Topic
  • 3 replies
  • Latest Post - ‏2013-10-13T16:28:17Z by DanielJunglas
prasenjit mandal
prasenjit mandal
7 Posts

Pinned topic Sample Code for a valid inequality generated for mathematical programming

‏2013-10-08T22:29:13Z |

I have developed a valid inequality for my research work.

But, I have no idea how to code it in C++ using cplex-C++ concert technology.

I already  wrote a piece of code in C++ for the original problem.

But I have no idea how to incorporate any generic cut generation to this problem.

 

If anybody have a sample piece of code, please share it.

  • DanielJunglas
    DanielJunglas
    143 Posts

    Re: Sample Code for a valid inequality generated for mathematical programming

    ‏2013-10-09T15:43:03Z  

    Did you look at the many examples in C++ that come with CPLEX?

    Do you want to add your valid inequality before calling solve() or do you want to separate it dynamically (depending on the current solution)?

  • prasenjit mandal
    prasenjit mandal
    7 Posts

    Re: Sample Code for a valid inequality generated for mathematical programming

    ‏2013-10-12T21:58:09Z  

    Did you look at the many examples in C++ that come with CPLEX?

    Do you want to add your valid inequality before calling solve() or do you want to separate it dynamically (depending on the current solution)?

    How could I find those examples in C++ that come with CPLEX?

    Actually, already I developed a code for LP relaxation of my IP problem. That piece of code provides a fractional solution.

    Now, I want to introduce a valid inequality to cut those fractional LP solution.

     

    Then, of course, I want to add the valid inequality before calling solve().

     

    Also, I am unaware of how to separate it dynamically! Could you please give me some idea about that.

  • DanielJunglas
    DanielJunglas
    143 Posts

    Re: Sample Code for a valid inequality generated for mathematical programming

    ‏2013-10-13T16:28:17Z  

    How could I find those examples in C++ that come with CPLEX?

    Actually, already I developed a code for LP relaxation of my IP problem. That piece of code provides a fractional solution.

    Now, I want to introduce a valid inequality to cut those fractional LP solution.

     

    Then, of course, I want to add the valid inequality before calling solve().

     

    Also, I am unaware of how to separate it dynamically! Could you please give me some idea about that.

    An example that dynamically adds user cuts is cplex/examples/src/cpp/iloadmipex5.cpp. This is also discussed in the user manual here.

    You may also want to consult the discussion of the cut callback in the user manual here.