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### multiobj_c++.cpp

/* Copyright 2023, Gurobi Optimization, LLC */

/* Want to cover three different sets but subject to a common budget of
* elements allowed to be used. However, the sets have different priorities to
* be covered; and we tackle this by using multi-objective optimization. */

#include "gurobi_c++.h"
#include <sstream>
#include <iomanip>
using namespace std;

int
main(void)
{
GRBEnv *env  = 0;
GRBVar *Elem = 0;
int e, i, status, nSolutions;

try{
// Sample data
const int groundSetSize = 20;
const int nSubsets      = 4;
const int Budget        = 12;
double Set[][20] =
{ { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
{ 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1 },
{ 0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0 },
{ 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0 } };
int    SetObjPriority[] = {3, 2, 2, 1};
double SetObjWeight[]   = {1.0, 0.25, 1.25, 1.0};

// Create environment
env = new GRBEnv("multiobj_c++.log");

// Create initial model
GRBModel model = GRBModel(*env);
model.set(GRB_StringAttr_ModelName, "multiobj_c++");

// Initialize decision variables for ground set:
// x[e] == 1 if element e is chosen for the covering.
for (e = 0; e < groundSetSize; e++) {
ostringstream vname;
vname << "El" << e;
Elem[e].set(GRB_StringAttr_VarName, vname.str());
}

// Constraint: limit total number of elements to be picked to be at most
// Budget
GRBLinExpr lhs;
lhs = 0;
for (e = 0; e < groundSetSize; e++) {
lhs += Elem[e];
}

// Set global sense for ALL objectives
model.set(GRB_IntAttr_ModelSense, GRB_MAXIMIZE);

// Limit how many solutions to collect
model.set(GRB_IntParam_PoolSolutions, 100);

// Set and configure i-th objective
for (i = 0; i < nSubsets; i++) {
GRBLinExpr objn = 0;
for (e = 0; e < groundSetSize; e++)
objn += Set[i][e]*Elem[e];
ostringstream vname;
vname << "Set" << i;

model.setObjectiveN(objn, i, SetObjPriority[i], SetObjWeight[i],
1.0 + i, 0.01, vname.str());
}

// Save problem
model.write("multiobj_c++.lp");

// Optimize
model.optimize();

// Status checking
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 1;
}

// Print best selected set
cout << "Selected elements in best solution:" << endl << "\t";
for (e = 0; e < groundSetSize; e++) {
if (Elem[e].get(GRB_DoubleAttr_X) < .9) continue;
cout << " El" << e;
}
cout << endl;

// Print number of solutions stored
nSolutions = model.get(GRB_IntAttr_SolCount);
cout << "Number of solutions found: " << nSolutions << endl;

// Print objective values of solutions
if (nSolutions > 10) nSolutions = 10;
cout << "Objective values for first " << nSolutions;
cout << " solutions:" << endl;
for (i = 0; i < nSubsets; i++) {
model.set(GRB_IntParam_ObjNumber, i);

cout << "\tSet" << i;
for (e = 0; e < nSolutions; e++) {
cout << " ";
model.set(GRB_IntParam_SolutionNumber, e);
double val = model.get(GRB_DoubleAttr_ObjNVal);
cout << std::setw(6) << val;
}
cout << endl;
}

}
catch (GRBException e) {
cout << "Error code = " << e.getErrorCode() << endl;
cout << e.getMessage() << endl;
}
catch (...) {
cout << "Exception during optimization" << endl;
}

// Free environment/vars
delete[] Elem;
delete env;
return 0;
}


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