Quintiq file version 2.0
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#parent: #root
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StaticMethod Create (LibOpt_Run owner, MathematicalProgram program) as LibOpt_SnapshotMP
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{
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Description: 'Create a new MP snapshot.'
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TextBody:
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[*
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// Define CPLEX consts
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CPX_MULTIOBJ_BESTOBJVAL := 15;
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goals := program.Goals( relget );
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priorities := selectuniquevalues( goals, Elements, goal, true, goal.Priority() );
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priorities := priorities.Sort().Reverse();
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goal_values := RealVector::Construct( priorities.Size() );
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bounds := RealVector::Construct( priorities.Size() );
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if( goals.Size() = 1 and goals.First().Name() = '' ) // Non hierarchical goals
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{
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bound := program.GoalValue() + ifexpr( program.GoalSense() = MPGoalSense::Maximize(), 1, -1 ) * program.AbsoluteGap();
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bounds.Set( 0, bound );
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goal_values.Set( 0, program.GoalValue() );
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}
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else // Hierarchical goals
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{
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for( i := priorities.Size() - 1; i >= 0; i-- )
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{
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priority := priorities.Element( i );
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value := sum( goals, Elements, goal, goal.Priority() = priority, goal.Weight() * goal.OptimalValue() );
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goal_values.Set( i, value );
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bounds.Set( i, guard( program.Statistics().MultiObjGetRealInfo( i, CPX_MULTIOBJ_BESTOBJVAL ), value ) );
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}
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}
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// Calculate gap
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absolute_gaps := bounds.Minus( goal_values ).Abs();
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relative_gaps := null( RealVector );
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if( goal_values.Equals( 0.0 ).IsAllFalse() )
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{
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relative_gaps := absolute_gaps.Div( goal_values ).Abs();
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}
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else
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{
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// Solve division by zero error
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relative_gaps := RealVector::Construct( bounds.Size() );
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for( i := 0; i < relative_gaps.Size(); i++ )
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{
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goal := goal_values.Get( i );
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relative_gaps.Set( i, ifexpr( goal = 0.0,
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ifexpr( absolute_gaps.Get( i ) = 0,
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0.0,
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Real::MaxReal() ),
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abs( absolute_gaps.Get( i ) / goal ) ) );
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}
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}
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// Set whether the MIP is fixed
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fixed := program.IsFixedMixedIntegerProblem()
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or program.IsFixedMixedIntegerQuadraticProblem();
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// Set whether the problem is MIP
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mip := program.IsFixedMixedIntegerProblem()
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or program.IsFixedMixedIntegerQuadraticProblem()
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or program.IsMixedIntegerProblem()
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or program.IsMixedIntegerQuadraticallyConstrainedProblem()
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or program.IsMixedIntegerQuadraticProblem()
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// Set whether the problem is quadratically constrained
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qconstr := program.IsQuadraticallyConstrainedProblem()
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or program.IsMixedIntegerQuadraticallyConstrainedProblem()
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// Set whether the problem is quadratic
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quadr := program.IsQuadraticProblem()
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or program.IsMixedIntegerQuadraticProblem()
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or program.IsFixedMixedIntegerQuadraticProblem()
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snapshot := owner.Snapshot( relnew, LibOpt_SnapshotMP,
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AbsoluteGap := program.AbsoluteGap(),
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AbsoluteGaps := absolute_gaps.AsBinaryValue(),
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RelativeGap := program.RelativeGap(),
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RelativeGaps := relative_gaps.AsBinaryValue(),
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GoalScore := goal_values.Get( 0 ),
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GoalScores := goal_values.AsBinaryValue(),
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Bound := bounds.Get( 0 ),
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Bounds := bounds.AsBinaryValue(),
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IsFeasible := LibOpt_SuboptimizerMP::CheckIsFeasible( program ),
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IsOptimal := program.Optimal(),
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NumberOfSolutions := program.NumberOfSolutions(),
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NrVariables := program.Variables( relsize ),
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NrConstraints := program.Constraints( relsize ),
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NrGoalLevels := priorities.Size(),
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IsFixed := fixed,
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IsMIP := mip,
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IsQuadraticallyConstrained := qconstr,
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IsQuadratic := quadr,
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Kappa := program.Statistics().Kappa() );
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snapshot.Capture( program );
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return snapshot;
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*]
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}
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