Cplex按列建模实现方式

Modeling by Column

按列建模的概念来源于数学规划问题的矩阵观。从一个只有行但没有列的(退化的)约束矩阵开始，通过向其添加列来填充它。约束矩阵的列对应于变量。

在ILOG CPLEX中，按列建模不仅限于IloLPMatrix，还可以通过ilooobjective和IloRange对象来实现。简而言之，对于ILOG CPLEX，按列建模通常可以理解为：通过使用列来为在建模对象中安装的新变量保留一个位置。

Procedure for Modeling by Column

1、创建行对象

IloColumn col = cplex.column(obj, 1.0).and(cplex.column(rng, 2.0));

在目标函数加入决策变量系数为1.0，约束中加入决策变量系数为2.0

2、将行对象插入到现有模型

IloNumVar var = cplex.numVar(col, 0.0, 1.0);

该决策变量的下届是0.0，上届是1.0；在目标函数中的系数为1.0，约束中的系数为2.0。

Example

package cplexdemo;

import ilog.concert.*;
import ilog.cplex.IloCplex;

import static net.mindview.util.Print.*;

// The following methods all populate the problem with data for the following
// linear program:
//
//    Maximize
//     x1 + 2 x2 + 3 x3
//    Subject To
//     - x1 + x2 + x3 <= 20
//     x1 - 3 x2 + x3 <= 30
//    Bounds
//     0 <= x1 <= 40
//    End
//
// using the IloMPModeler API
public class LPex1Test {
    static void populateByColumn(IloMPModeler model, IloNumVar[][] var, IloRange[][] rng)
            throws IloException {

        IloObjective obj = model.addMaximize();

        rng[0] = new IloRange[2];
        rng[0][0] = model.addRange(-Double.MAX_VALUE, 20, "c1");
        rng[0][1] = model.addRange(-Double.MAX_VALUE, 30, "c2");

        IloRange r0 = rng[0][0];
        IloRange r1 = rng[0][1];

        var[0] = new IloNumVar[3];

        IloColumn col1 = model.column(obj, 1).and(model.column(r0, -1).and(model.column(r1, 1)));
        IloColumn col2 = model.column(obj, 2).and(model.column(r0, 1).and(model.column(r1, -3)));
        IloColumn col3 = model.column(obj, 3).and(model.column(r0, 1).and(model.column(r1, 1)));

        var[0][0] = model.numVar(col1, 0, 40, "x1");
        var[0][1] = model.numVar(col2, 0, Double.MAX_VALUE, "x2");
        var[0][2] = model.numVar(col3, 0, Double.MAX_VALUE, "x3");

    }

    public static void main(String[] args) {
        try {
            IloCplex cplex = new IloCplex();
            //定义决策变量
            IloNumVar[][] var = new IloNumVar[1][];
            //约束
            IloRange[][] rng = new IloRange[1][];
            
            populateByColumn(cplex, var, rng);

            if (cplex.solve()) {
                double[] x = cplex.getValues(var[0]);
                double[] dj = cplex.getReducedCosts(var[0]);
                double[] pi = cplex.getDuals(rng[0]);
                double[] slack = cplex.getSlacks(rng[0]);

                cplex.output().println("Soluton status = " + cplex.getStatus());
                cplex.output().println("Solution value = " + cplex.getObjValue());

                for (int i = 0; i < x.length; i++) {
                    cplex.output().println(var[0][i].getName() + "=" + x[i] +
                            " reduced cost = " + dj[i]);
                }

                for (int i = 0; i < slack.length; i++) {
                    cplex.output().println("slack = " + slack[i] +
                            "   Pi = " + pi[i]);
                }
            }
        } catch (IloException e) {
            print(e.getMessage());
        }
    }
}