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Feasopt.java
/* Copyright 2022, 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. */ import gurobi.*; public class Feasopt { public static void main(String[] args) { if (args.length < 1) { System.out.println("Usage: java Feasopt filename"); System.exit(1); } try { GRBEnv env = new GRBEnv(); GRBModel feasmodel = new GRBModel(env, args[0]); // Create a copy to use FeasRelax feature later */ GRBModel feasmodel1 = new GRBModel(feasmodel); // Clear objective feasmodel.setObjective(new GRBLinExpr()); // Add slack variables GRBConstr[] c = feasmodel.getConstrs(); for (int i = 0; i < c.length; ++i) { char sense = c[i].get(GRB.CharAttr.Sense); if (sense != '>') { GRBConstr[] constrs = new GRBConstr[] { c[i] }; double[] coeffs = new double[] { -1 }; feasmodel.addVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, constrs, coeffs, "ArtN_" + c[i].get(GRB.StringAttr.ConstrName)); } if (sense != '<') { GRBConstr[] constrs = new GRBConstr[] { c[i] }; double[] coeffs = new double[] { 1 }; feasmodel.addVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, constrs, coeffs, "ArtP_" + c[i].get(GRB.StringAttr.ConstrName)); } } // 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 environment feasmodel1.dispose(); feasmodel.dispose(); env.dispose(); } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode() + ". " + e.getMessage()); } } }