Originally posted by: Justdu

Dear all:

That is, by using:

Variable.add(IloNumVar(objective(Objective Coefficient) + Constraint 1(Constraint 1 Coefficient) + Constraint 2(Constraint 2 Coefficient)......);

What if I need add the variable into thousands of constraints? It is impossible to declare the constraint one by one within the parenthesis. Are there any other ways that I can add the variable into thousands of constraints?

Thanks.

Justin

operator+= in class IloNumColumn is your friend:

#include <iostream>
#include <ilcplex/ilocplex.h>

int
main(void)
{
   IloEnv env;

   IloObjective obj(env);
   IloRangeArray r(env);
   IloNumVar x(env, "x");
   for (int i = 1; i <= 10; ++i)
      r.add(i * x <= i);

   IloNumColumn ycol(env);
   for (int i = 1; i <= 10; ++i)
      ycol += r[i-1](i);
   ycol += obj(0.5);

   IloNumVar y(ycol, 0, 1, IloNumVar::Float, "y");

   IloModel model(env);
   model.add(obj);
   model.add(r);
   std::cout << model << std::endl;

   env.end();
   return 0;
}
 

Originally posted by: Justdu

Hi Daniel,

Thank you so much!

Could you please further explain how can I add multiple columns (thousands of) to the model?

Well, you just have to instantiate IloNumColumn and IloNumVar for each variable you want to add. This can be done in a loop as well.

Originally posted by: Mehdi.M

Dear all cplex experts,

I have a question on column major model.

In my model, I defined the constraints, added to the model, and  then add the columns. 

I added one specific column two times to the same constraint. But the coefficient is not doubled ?

The coefficient would be replaced or added to the previous one?

The following code is not exactly the same but it simulate what I did:

   IloObjective obj(env);
   IloRangeArray r(env);

   for (int i = 1; i <= 10; ++i)
        r[i-1].add ( 100 - x[i-1] <= 0)

   IloModel model(env);

   model.add(obj);
   model.add(r);

   ycol += r[0](1);

   ycol += r[0](1);

   IloNumVar y(ycol, 0, 1, IloNumVar::Float, "y");

But finally the coefficient of y in the constraint r[0] is 1 not 2? why?

Thanks

Mehdi

Your code does not compile for me because this lines

r[i-1].add ( 100 - x[i-1] <= 0);

produces an error that the IloRange type has no add() member. After changing this to

r.add ( 100 - x[i-1] <= 0);

the code compiles and runs fine. But the coefficient of y in r[0] is 2, as expected. How did you conclude that the coefficient is 1?

I used this code to export the model

   IloCplex cplex(model);
   cplex.exportModel("double.lp");

and got this model in double.lp:

Minimize
 obj:
Subject To
 c1:  - x(0) + 2 y <= -100
 c2:  - x(1) <= -100
 c3:  - x(2) <= -100
 c4:  - x(3) <= -100
 c5:  - x(4) <= -100
 c6:  - x(5) <= -100
 c7:  - x(6) <= -100
 c8:  - x(7) <= -100
 c9:  - x(8) <= -100
 c10: - x(9) <= -100
Bounds

 ...

Originally posted by: Mehdi.M

Hi Daniel,

Thanks a lot for your reply. 

Yes, I exactly did r.add ( 100 - x[i-1] <= 0);

So, you confirm it should be added but it does not happen in my code!

I have to check again every thing. 

Thanks again

Mehdi

I suggest to first check the way in which you check the coefficients. For example, if I do

std::cout << r[0] << std::endl;

right after the IloNumVar y(...) construction then I can see coefficient 2 for y. I am pretty sure you should see the same.