// Example of using COIN-OR OSI, building the instance internally // with sparse matrix object #include #include OSIXXXhpp #include "CoinPackedMatrix.hpp" #include "CoinPackedVector.hpp" int main(void) { // Create a problem pointer. We use the base class here. OsiSolverInterface *si; // When we instantiate the object, we need a specific derived class. si = new OSIXXX; // Build our own instance from scratch /* * This section adapted from Matt Galati's example * on the COIN-OR Tutorial website. * * Problem from Bertsimas, Tsitsiklis page 21 * * optimal solution: x* = (1,1) * * minimize -1 x0 - 1 x1 * s.t 1 x0 + 2 x1 <= 3 * 2 x0 + 1 x1 <= 3 * x0 >= 0 * x1 >= 0 */ int n_cols = 2; double *objective = new double[n_cols];//the objective coefficients double *col_lb = new double[n_cols];//the column lower bounds double *col_ub = new double[n_cols];//the column upper bounds //Define the objective coefficients. //minimize -1 x0 - 1 x1 objective[0] = -1.0; objective[1] = -1.0; //Define the variable lower/upper bounds. // x0 >= 0 => 0 <= x0 <= infinity // x1 >= 0 => 0 <= x1 <= infinity col_lb[0] = 0.0; col_lb[1] = 0.0; col_ub[0] = si->getInfinity(); col_ub[1] = si->getInfinity(); int n_rows = 2; double *row_lb = new double[n_rows]; //the row lower bounds double *row_ub = new double[n_rows]; //the row upper bounds //Define the constraint matrix. CoinPackedMatrix *matrix = new CoinPackedMatrix(false,0,0); matrix->setDimensions(0, n_cols); //1 x0 + 2 x1 <= 3 => -infinity <= 1 x0 + 2 x2 <= 3 CoinPackedVector row1; row1.insert(0, 1.0); row1.insert(1, 2.0); row_lb[0] = -1.0 * si->getInfinity(); row_ub[0] = 3.0; matrix->appendRow(row1); //2 x0 + 1 x1 <= 3 => -infinity <= 2 x0 + 1 x1 <= 3 CoinPackedVector row2; row2.insert(0, 2.0); row2.insert(1, 1.0); row_lb[1] = -1.0 * si->getInfinity(); row_ub[1] = 3.0; matrix->appendRow(row2); //load the problem to OSI si->loadProblem(*matrix, col_lb, col_ub, objective, row_lb, row_ub); //write the MPS file to a file called example.mps si->writeMps("example"); // Solve the (relaxation of the) problem si->initialSolve(); // Check the solution if ( si->isProvenOptimal() ) { std::cout << "Found optimal solution!" << std::endl; std::cout << "Objective value is " << si->getObjValue() << std::endl; int n = si->getNumCols(); const double* solution = si->getColSolution(); // We can then print the solution or could examine it. for( int i = 0; i < n; ++i ) std::cout << si->getColName(i) << " = " << solution[i] << std::endl; } else { std::cout << "Didn't find optimal solution." << std::endl; // Could then check other status functions. } delete[] row_ub; delete[] row_lb; delete[] objective; delete[] col_ub; delete[] col_lb; return 0; }