Originally posted by: gkirlik

Dear All,

I am importing an MPS formatted model in C++ with Cplex 12.1. Then, I want to modify rhs of each constraint while keeping lhs same. I achieve to reach every constraint by using IloModel::Iterator. Code as follows,

cplex.importModel(tempModel, "model.mps");
        
for(IloModel::Iterator it(tempModel); it.ok(); ++it) 
{
        IloExtractable ext = it.operator *();
                
        if (ext.isConstraint())
        {
                IloConstraint cons;
                cons=ext.asConstraint();
                cout << cons << endl;
        }
}

How can I modify each constraint (IloConstraint cons) in the model?
Best Regards,
Gokhan
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#DecisionOptimization

Originally posted by: SystemAdmin

Cast cons to IloRange and then use the setLB, setUB or setBounds method depending on whether it is a >=, <= or = constraint.

/Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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#DecisionOptimization

Originally posted by: gkirlik

Dear Paul,

Thanks for your help. How can I determine whether the constraint is <=, = or >= for any constraint?

Best Regards
Gokhan
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

To CPLEX, all linear constraints look like "lower bound <= expression <= upper bound". Equations have lower bound = upper bound; inequalities have one finite bound and one infinite bound (which in practice means disgustingly large). After casting to IloRange, you can use IloRange::getLB and IloRange::getUB to get the lower and upper bounds and check them. The C++ interface defines IloInfinity, which you can use to test whether the lower bound is -infinity or the upper bound is +infinity.

/Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: gkirlik

Dear All,

I have an additional question about this topic. I have already succeed to modify the bounds of the constraints (Thanks for Paul Rubin). I also want to access all coefficients of the imported model's constraints. I can access objective function coefficients and variables by using following code.

cplex.importModel(model, "model.mps");
 
vector<IloNumVar> varArray;
vector<IloNum> numArray;
 
for(IloModel::Iterator it(model); it.ok(); ++it) 
{
        IloExtractable extr = it.operator *();
 
        if (extr.isObjective() == true)
        {
                IloObjective objective =  extr.asObjective();
                IloExpr objexpr= objective.getExpr();
                                                
                for (IloExpr::LinearIterator it2 = objexpr.getLinearIterator(); it2.ok(); ++it2)
                {
                        varArray.push_back(it2.getVar()); //variable
                        numArray.push_back(it2.getCoef()); //coefficient
                }
        }
}

Similar to IloObjective, IloRange (rng) has also getExpr() method. After I use this method (IloExpr expr= rng.getExpr()), iterator of the expr object returns IloFalse. So that, I can not access any coefficient or variable of the expr.

How can I access imported model's constraints' coefficients and variables?
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Originally posted by: SystemAdmin

The following code works for me

#include <iostream>
#include <ilcplex/ilocplex.h>
 
int
main(int argc, char **argv)
{
   try {
      for (int i = 1; i < argc; ++i) {
         IloEnv env;
         IloModel model(env);
         IloCplex cplex(model);
         cplex.importModel(model, argv[i]);
 
         std::cout << "Model " << argv[i] << ":" << std::endl;
         for (IloModel::Iterator it(model); it.ok(); ++it) {
            if ((*it).isConstraint()) {
               IloRangeI* impl = dynamic_cast<IloRangeI *>((*it).asConstraint().getImpl());
               if (impl) {
                  IloRange rng(impl);
                  IloExpr expr = rng.getExpr();
                  for (IloExpr::LinearIterator it2 = expr.getLinearIterator(); it2.ok(); ++it2) {
                     std::cout << " " << it2.getCoef() << "*" << it2.getVar();
                  }
                  std::cout << std::endl;
               }
            }
         }
         env.end();
      }
   } catch (IloException& e) {
      std::cerr << "IloException: " << e << std::endl;
   } catch (std::exception& e) {
      std::cerr << "std::exception: " << e.what() << std::endl;
   } catch (...) {
      std::cerr << "exception!" << std::endl;
   }
   return 0;
}

If you have other constraints than IloRange instances you will have to handle them similarly.
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#DecisionOptimization

Originally posted by: gkirlik

I appreciated for your help.

Gokhan
#CPLEXOptimizers
#DecisionOptimization