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feasopt_vb.vb
' Copyright 2020, Gurobi Optimization, LLC
'
' This example reads a MIP model from a file, adds artificial
' variables to each constraint, and then minimizes the sum of the
' artificial variables. A solution with objective zero corresponds
' to a feasible solution to the input model.
' We can also use FeasRelax feature to do it. In this example, we
' use minrelax=1, i.e. optimizing the returned model finds a solution
' that minimizes the original objective, but only from among those
' solutions that minimize the sum of the artificial variables.
Imports Gurobi
Imports System
Class feasopt_vb
Shared Sub Main(ByVal args As String())
If args.Length < 1 Then
Console.WriteLine("Usage: feasopt_vb filename")
Return
End If
Try
Dim env As New GRBEnv()
Dim feasmodel As New GRBModel(env, args(0))
'Create a copy to use FeasRelax feature later
Dim feasmodel1 As New GRBModel(feasmodel)
' Clear objective
feasmodel.SetObjective(New GRBLinExpr())
' Add slack variables
Dim c As GRBConstr() = feasmodel.GetConstrs()
For i As Integer = 0 To c.Length - 1
Dim sense As Char = c(i).Sense
If sense <> ">"c Then
Dim constrs As GRBConstr() = New GRBConstr() {c(i)}
Dim coeffs As Double() = New Double() {-1}
feasmodel.AddVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, _
constrs, coeffs, _
"ArtN_" & c(i).ConstrName)
End If
If sense <> "<"c Then
Dim constrs As GRBConstr() = New GRBConstr() {c(i)}
Dim coeffs As Double() = New Double() {1}
feasmodel.AddVar(0.0, GRB.INFINITY, 1.0, GRB.CONTINUOUS, _
constrs, coeffs, _
"ArtP_" & c(i).ConstrName)
End If
Next
' Optimize modified model
feasmodel.Optimize()
feasmodel.Write("feasopt.lp")
' Use FeasRelax feature */
feasmodel1.FeasRelax(GRB.FEASRELAX_LINEAR, true, false, true)
feasmodel1.Write("feasopt1.lp")
feasmodel1.Optimize()
' Dispose of model and env
feasmodel1.Dispose()
feasmodel.Dispose()
env.Dispose()
Catch e As GRBException
Console.WriteLine("Error code: " & e.ErrorCode & ". " & e.Message)
End Try
End Sub
End Class
