Formulating a problem: IloModel

Describes the C++ class IloModel.

To formulate a full optimization problem, you need to create the objects that are part of it and add them to an instance of IloModel, the class that represents optimization problems. For example, these lines:

IloModel model(env);
model.add(obj);
model.add(r1);

define a model consisting of the objective obj , constraint r1 , and all the variables they use. Notice that variables need not be added to a model explicitly, as they are implicitly considered if any of the other modeling objects in the model use them. (However, you may explicitly add variables to a model, for example, if you consider a variable a part of the problem even though it does not appear in a constraint or objective function.)

For convenience, Concert Technology provides the functions IloMinimize and IloMaximize to define minimization and maximization objective functions. Also, operators <=, == , and >= are overloaded to create IloRange constraints. These features allow you to rewrite that example in a compact and readable way, like this:

IloModel model(env); 
model.add(IloMinimize(env, 1*x[1] + 2*x[2] + 3*x[3]); 
model.add(x[1] + x[2] == 3.0);

With this notation, you need not create the C++ variables obj and r1 explicitly (as originally in the example). Instead, they are expressed through the variables in this second example.

The class IloModel is itself a class of modeling objects. Thus, one model can be added to another. A possible use of this feature is to capture different scenarios in different models, all of which are extensions of a core model. The core model could be represented as an IloModel object itself and added to the IloModel objects that represent the individual scenarios.