Cplex入门教程（二）

一、写在前面

在文章《Cplex入门教程（一）》的基础上，补充代码的部分

二、如何写代码

• 代码头，请无脑直接抄。

#include <ilcplex/ilocplex.h>
#include <stdio.h>
using namespace std;

ILOSTLBEGIN

• 声明环境，建立模型。

IloEnv env;

IloModel model(env);

• 定义决策变量，使用ilocplex包含的数据类型，或自己定义新的变量。

IloInt
IloNumVarArray
IloNumArray
IloIntVarArray
IloIntArray
typedef IloArray<IloNumVarArray> IloNumVarArray2;
typedef IloArray<IloNumVarArray2> IloNumVarArray3;

IloNumVarArray3 t(env, I); 
for (int i = 0; i < I; i++)
{	
	t[i] = IloNumVarArray2(env, I);
	for (int j = 0; j < I; j++)
	{	
		t[i][j] = IloNumVarArray(env, I, 0, 100000);
	}
}

• 定义模型系数，可使用常用数据类型（int等）或ilocplex包含的数据类型。 可以直接赋值，也可以通过读取.txt/.dat文件输入

ifstream inn;
inn.open("data.txt");
if (inn)
{   inn >> b_1; inn >> b_2; inn >> b_3; inn >> b_4;   }
inn.close();

• 使用以下网站查询各数据类型的用法：
  http://www-eio.upc.es/lceio/manuals/cplex-11/html/refcppcplex/html/index/index.html#I

• 定义目标函数，可以直接写，也可以使用IloExpr定义一个表达式。

// 适用于简单表达
model.add(IloMaximize(env, vars[0] + 2 * vars[1] + 3 * vars[2]));

// 适用于求和等需要迭代的表达
IloExpr v3(env);
v3 += (x[i][j] * b[i][j]);
model.add(IloMinimize(env, v3));

• 添加约束条件，同样有两种方法。

model.add(-vars[0] + vars[1] + vars[2] <= 20);

IloExpr v1(env);
for (i = 0; i < 4; i++)
{
      v1.clear();
      for (j = 0; j < 4; j++)
            {  v1 += (x[i][j]);  }
      model.add(v1 == 1);
}

• 求解，无脑直接抄+1。

IloCplex cplex(model);
if (!cplex.solve()) {
      env.error() << "Failed to optimize LP." << endl;
      throw(-1);
}

• 输出结果，env.out() << 语句。

env.out() << "Solution status = " << cplex.getStatus() << endl;

env.out() << "Solution value = " << cplex.getObjValue() << endl;

env.out() << "Values = " << vars << endl;

三、Example 1

• 问题：
  min x1 + 2 x2 + 3 x3
  s.t. -x1 + x2 + x3 ≤ 20
  x1 - 3 x2 + x3 ≤ 30
  0 ≤ x1 ≤ 40
  0 ≤ x2
  0 ≤ x3

#include <ilcplex/ilocplex.h>
#include <stdio.h>
using namespace std;

ILOSTLBEGIN

int main( void * )
{
	IloEnv env;
	try {
		IloModel	model( env );
		IloNumVarArray	vars( env );
		vars.add( IloNumVar( env, 0.0, 40.0 ) );                                /* 0 <= x1 <= 40 */
		vars.add( IloNumVar( env ) );                                           /* 0 <= x2 */
		vars.add( IloNumVar( env ) );                                           /* 0 <= x3 */
		model.add( IloMaximize( env, vars[0] + 2 * vars[1] + 3 * vars[2] ) );   /* maximize x1 + 2 x2 + 3 x3 */
		model.add( -vars[0] + vars[1] + vars[2] <= 20 );                        /* subject to -x1 + x2 + x3 <= 20 */
		model.add( vars[0] - 3 * vars[1] + vars[2] <= 30 );                     /* x1 - 3 x2 + x3 <=30 */
		IloCplex cplex( model );
		if ( !cplex.solve() )
		{
			env.error() << "Failed to optimize LP." << endl;
			throw(-1);
		}
		IloNumArray				vals( env );
		env.out() << "Solution status = " <<	cplex.getStatus() << endl;
		env.out() << "Solution value = " <<	cplex.getObjValue() << endl;
		cplex.getValues( vals, vars );
		env.out() << "Values = " << vals << endl;
	}
	catch ( IloException & e ) { cerr << "Concert exception caught: " << e << endl; }
	catch ( ... ) { cerr << "Unknown exception caught" << endl; }
	env.end();
	system( "pause" );
	return(0);
}

四、Example 2

• 问题：
  
  

#ifndef abcde /* ifndef做预处理，进行条件编译 */
#include <ilcplex/ilocplex.h>
typedef IloArray<IloIntVarArray>	IntVarMatrix;
typedef IloArray<IloNumVarArray>	NumVarMatrix;
typedef IloArray<IloIntArray>		IntMatrix;
typedef IloArray<IloNumArray>		NumMatrix;
/* 定义各种数组 */
#endif

ILOSTLBEGIN

int main( int argc, char **argv )
{
	IloEnv env;

	IloModel model( env );

	IloExpr obj( env );

	IloInt	i, j;
	IloInt	c;
	IloExpr v1( env );
	IloExpr v2( env );
	IloExpr v3( env );

	IloNumArray b_1( env );
	IloNumArray b_2( env );
	IloNumArray b_3( env );
	IloNumArray b_4( env );


/* 文件输入 */
	ifstream inn;
	inn.open( "data.txt" );
	if ( inn )
	{
		inn >> b_1; inn >> b_2; inn >> b_3; inn >> b_4;
	}
	inn.close();

	NumMatrix b( env, 4 );


	for ( i = 0; i < 4; i++ )
	{
		b[i] = IloNumArray( env, 4 );
	}
	b[0] = b_1; b[1] = b_2; b[2] = b_3; b[3] = b_4;

	IntVarMatrix x( env, 4 );


	for ( i = 0; i < 4; i++ )
	{
		x[i] = IloIntVarArray( env, 4, 0, 1 );
	}


	for ( i = 0; i < 4; i++ )
	{
		v1.clear();
		v2.clear();
		for ( j = 0; j < 4; j++ )
		{
			v1	+= (x[i][j]);
			v2	+= (x[j][i]);
			v3	+= (x[i][j] * b[i][j]);
		}
		model.add( v1 == 1 );
		model.add( v2 == 1 );
	}
	model.add( IloMinimize( env, v3 ) );
	obj.end();


/* 设置模型迭代结束条件 */
	IloCplex cplex( model );


	cplex.setParam( cplex.EpAGap, 0.001 );
	cplex.setParam( cplex.EpGap, 0.001 );

/* 处理异常 */
	cout << "begin to solve." << endl;
	try
	{
		if ( !cplex.solve() )
		{
			if ( (cplex.getStatus() == IloAlgorithm::Infeasible) ||
			     (cplex.getStatus() == IloAlgorithm::InfeasibleOrUnbounded) )
			{
				cout << endl << "No solution - starting Conflict refinement" << endl;
			}

			env.error() << "Failed to optimize LP." << endl;
			throw( -1 );
		}
		cout << "异常处理完毕" << endl;


/* 输出结果及状态 */
		env.out() << "Solution status = " << cplex.getStatus() << endl;
		env.out() << "Solution value = " <<	cplex.getObjValue() << endl;
		env.out() << "obj = " << cplex.getValue( v3 ) << endl;
	}
	catch( IloException & e )
	{
		cerr << "Concert exception caught: " << e << endl;
/* save results */
	}
	catch( ... )
	{
		cerr << "Unknown exception caught" << endl;
	}

/* 目标结果输出 */
	ofstream of;
	of.open( "result.txt" );
	of << cplex.getValue( v3 ) << "\n";
	of.close();
/* 决策变量输出 */
	ofstream xij;
	xij.open( "result_xij.txt" );
	if ( !xij )
	{
		cout << "dabuda" << endl;
	}else {
		for ( i = 0; i < 4; i++ )
		{
			for ( j = 0; j < 4; j++ )
			{
				c = cplex.getValue( x[i][j] );
				xij << c << ",";
				cout << c << ",";
			}
			xij << endl;
			cout << endl;
		}
	}
	xij.close();
	env.out() << endl;
	env.end();
	system( "pause" );
	return(0);
}