Originally posted by: bengu

Hi All,

I have a model and need to change the objective function during the iterations. For, eg. during the iteration from script, for the first time it should be minimize x+y, then the next time it should be maximize 2x+2y and so on. Obviously, the trivial thing to do is to create .mod files for each of these and use them doing iterations, is there a better way to do it ?. Pls advice.

Thanks alot.
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Originally posted by: SystemAdmin

Hi,

let me give you an example:

dvar int x;
dvar int y;
 
 
minimize x+y;
subject to
{
  5<=x<=15;
  5<=y<=15;
  }   
 
execute
{
 writeln("x=",x," y=",y); 
}  
 
main
{
  thisOplModel.generate();
  cplex.solve();
  thisOplModel.postProcess();
  
  cplex.setObjCoef(thisOplModel.x,-2);
  cplex.setObjCoef(thisOplModel.y,-2);
  cplex.solve();
  thisOplModel.postProcess();
  
}

which gives

x=5 y=5
x=15 y=15

Alex
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Originally posted by: bengu

Thanks alot. This really helps.

Just an extension to this, what if the objective is quite different, one is linear and the other is quadratic ?. The big picture is that this model is a sub-problem, where the constraints remain the same, but the objective differs (linear, quadratic).so, is there a way to do this ?. Pls advice.

Thanks alot.
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Originally posted by: SystemAdmin

From script you can just change objective co-efficients as Alex showed. You can change objective completely by making external java call. Here is an example based on earlier example by Alex:

dvar 

int x; dvar 

int y;   minimize x+y; subject to 
{ 5<=x<=15; 5<=y<=15; 
} execute 
{ writeln(
"x=",x,
" y=",y); 
} main 
{ IloOplImportJava(
"Test.jar");   thisOplModel.generate(); cplex.solve(); thisOplModel.postProcess(); IloOplCallJava(
"com.opl.sample.Test", 
"ChangeObjective", 
"", thisOplModel); cplex.solve(); thisOplModel.postProcess(); 
}   On Java Side: 

package com.opl.sample;   

import ilog.concert.IloException; 

import ilog.concert.IloIntVar; 

import ilog.concert.IloNumExpr; 

import ilog.cplex.IloCplex; 

import ilog.opl.IloOplModel;   

public 

class Test 
{ 

public 

static 

void ChangeObjective(IloOplModel model) 
{ 

try 
{ IloCplex cplex = model.getCplex(); IloIntVar x = model.getElement(
"x").asIntVar(); IloIntVar y = model.getElement(
"y").asIntVar(); IloNumExpr expr = cplex.linearNumExpr(); expr = cplex.diff(expr, cplex.prod(x, 2)); expr = cplex.diff(expr, cplex.prod(y, 2)); cplex.remove(cplex.getObjective()); cplex.addMinimize(expr); 
} 

catch(IloException ex) 
{ ex.printStackTrace(); 
} 
}   
}

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Originally posted by: bengu

This is quite interesting. This is very helpful. Thanks alot.
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Originally posted by: mathygirl

When I implement this, I get the following error message:

ilog.concert.IloException: MultipleObjException: IloCplex can not handle multiple objectives

 

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#OPLusingCPLEXOptimizer

Hi,

the example I gave 5 years ago still works in 12.6.1

dvar int x;
dvar int y;
 
 
minimize x+y;
subject to
{
  5<=x<=15;
  5<=y<=15;
  }   
 
execute
{
 writeln("x=",x," y=",y);
}  
 
main
{
  thisOplModel.generate();
  cplex.solve();
  thisOplModel.postProcess();
 
  cplex.setObjCoef(thisOplModel.x,-2);
  cplex.setObjCoef(thisOplModel.y,-2);
  cplex.solve();
  thisOplModel.postProcess();
 
}

regards

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