Decision Optimization

In RFE we have a very valid wish

Cplex.solveFixed() for OPL Script

https://www.ibm.com/developerworks/rfe/execute?use_case=viewRfe&CR_ID=96227

But in the meantime, let s have a workaround and do that manually in scripting:

1) solve it to get the solution.

2) solve the corresponding LP with fixed integer variables

3) get dual costs

dvar int x in 0..10;
dvar float y in 0..10;
 
minimize x+y;
subject to {
  ctx :   
    x >= 1/2;
  cty:
    y>=1/2;
}
 
main {
  var status = 0;
  thisOplModel.generate();
  if (cplex.solve()) {
    writeln("Integer Model");   
    writeln("OBJECTIVE: ",cplex.getObjValue());   
    writeln("dual CTX:",thisOplModel.ctx.dual);
    writeln("dual CTY:",thisOplModel.cty.dual);
  }
  var xvalue=thisOplModel.x.solutionValue;
 
  thisOplModel.convertAllIntVars();
  thisOplModel.x.UB=xvalue;
  thisOplModel.x.LB=xvalue;
  if (cplex.solve()) {
    writeln("Relaxed Model");   
    writeln("OBJECTIVE: ",cplex.getObjValue());  
    writeln("dual CTX:",thisOplModel.ctx.dual);
    writeln("dual CTY:",thisOplModel.cty.dual);
  }
 
}

gives

Integer Model
OBJECTIVE: 1.5
dual CTX:undefined
dual CTY:undefined
Relaxed Model
OBJECTIVE: 1.5
dual CTX:0
dual CTY:1

regards

#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: ouaigooo

Thanks Alex,

Is there a way to iterate all int vars of model (in order to fix them) ?

Something like for (var x in thisOplModel.getVariables()) if (x.isIntVar), ...

It would be cool if it could work without specifying explicitely the variable names and their dimensions

kr -- lucien

#DecisionOptimization
#OPLusingCPLEXOptimizer

Now we can use solveFixed in scripting:

dvar int x in 0..10;
dvar float y in 0..10;
 
minimize x+y;
subject to {
  ctx :   
    x >= 1/2;
  cty:
    y>=1/2;
}
 
main {
  var status = 0;
  thisOplModel.generate();
  cplex.solve();
  writeln("Solve");
  writeln("x=",thisOplModel.x);
  writeln("y=",thisOplModel.y);
  writeln("OBJECTIVE: ",cplex.getObjValue()); 
  writeln("SolveFixed");
  if (cplex.solveFixed()) {
    writeln("x=",thisOplModel.x);
    writeln("y=",thisOplModel.y);  
    writeln("OBJECTIVE: ",cplex.getObjValue());   
    writeln("dual CTX:",thisOplModel.ctx.dual);
    writeln("dual CTY:",thisOplModel.cty.dual);
  }
  
 
} ​

which gives

Solve
x=1
y=0.5
OBJECTIVE: 1.5
SolveFixed
x=1
y=0.5
OBJECTIVE: 1.5
dual CTX:0
dual CTY:1​

------------------------------
[Alex] [Fleischer]
[Data and AI Technical Sales]
[IBM]
------------------------------

Original Message:
Sent: Wed August 24, 2022 05:21 AM
From: Archive User
Subject: Re: Solvefixed in OPL to get dual for MIP

Originally posted by: ouaigooo

Thanks Alex,

Is there a way to iterate all int vars of model (in order to fix them) ?

Something like for (var x in thisOplModel.getVariables()) if (x.isIntVar), ...

It would be cool if it could work without specifying explicitely the variable names and their dimensions

kr -- lucien

#DecisionOptimization

Now with solveFixed we can simply write

dvar int x in 0..10;
dvar float y in 0..10;
 
minimize x+y;
subject to {
  ctx :   
    x >= 1/2;
  cty:
    y>=1/2;
}
 
main {
  var status = 0;
  thisOplModel.generate();
  cplex.solve();
  writeln("Solve");
  writeln("x=",thisOplModel.x);
  writeln("y=",thisOplModel.y);
  writeln("OBJECTIVE: ",cplex.getObjValue()); 
  writeln("SolveFixed");
  if (cplex.solveFixed()) {
    writeln("x=",thisOplModel.x);
    writeln("y=",thisOplModel.y);  
    writeln("OBJECTIVE: ",cplex.getObjValue());   
    writeln("dual CTX:",thisOplModel.ctx.dual);
    writeln("dual CTY:",thisOplModel.cty.dual);
  }
  
 
} ​

which gives

Solve
x=1
y=0.5
OBJECTIVE: 1.5
SolveFixed
x=1
y=0.5
OBJECTIVE: 1.5
dual CTX:0
dual CTY:1

------------------------------
[Alex] [Fleischer]
[Data and AI Technical Sales]
[IBM]
------------------------------

Original Message:
Sent: Wed August 24, 2022 05:18 AM
From: Archive User
Subject: Re: Solvefixed in OPL to get dual for MIP

Originally posted by: ouaigooo

Thanks Alex,

Is there a way to iterate all int vars of model (in order to fix them) ?

Something like for (var x in thisOplModel.getVariables()) if (x.isIntVar), ...

It would be cool if it could work without specifying explicitely the variable names and their dimensions

kr -- lucien

#DecisionOptimization