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params_c++.cpp
/* Copyright 2022, Gurobi Optimization, LLC */ /* Use parameters that are associated with a model. A MIP is solved for a few seconds with different sets of parameters. The one with the smallest MIP gap is selected, and the optimization is resumed until the optimal solution is found. */ #include "gurobi_c++.h" using namespace std; int main(int argc, char *argv[]) { if (argc < 2) { cout << "Usage: params_c++ filename" << endl; return 1; } GRBEnv* env = 0; GRBModel *bestModel = 0, *m = 0; try { // Read model and verify that it is a MIP env = new GRBEnv(); m = new GRBModel(*env, argv[1]); if (m->get(GRB_IntAttr_IsMIP) == 0) { cout << "The model is not an integer program" << endl; return 1; } // Set a 2 second time limit m->set(GRB_DoubleParam_TimeLimit, 2); // Now solve the model with different values of MIPFocus bestModel = new GRBModel(*m); bestModel->optimize(); for (int i = 1; i <= 3; ++i) { m->reset(); m->set(GRB_IntParam_MIPFocus, i); m->optimize(); if (bestModel->get(GRB_DoubleAttr_MIPGap) > m->get(GRB_DoubleAttr_MIPGap)) { swap(bestModel, m); } } // Finally, delete the extra model, reset the time limit and // continue to solve the best model to optimality delete m; m = 0; bestModel->set(GRB_DoubleParam_TimeLimit, GRB_INFINITY); bestModel->optimize(); cout << "Solved with MIPFocus: " << bestModel->get(GRB_IntParam_MIPFocus) << endl; } catch (GRBException e) { cout << "Error code = " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during optimization" << endl; } delete bestModel; delete m; delete env; return 0; }