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lpmod.m
function lpmod(filename) % Copyright 2024, 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'). % Read model fprintf('Reading model %s\n', filename); model = gurobi_read(filename); if (isfield(model, 'multiobj') && ~isempty(model.multiobj)) || ... (isfield(model, 'sos') && ~isempty(model.sos)) || ... (isfield(model, 'pwlobj') && ~isempty(model.pwlobj)) || ... (isfield(model, 'quadcon') && ~isempty(model.quadcon)) || ... (isfield(model, 'genconstr') && ~isempty(model.genconstr)) || ... isfield(model, 'Q') fprintf('The model is not a linear program, quit\n'); return; end ivars = find(model.vtype ~= 'C'); ints = length(ivars); if ints > 0 fprintf('problem is a MIP, quit\n'); return; end result = gurobi(model); if ~strcmp(result.status, 'OPTIMAL') fprintf('This model cannot be solved because its optimization status is %s\n', result.status); return; end cols = size(model.A,2); % create lb if they do not exists, and set them to default values if ~isfield(model, 'lb') || isempty(model.lb) model.lb = zeros(cols, 1); end % Find the smallest variable value minVal = inf; minVar = -1; for j = 1:cols if result.x(j) > 0.0001 && result.x(j) < minVal && model.lb(j) == 0.0 minVal = result.x(j); minVar = j; end end fprintf('\n*** Setting %s from %d to zero ***\n', model.varnames{minVar}, minVar); model.ub(minVar) = 0; model.vbasis = result.vbasis; model.cbasis = result.cbasis; % Solve from this starting point result = gurobi(model); % Save iteration & time info warmCount = result.itercount; warmTime = result.runtime; % Remove warm start basis and resolve model = rmfield(model, 'vbasis'); model = rmfield(model, 'cbasis'); result = gurobi(model); coldCount = result.itercount; coldTime = result.runtime; fprintf('\n'); fprintf('*** Warm start: %g iterations, %g seconds\n', warmCount, warmTime); fprintf('*** Cold start: %g iterations, %g seconds\n', coldCount, coldTime);