod_c++.cpp
/* Copyright 2021, Gurobi Optimization, LLC */ /* This example reads an LP model from a file and solves it. If the model can be solved, then it finds the smallest positive variable, sets its upper bound to zero, and resolves the model two ways: first with an advanced start, then without an advanced start (i.e. 'from scratch'). */ #include "gurobi_c++.h" using namespace std; int main(int argc, char *argv[]) { if (argc < 2) { cout << "Usage: lpmod_c++ filename" << endl; return 1; } GRBEnv* env = 0; GRBVar* v = 0; try { // Read model and determine whether it is an LP env = new GRBEnv(); GRBModel model = GRBModel(*env, argv[1]); if (model.get(GRB_IntAttr_IsMIP) != 0) { cout << "The model is not a linear program" << endl; return 1; } model.optimize(); int status = model.get(GRB_IntAttr_Status); if ((status == GRB_INF_OR_UNBD) || (status == GRB_INFEASIBLE) || (status == GRB_UNBOUNDED)) { cout << "The model cannot be solved because it is " << "infeasible or unbounded" << endl; return 1; } if (status != GRB_OPTIMAL) { cout << "Optimization was stopped with status " << status << endl; return 0; } // Find the smallest variable value double minVal = GRB_INFINITY; int minVar = 0; v = model.getVars(); for (int j = 0; j < model.get(GRB_IntAttr_NumVars); ++j) { double sol = v[j].get(GRB_DoubleAttr_X); if ((sol > 0.0001) && (sol < minVal) && (v[j].get(GRB_DoubleAttr_LB) == 0.0)) { minVal = sol; minVar = j; } } cout << "\n*** Setting " << v[minVar].get(GRB_StringAttr_VarName) << " from " << minVal << " to zero ***" << endl << endl; v[minVar].set(GRB_DoubleAttr_UB, 0.0); // Solve from this starting point model.optimize(); // Save iteration & time info double warmCount = model.get(GRB_DoubleAttr_IterCount); double warmTime = model.get(GRB_DoubleAttr_Runtime); // Reset the model and resolve cout << "\n*** Resetting and solving " << "without an advanced start ***\n" << endl; model.reset(); model.optimize(); // Save iteration & time info double coldCount = model.get(GRB_DoubleAttr_IterCount); double coldTime = model.get(GRB_DoubleAttr_Runtime); cout << "\n*** Warm start: " << warmCount << " iterations, " << warmTime << " seconds" << endl; cout << "*** Cold start: " << coldCount << " iterations, " << coldTime << " seconds" << endl; } catch (GRBException e) { cout << "Error code = " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during optimization" << endl; } delete[] v; delete env; return 0; }