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params_cs.cs

/* Copyright 2020, Gurobi Optimization, LLC */

/* Use parameters that are associated with a model.

   A MIP is solved for a few seconds with different sets of parameters.
   The one with the smallest MIP gap is selected, and the optimization
   is resumed until the optimal solution is found.
*/

using System;
using Gurobi;

class params_cs
{
  static void Main(string[] args)
  {
    if (args.Length < 1) {
      Console.Out.WriteLine("Usage: params_cs filename");
      return;
    }

    try {
      // Read model and verify that it is a MIP
      GRBEnv env = new GRBEnv();
      GRBModel m = new GRBModel(env, args[0]);
      if (m.IsMIP == 0) {
        Console.WriteLine("The model is not an integer program");
        Environment.Exit(1);
      }

      // Set a 2 second time limit
      m.Parameters.TimeLimit = 2.0;

      // Now solve the model with different values of MIPFocus
      GRBModel bestModel = new GRBModel(m);
      bestModel.Optimize();
      for (int i = 1; i <= 3; ++i) {
        m.Reset();
        m.Parameters.MIPFocus = i;
        m.Optimize();
        if (bestModel.MIPGap > m.MIPGap) {
          GRBModel swap = bestModel;
          bestModel = m;
          m = swap;
        }
      }

      // Finally, delete the extra model, reset the time limit and
      // continue to solve the best model to optimality
      m.Dispose();
      bestModel.Parameters.TimeLimit = GRB.INFINITY;
      bestModel.Optimize();
      Console.WriteLine("Solved with MIPFocus: " +
                        bestModel.Parameters.MIPFocus);

      // Clean up bestModel and environment
      bestModel.Dispose();
      env.Dispose();
    } catch (GRBException e) {
      Console.WriteLine("Error code: " + e.ErrorCode + ". " +
          e.Message);
    }
  }
}

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Next: piecewise_cs.cs Up: C# Examples Previous: multiscenario_cs.cs