Quintiq file version 2.0
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#parent: #root
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Method FixVariableStyleGuide (
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MPVariable var,
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Real bound,
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Boolean setuppperbound,
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Boolean setlowerbound,
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Boolean applyscaling
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) const
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{
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Description: 'fixing cplex variables according to modeling style guide'
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TextBody:
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[*
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if (applyscaling )
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{
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bound := this.ScaleVariable( var, bound ); // scale the bound
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}
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if( var.VariableType() = 'Binary' or var.VariableType() = 'Integer' )
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{
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if ( setlowerbound )
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{
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var.LowerBound( bound - 0.1 );
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}
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if ( setuppperbound )
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{
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var.UpperBound( bound + 0.1 );
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}
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}
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else
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{
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// Scale everything by a big factor to avoid the epsilon arithmetic of Quill
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big := 1e+10;
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// guard against a MaxReal upper bound, or MinReal lower bound from the init variables
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lb := Real::MinReal();
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ub := Real::MaxReal();
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if( var.LowerBound().IsFinite() )
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{
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lb := var.LowerBound() * big;
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}
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if( var.UpperBound().IsFinite() )
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{
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ub := var.UpperBound() * big;
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}
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opt := bound * big;
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lb := maxvalue( lb, minvalue( ub, opt ) )
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ub := minvalue( ub, maxvalue( lb, opt ) )
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// Avoid very small range between lb and ub:
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// Compare the bound range to 1e-10, also using scaling
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if( ub - lb <= 1e-10 * big )
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{
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ub := lb;
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}
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// Unscale the values and apply them
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if ( setlowerbound )
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{
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var.LowerBound( lb / big );
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}
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if ( setuppperbound )
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{
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var.UpperBound( ub / big );
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}
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}
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*]
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InterfaceProperties { Accessibility: 'Module' }
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}
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