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poolsearch_c.c
/* Copyright 2020, Gurobi Optimization, LLC */ /* We find alternative epsilon-optimal solutions to a given knapsack * problem by using PoolSearchMode */ #include <stdlib.h> #include <stdio.h> #include <math.h> #include <string.h> #include "gurobi_c.h" #define MAXSTR 128 int main(void) { GRBenv *env = NULL; GRBenv *menv = NULL; GRBmodel *model = NULL; int error = 0; char buffer[MAXSTR]; int e, status, nSolutions, prlen; double objval, *cval = NULL; int *cind = NULL; /* Sample data */ const int groundSetSize = 10; double objCoef[10] = {32, 32, 15, 15, 6, 6, 1, 1, 1, 1}; double knapsackCoef[10] = {16, 16, 8, 8, 4, 4, 2, 2, 1, 1}; double Budget = 33; /* Create environment */ error = GRBloadenv(&env, "poolsearch_c.log"); if (error) goto QUIT; /* Create initial model */ error = GRBnewmodel(env, &model, "poolsearch_c", groundSetSize, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* get model environment */ menv = GRBgetenv(model); if (!menv) { fprintf(stderr, "Error: could not get model environment\n"); goto QUIT; } /* set objective function */ error = GRBsetdblattrarray(model, "Obj", 0, groundSetSize, objCoef); if (error) goto QUIT; /* set variable types and names */ for (e = 0; e < groundSetSize; e++) { sprintf(buffer, "El%d", e); error = GRBsetcharattrelement(model, "VType", e, GRB_BINARY); if (error) goto QUIT; error = GRBsetstrattrelement(model, "VarName", e, buffer); if (error) goto QUIT; } /* Make space for constraint data */ cind = malloc(sizeof(int) * groundSetSize); if (!cind) goto QUIT; for (e = 0; e < groundSetSize; e++) cind[e] = e; /* Constraint: limit total number of elements to be picked to be at most * Budget */ sprintf (buffer, "Budget"); error = GRBaddconstr(model, groundSetSize, cind, knapsackCoef, GRB_LESS_EQUAL, Budget, buffer); if (error) goto QUIT; /* set global sense for ALL objectives */ error = GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, GRB_MAXIMIZE); if (error) goto QUIT; /* Limit how many solutions to collect */ error = GRBsetintparam(menv, GRB_INT_PAR_POOLSOLUTIONS, 1024); if (error) goto QUIT; /* Limit the search space by setting a gap for the worst possible solution that will be accepted */ error = GRBsetdblparam(menv, GRB_DBL_PAR_POOLGAP, 0.10); if (error) goto QUIT; /* do a systematic search for the k-best solutions */ error = GRBsetintparam(menv, GRB_INT_PAR_POOLSEARCHMODE, 2); if (error) goto QUIT; /* save problem */ error = GRBwrite(model, "poolsearch_c.lp"); if (error) goto QUIT; error = GRBwrite(model, "poolsearch_c.mps"); if (error) goto QUIT; /* Optimize */ error = GRBoptimize(model); if (error) goto QUIT; /* Status checking */ error = GRBgetintattr(model, "Status", &status); if (error) goto QUIT; if (status == GRB_INF_OR_UNBD || status == GRB_INFEASIBLE || status == GRB_UNBOUNDED ) { printf("The model cannot be solved " "because it is infeasible or unbounded\n"); goto QUIT; } if (status != GRB_OPTIMAL) { printf("Optimization was stopped with status %d\n", status); goto QUIT; } /* make space for optimal solution */ cval = malloc(sizeof(double) * groundSetSize); if (!cval) goto QUIT; /* Print best selected set */ error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, groundSetSize, cval); if (error) goto QUIT; printf("Selected elements in best solution:\n\t"); for (e = 0; e < groundSetSize; e++) { if (cval[e] < .9) continue; printf("El%d ", e); } /* print number of solutions stored */ error = GRBgetintattr(model, GRB_INT_ATTR_SOLCOUNT, &nSolutions); if (error) goto QUIT; printf("\nNumber of solutions found: %d\nValues:", nSolutions); /* print objective values of alternative solutions */ prlen = 0; for (e = 0; e < nSolutions; e++) { error = GRBsetintparam(menv, GRB_INT_PAR_SOLUTIONNUMBER, e); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_POOLOBJVAL, &objval); if (error) goto QUIT; prlen += printf(" %g", objval); if (prlen >= 75 && e+1 < nSolutions) { prlen = printf("\n "); } } printf("\n"); /* print fourth best set if available */ if (nSolutions >= 4) { error = GRBsetintparam(menv, GRB_INT_PAR_SOLUTIONNUMBER, 3); if (error) goto QUIT; /* get the solution vector */ error = GRBgetdblattrarray(model, GRB_DBL_ATTR_XN, 0, groundSetSize, cval); if (error) goto QUIT; printf("Selected elements in fourth best solution:\n\t"); for (e = 0; e < groundSetSize; e++) { if (cval[e] < .9) continue; printf("El%d ", e); } printf("\n"); } QUIT: if (model != NULL) GRBfreemodel(model); if (env != NULL) GRBfreeenv(env); if (cind != NULL) free(cind); if (cval != NULL) free(cval); return error; }