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feasopt_vb.vb
' Copyright 2024, 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