Source code for naginterfaces.library.examples.mip.handle_solve_milp_ex

#!/usr/bin/env python3
"``naginterfaces.library.mip.handle_solve_milp`` Python Example."

# NAG Copyright 2018-2020.

# pylint: disable=invalid-name

from naginterfaces.base import utils
from naginterfaces.library import opt, mip

def main():
    """
    Example for :func:`naginterfaces.library.mip.handle_solve_milp`.

    Large-scale mixed integer linear programming.

    >>> main()
    naginterfaces.library.mip.handle_solve_milp Python Example Results.
    Solve a small MILP problem.
     H02BK, Solver for MILP problems
     Status: converged, an optimal solution found
     Final primal objective value  1.390000E+01
     Final dual objective bound    1.390000E+01
    """

    print(
        'naginterfaces.library.mip.handle_solve_milp Python Example Results.'
    )
    print('Solve a small MILP problem.')

    # The problem size:
    n = 2

    # Create a handle for the problem:
    handle = opt.handle_init(nvar=n)

    # Set the objective function:
    opt.handle_set_quadobj(
        handle,
        idxc=list(range(1, n+1)),
        c=[5.5, 2.1],
    )

    # Set box constraints:
    opt.handle_set_simplebounds(
        handle,
        bl=[0., 0.],
        bu=[1.e20, 1.e20],
    )

    # Set linear constraints:
    opt.handle_set_linconstr(
        handle,
        bl=[-1.e20, -1.e20],
        bu=[2., 17.],
        irowb=[
            1, 1,
            2, 2,
        ],
        icolb=[
            1, 2,
            1, 2,
        ],
        b=[
            -1., 0.5,
            8., 2.,
        ],
    )

    # Set integer variables
    opt.handle_set_property(handle=handle, ptype='Int', idx=[1, 2])

    # Set some algorithmic options.
    for option in [
            'Print Options = NO',
            'Print Level = 1',
            'Task = Maximize',
    ]:
        opt.handle_opt_set(handle, option)

    # Use an explicit I/O manager for abbreviated iteration output:
    iom = utils.FileObjManager(locus_in_output=False)

    # Solve the problem.
    mip.handle_solve_milp(handle, io_manager=iom)

    # Destroy the handle:
    opt.handle_free(handle)

if __name__ == '__main__':
    import doctest
    import sys
    sys.exit(
        doctest.testmod(
            None, verbose=True, report=False,
            optionflags=doctest.ELLIPSIS | doctest.REPORT_NDIFF,
        ).failed
    )