Originally posted by: SystemAdmin

[osta said:]

Hi everyone,
Although there are mutiple examples on column generation, I wonder if there is any sample about adding constraints in a model as needed, while it is being processed. That is, outlines of a script to add constraints to a model that imporve a current a solution (dual method of column generation).
Thanks in advance

#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[pablete said:]

I have the same problem and haven't been able to find any documentation about it, can someone please help us.
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[afleischer said:]

Hi,

there is an experimental API for this, in beta test and available in OPL 6.
Let me give you a small example.

int n = 5;

dvar int x;
dvar int y;

template TEMPLATE {
int n = ...;


execute {
writeln("n=",n);
}

subject to {

x >= n+1;
y>= n+100;
}
}

execute {
writeln("n=",n);
}

minimize x+y;
subject to {
x >= n+100;
y >=n+1;
}


main {
thisOplModel.generate();



var templateOpl = new IloOplModel(thisOplModel.TEMPLATE,cplex);
var templateData = new IloOplDataElements();
templateData.n = 10;
templateOpl.addDataSource(templateData);
templateOpl.generate();



cplex.solve();

writeln("objectiveValue = ",cplex.getObjValue());
writeln("x = ",thisOplModel.x);
writeln("y = ",thisOplModel.y);


if (thisOplModel.x!=105) fail();
if (thisOplModel.y!=110) fail();

templateData.end();
templateOpl.end();
}
;



#DecisionOptimization
#OPLusingCPLEXOptimizer