cplex java_cplex-Java-样例代码解析

import ilog.cplex.IloCplex;

import ilog.concert.*;

/**

*

*

*

* 最大化 x1 + 2x2 + 3x3

* 约束

* –x1 + x2 . + x3 ≤ 20

* x1 – 3x2 + x3 ≤ 30

* 使用这些界限

* 0 ≤ x1 ≤ 40

* 0 ≤ x2 ≤ infinity

* 0 ≤ x3 ≤ infinity

*

*

*

* @author caicai

*

*/

public class Color

{

static

{

System.loadLibrary("cplex1271");

}

public static void main(String[] args) throws IloException

{

// Create the modeler/solver object

IloCplex cplex = new IloCplex();

IloNumVar[][] var = new IloNumVar[1][];

IloRange[][] rng = new IloRange[1][];

// Evaluate command line option and call appropriate populate

// method.

// The created ranges and variables are returned as element 0 of

// arrays

// var and rng.

populateByRow(cplex, var, rng);

// populateByColumn(cplex, var, rng);

//populateByNonzero(cplex, var, rng);

// write model to file,保存模型

cplex.exportModel("lpex1.lp");

// solve the model and display the solution if one was found

if (cplex.solve())

{

//var[0] = x,计算后各变量的取值

double[] x = cplex.getValues(var[0]);

double[] dj = cplex.getReducedCosts(var[0]);

//对偶

double[] pi = cplex.getDuals(rng[0]);

double[] slack = cplex.getSlacks(rng[0]);

//cplex.setWarning(System.err);

cplex.output().println("totalTime = "+cplex.getCplexTime());

cplex.output()

.println("Solution status = " + cplex.getStatus());

//f(x)的结果

cplex.output()

.println("Solution value = " + cplex.getObjValue());

int nvars = x.length;

for (int j = 0; j < nvars; ++j)

{

cplex.output().println("Variable " + j + ": Value = " + x[j]

+ " Reduced cost = " + dj[j]);

}

int ncons = slack.length;

for (int i = 0; i < ncons; ++i)

{

cplex.output().println("Constraint " + i + ": Slack = "

+ slack[i] + " Pi = " + pi[i]);

}

}

cplex.end();

}

// 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

static void populateByRow(IloMPModeler model, IloNumVar[][] var,

IloRange[][] rng) throws IloException

{

//变量取值下界

double[] lb = { 0.0, 0.0, 0.0 };

//变量取值上界

double[] ub = { 40.0, Double.MAX_VALUE, Double.MAX_VALUE };

//变量名

String[] varname = { "x1", "x2", "x3" };

//初始化变量,3是变量个数

IloNumVar[] x = model.numVarArray(3, lb, ub, varname);

var[0] = x;

//变量前系数

//y = x1 + 2x2 + 3x3

//计算y的最大值

double[] objvals = { 1.0, 2.0, 3.0 };

model.addMaximize(model.scalProd(x, objvals));

//约束条件

rng[0] = new IloRange[2];

//c1

//–x1 + x2 . + x3 ≤ 20

rng[0][0] = model.addLe(model.sum(model.prod(-1.0, x[0]),

model.prod(1.0, x[1]), model.prod(1.0, x[2])), 20.0, "c1");

//c2

//x1 – 3x2 + x3 ≤ 30

rng[0][1] = model.addLe(model.sum(model.prod(1.0, x[0]),

model.prod(-3.0, x[1]), model.prod(1.0, x[2])), 30.0, "c2");

}

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, 20.0, "c1");

rng[0][1] = model.addRange(-Double.MAX_VALUE, 30.0, "c2");

IloRange r0 = rng[0][0];

IloRange r1 = rng[0][1];

var[0] = new IloNumVar[3];

var[0][0] = model.numVar(

model.column(obj, 1.0)

.and(model.column(r0, -1.0).and(model.column(r1, 1.0))),

0.0, 40.0, "x1");

var[0][1] = model.numVar(

model.column(obj, 2.0)

.and(model.column(r0, 1.0).and(model.column(r1, -3.0))),

0.0, Double.MAX_VALUE, "x2");

var[0][2] = model.numVar(

model.column(obj, 3.0)

.and(model.column(r0, 1.0).and(model.column(r1, 1.0))),

0.0, Double.MAX_VALUE, "x3");

}

static void populateByNonzero(IloMPModeler model, IloNumVar[][] var,

IloRange[][] rng) throws IloException

{

double[] lb = { 0.0, 0.0, 0.0 };

double[] ub = { 40.0, Double.MAX_VALUE, Double.MAX_VALUE };

IloNumVar[] x = model.numVarArray(3, lb, ub);

var[0] = x;

double[] objvals = { 1.0, 2.0, 3.0 };

model.add(model.maximize(model.scalProd(x, objvals)));

rng[0] = new IloRange[2];

rng[0][0] = model.addRange(-Double.MAX_VALUE, 20.0);

rng[0][1] = model.addRange(-Double.MAX_VALUE, 30.0);

rng[0][0].setExpr(model.sum(model.prod(-1.0, x[0]),

model.prod(1.0, x[1]), model.prod(1.0, x[2])));

rng[0][1].setExpr(model.sum(model.prod(1.0, x[0]),

model.prod(-3.0, x[1]), model.prod(1.0, x[2])));

x[0].setName("x1");

x[1].setName("x2");

x[2].setName("x3");

rng[0][0].setName("c1");

rng[0][1].setName("c2");

}

}