Question

cplex精简程序发现损坏的约束。我想向用户显示有关其模型实际冲突的详细信息。

因此，我希望将矩阵的每个约束拆分为单独的约束。左撇子和右撇子。示例：

10 <= x1 <= 40

应变成

10 <= x1 <= infinity
-infinity <= x1 <= 40

在数学上是相等的。

IBM关于cplex精简程序（http://www-01.ibm.com/support/docview.wss?uid=swg21429472）的示例使用以下代码来考虑约束：

for (int c1 = 0; c1 < rng.Length; c1++)
{
    constraints[c1] = rng[c1];
}

我已经对其进行了少许更新，以拆分约束（请注意：IBM的示例大量使用constraints数组的索引。所有这些位置也需要更新）

for (int c1 = 0; c1 < rng.Length; c1++)
{
    constraints[c1] = cplex.Ge(rng[c1].Expr, rng[c1].LB);
}
for (int c1 = 0; c1 < rng.Length; c1++)
{
    constraints[rng.Length + c1] = cplex.Le(rng[c1].Expr, rng[c1].UB);
}

这是我使用的模型文件。（显然，x1的边界与c3和c4冲突。）

 Maximize
      obj: x1 + 2 x2 + 3 x3
 Subject To
      c1:  x2 + x3 <= 20
      c2: x1 - 3 x2 + x3 <= 30
      c3: x1 <= 40
      c4: x1 >= 40
 Bounds
      10 <= x1 <= 10    
 Generals
      x1 x2 x3
 End

具有拆分约束的代码更新版本将打印出损坏的结果（首先显示左侧，然后显示右侧）。它仅显示x1是冲突的一部分（您自己不能是冲突。它需要一个伙伴！）

Solution status = Infeasible
Model Infeasible, Calling CONFLICT REFINER
Number of SOSs=0
IloRange  : -infinity <= (1*x2 + 1*x3) <= infinity
IloRange  : -infinity <= (1*x1 - 3*x2 + 1*x3) <= infinity
IloRange  : -infinity <= (1*x1) <= infinity
IloRange  : 40 <= (1*x1) <= infinity
IloRange  : -infinity <= (1*x2 + 1*x3) <= 20
IloRange  : -infinity <= (1*x1 - 3*x2 + 1*x3) <= 30
IloRange  : -infinity <= (1*x1) <= 40
IloRange  : -infinity <= (1*x1) <= infinity
Lower bound of x1
Upper bound of x1
Lower bound of x2
Upper bound of x2
Lower bound of x3
Upper bound of x3
Conflict Refinement process finished: Printing Conflicts
 Proved : Upper bound of x1
Conflict Summary:
 Constraint conflicts = 0
 Variable Bound conflicts = 1
 SOS conflicts = 0
Calling FEASOPT

带有双手约束的原始版本会打印出预期的结果（c4和x1是冲突的一部分）

Solution status = Infeasible
Model Infeasible, Calling CONFLICT REFINER
Number of SOSs=0
IloRange c1 : -infinity <= (1*x2 + 1*x3) <= 20
IloRange c2 : -infinity <= (1*x1 - 3*x2 + 1*x3) <= 30
IloRange c3 : -infinity <= (1*x1) <= 40
IloRange c4 : 40 <= (1*x1) <= infinity
Lower bound of x1
Upper bound of x1
Lower bound of x2
Upper bound of x2
Lower bound of x3
Upper bound of x3
Conflict Refinement process finished: Printing Conflicts
 Proved : IloRange c4 : 40 <= (1*x1) <= infinity
 Proved : Upper bound of x1
Conflict Summary:
 Constraint conflicts = 1
 Variable Bound conflicts = 1
 SOS conflicts = 0
Calling FEASOPT

Answer 1

RefineConflict的文档对cons参数规定如下：

一组约束。它们可能是IRange或IAnd在范围集。只能直接添加到模型的约束指定。

在修改后的代码段中，您正在向constraints数组添加尚未未添加到模型的新约束（例如，您使用Ge方法而不是AddGe方法。

我想您可以执行以下操作：

cplex.Remove(rng); // First remove the original constraints
for (int c1 = 0; c1 < rng.Length; c1++)
{
    IRange tmp = rng[c1];
    // Now, add new constraints to the model and save them in the constraints array.
    constraints[c1] = cplex.AddGe(tmp.Expr, tmp.LB);
    constraints[rng.Length + c1] = cplex.AddLe(tmp.Expr, tmp.UB);
}

您应在调用RefineConflict之前添加以下行，以确保修改后的模型看起来像您期望的那样：

cplex.ExportModel("modified.lp");

Cplex Refiner：如何仅以左手或右手添加现有约束？

1 个答案: