Originally posted by: ouaigooo

Hi,

Is there an equivalent of Cplex.SolveFixed() for OPL Script ?

I'm looking for dual costs of a MILP.

So I'd like to

1) solve it to get the solution.

2) solve the corresponding LP with fixed integer variables

3) get dual costs

Thanks for your help !

Hi,

could https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014845703 help ?

regards

Originally posted by: ouaigooo

Hi Alex,

50% ;)

I don't know in advance the names and dimensions of the integer variables in my "slave" model.

(the "master" model with the main fct is intented to work with several types of "slave" models).

So it would be ok if there exists some kind of model.getAllIntVars() fct. But I don't think it is the case.

A pity that this solveFixed() is available in Concert Technology but not in OPL Script...

Regards

Hi,

so why

dvar int x in 0..10;
 
 
minimize x;
subject to {
  ct :   
    x >= 1/2;
}
 
main {
  var status = 0;
  thisOplModel.generate();
  if (cplex.solve()) {
    writeln("Integer Model");   
    writeln("OBJECTIVE: ",cplex.getObjValue());   
    writeln("dual CT:",thisOplModel.ct.dual);
  }
 
  thisOplModel.convertAllIntVars();
  if (cplex.solve()) {
    writeln("Relaxed Model");   
    writeln("OBJECTIVE: ",cplex.getObjValue());  
    writeln("dual CT:",thisOplModel.ct.dual);
  }
 
}

would not fit ?

regards

Originally posted by: ouaigooo

No, because I want to get the dual costs at the MILP solution.

Here you calculate dual costs at the LP-relaxed solution.

We need

1) to fix all integer vars to their value in the MILP solution

2) solve the LP-relaxed

As mentionned previously, I seek a generic method to do that (without writing variable names explicitely, since they are unknown beforehand). Like Cplex.solveFixed() ...

regards

Hi,

then you may either use an external java call or log an RFE : https://twitter.com/AlexFleischer1/status/677761826352963584

regards

Originally posted by: ouaigooo

external java call do not work on our server (see one of the many PRM we've already submitted)

I've submitted an RFE. Hope it get more success than the previous ones ...

regards
 

Hi,

about external calls not working on your server : do you run a linux server ? Then you could try to run oplrunjava instead. See http://www.ibm.com/support/knowledgecenter/SSSA5P_12.3.0/ilog.odms.ide.help/Content/Optimization/Documentation/Optimization_Studio/_pubskel/ps_opl_Language737.html

What you could also try is modify the oplrunsample.cpp example in C:\ILOG\CPLEX_Studio1263\opl\examples\opl_interfaces\cpp\src so that this calls solveFixed.

regards