Building and Solving a Small LP Model in Java

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• Modeling by Rows;
• Modeling by Columns;
• Modeling by Nonzeros.

Example LPex1.java is an extension of the example presented in Entering the Example Problem:

Maximize	x1 + 2x2 + 3x3
subject to	-x1 + x2 + x3 20  x1 - 3x2 + x3 30
with these bounds	0 x1 40  0 x2 +  0 x3 +

After an initial check that a valid option string was provided as a calling argument, the program begins by enclosing all executable statements that follow in a try/catch pair of statements. In case of an error ILOG CPLEX Concert Technology will throw an exception of type IloException, which the catch statement then processes. In this simple example, an exception triggers the printing of a line stating Concert exception `e' caught, where e is the specific exception.

IloCplex cplex = new IloCplex();

• populateByRow
• populateByColumn
• populateByNonzero

After the model has been created in the cplex object, it is ready to be solved by a call to cplex.solve. The solution log will be output to the screen; this is because IloCplex prints all logging information to the OutputStream cplex.output, which by default is initialized to System.out. You can change this by calling the method cplex.setOut. In particular, you can turn off logging by setting the output stream to null, that is, by calling cplex.setOut(null). Similarly, IloCplex issues warning messages to cplex.warning, and cplex.setWarning can be used to change (or turn off) the OutputStream that will be used.

If the solve method finds a feasible solution for the active model, it returns true. The next section of code accesses the solution. The method cplex.getValues(var[0]) returns an array of primal solution values for all the variables. This array is stored as double[] x. The values in x are ordered such that x[j] is the primal solution value for variable var[0][j]. Similarly, the reduced costs, duals, and slack values are queried and stored in arrays dj, pi, and slack, respectively. Finally, the solution status of the active model and the objective value of the solution are queried with the methods IloCplex.getStatus and IloCplex.getObjValue, respectively. The program then concludes by printing the values that have been obtained in the previous steps, and terminates after calling cplex.end to free the memory used by the model object; the catch method of IloException provides screen output in case of any error conditions along the way.