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multiobj_vb.vb
' Copyright 2020, Gurobi Optimization, LLC
' Want to cover three different sets but subject to a common budget of
' elements allowed to be used. However, the sets have different priorities to
' be covered; and we tackle this by using multi-objective optimization.
Imports Gurobi
Class multiobj_vb
Shared Sub Main()
Try
' Sample data
Dim groundSetSize As Integer = 20
Dim nSubsets As Integer = 4
Dim Budget As Integer = 12
Dim [Set] As Double(,) = New Double(,) { _
{1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}, _
{0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1}, _
{0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0}, _
{0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0}}
Dim SetObjPriority As Integer() = New Integer() {3, 2, 2, 1}
Dim SetObjWeight As Double() = New Double() {1.0, 0.25, 1.25, 1.0}
Dim e As Integer, i As Integer, status As Integer, nSolutions As Integer
' Create environment
Dim env As New GRBEnv("multiobj_vb.log")
' Create initial model
Dim model As New GRBModel(env)
model.ModelName = "multiobj_vb"
' Initialize decision variables for ground set:
' x[e] == 1 if element e is chosen for the covering.
Dim Elem As GRBVar() = model.AddVars(groundSetSize, GRB.BINARY)
For e = 0 To groundSetSize - 1
Dim vname As String = "El" & e.ToString()
Elem(e).VarName = vname
Next
' Constraint: limit total number of elements to be picked to be at most
' Budget
Dim lhs As New GRBLinExpr()
For e = 0 To groundSetSize - 1
lhs.AddTerm(1.0, Elem(e))
Next
model.AddConstr(lhs, GRB.LESS_EQUAL, Budget, "Budget")
' Set global sense for ALL objectives
model.ModelSense = GRB.MAXIMIZE
' Limit how many solutions to collect
model.Parameters.PoolSolutions = 100
' Set and configure i-th objective
For i = 0 To nSubsets - 1
Dim vname As String = String.Format("Set{0}", i)
Dim objn As New GRBLinExpr()
For e = 0 To groundSetSize - 1
objn.AddTerm([Set](i, e), Elem(e))
Next
model.SetObjectiveN(objn, i, SetObjPriority(i), SetObjWeight(i), _
1.0 + i, 0.01, vname)
Next
' Save problem
model.Write("multiobj_vb.lp")
' Optimize
model.Optimize()
' Status checking
status = model.Status
If status = GRB.Status.INF_OR_UNBD OrElse _
status = GRB.Status.INFEASIBLE OrElse _
status = GRB.Status.UNBOUNDED Then
Console.WriteLine("The model cannot be solved " & _
"because it is infeasible or unbounded")
Return
End If
If status <> GRB.Status.OPTIMAL Then
Console.WriteLine("Optimization was stopped with status {0}", status)
Return
End If
' Print best selected set
Console.WriteLine("Selected elements in best solution:")
Console.Write(vbTab)
For e = 0 To groundSetSize - 1
If Elem(e).X < 0.9 Then
Continue For
End If
Console.Write("El{0} ", e)
Next
Console.WriteLine()
' Print number of solutions stored
nSolutions = model.SolCount
Console.WriteLine("Number of solutions found: {0}", nSolutions)
' Print objective values of solutions
If nSolutions > 10 Then
nSolutions = 10
End If
Console.WriteLine("Objective values for first {0} solutions:", nSolutions)
For i = 0 To nSubsets - 1
model.Parameters.ObjNumber = i
Console.Write(vbTab & "Set" & i)
For e = 0 To nSolutions - 1
model.Parameters.SolutionNumber = e
Console.Write("{0,8}", model.ObjNVal)
Next
Console.WriteLine()
Next
model.Dispose()
env.Dispose()
Catch e As GRBException
Console.WriteLine("Error code = {0}", e)
Console.WriteLine(e.Message)
End Try
End Sub
End Class
