Decision Optimization

Decision Optimization

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  • 1.  MINLP

    Posted 04/02/23 12:40 PM

    Hello guys!

    I am working on a project in which I have to code some C++ algorithms for smooth MINLPs, such as the Extended Cutting Plane, Extended Supporting Hyperplane, and Outer Approximation. I am planning to use the CPLEX, with its MILP solver for solving the master problem, along with its callback functionality for adding cuts from the subproblems.

    Therefore, I am trying to list all functions from CPLEX Concert I have to use in the implementation. Below I listed such options in a table. So far I have listed some requirements the MILP solver must have, 1st column, and the corresponding functions, 2nd and 3rd columns.

    I placed the "?" character in the cells I do not know the proper information. I am looking for the remaining information necessary to fill this table. I would like to know if someone has worked with MINLP with CPLEX before, and if has some answers for filling this table.

    Requirements CPLEX Concert
    Functions References
    Get inequalities IloConstraintArray https://www.ibm.com/docs/en/icos/12.9.0?topic=c-iloconstraintarray-1
    Get inequality sense IloConstraintArray.getImpl() https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilonumexprarg-1#method_getImpl
    Get inequality LHS IloConstraintArray.getImpl() https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilonumexprarg-1#method_getImpl
    Get inequality RHS IloConstraintArray.getImpl() https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilonumexprarg-1#method_getImpl
    Get non-linear inequalities ? ?
    Get convex inequalities ? ?
    Get variables IloNumVarArray https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilonumvararray-1
    Get integer variables ? ?
    Get non-integer variables ? ?
    Get variables UB IloRangeArray https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilorangearray-1
    Get variables LB IloRangeArray https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilorangearray-1
    Read LP file importModel(IloModel & m, const char * filename) https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilocplex-3#method_importModel
    Read MPS file importModel(IloModel & m, const char * filename) https://www.ibm.com/docs/en/icos/12.9.0?topic=c-ilocplex-3#method_importModel


    Thank you for your attention, and best regards.



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    Matheus Andrade
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