ILOG CPLEX C++ API 9.0 Reference Manual

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IloCplex Mathematical Programming models. More precisely, models to be solved by IloCplex should contain only IloExtractable objects from the following list: ◆ variables: objects of type IloNumVar and its extensions IloIntVar and IloSemiContVar ◆ range constraints: objects of type IloRange ◆ other relational constraints: objects of type IloConstraint of the form expr1 relation expr2, where the relation is one of ==, ≥, ≤, or != ◆ objective function: one object of type IloObjective ◆ variable type conversions: objects of type IloConversion ◆ special ordered sets: objects of type IloSOS1 or IloSOS2 The expressions used in the constraints and objective function handled by IloCplex are built from variables of those listed types and can be linear or quadratic. In addition, expressions may contain the following constructs: ◆ ◆ ◆ minimum:IloMin maximum:IloMax absolute value:IloAbs ◆ piecewise linear functions:IloPiecewiseLinear Expressions that evaluate only to 0 (zero) and 1 (one) are referred to as Boolean expressions. Such expressions also support: ◆ negation:operator ! ◆ conjunction:operator && or, equivalently, IloAnd ◆ disjunction:operator || or, equivalently, IloOr Moreover, Boolean expressions can be constucted not only from variables, but also from constraints. IloCplex will automatically transform all of these constructs into an equivalent representation amenable to IloCplex. Such models can be represented in the following way: Minimize (or Maximize) c'x + x'Qx subject to L Ax U a_i'x + x'Q_i x r_i, for i = 1, ..., q l x u. ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 46
IloCplex That is, in fact, the standard math programming matrix representation that IloCplex uses internally. A is the matrix of linear constraint coefficients, and L and U are the vectors of lower and upper bounds on the vector of variables in the array x. The Q matrix must be positive semi-definite (or negative semi-definite in the maximization case) and represents the quadratic terms of the objective function. The matrices Q_i must be positive semi-definite and represent the quadratic terms of the i-th quadratic constraint. The a_i are vectors containing the correponding linear terms. For details about the Q_i, see the chapter about quadratically constrained programs (QCP) in the ILOG CPLEX User's Manual. Special ordered sets (SOS) fall outside the conventional representation in terms of A and Q matrices and are stored separately. If the model contains integer, Boolean, or semi-continuous variables, or if the model has special ordered sets (SOSs), the model is referred to as a mixed integer program (MIP). You can query whether the active model is a MIP with the method isMIP. A model with quadratic terms in the objective is referred to as a mixed integer quadratic program (MIQP) if it is also a MIP, and a quadratic program (QP) otherwise. You can query whether the active model has a quadratic objective by calling method isQO. A model with quadratic constraints is referred to as a mixed integer quadratically constrained program (MIQCP) if it is also a MIP, and as a quadratically constrained program (QCP) otherwise. You can query whether the active model is quadratically constrained by calling the method isQC. A QCP may or may not have a quadratic objective; that is, a given problem may be both QP and QCP. Likewise, a MIQCP may or may not have a quadratic objective; that is, a given problem may be both MIQP and MIQCP. If there are no quadratic terms in the objective, no integer constraints, and the problem is not quadratically constrained, and all variables are continuous it is called a linear program (LP). Information related to the matrix representation of the model can be queried through these methods: ◆ getNcols for querying the number of columns of A, ◆ ◆ ◆ ◆ getNrows for querying the number of rows of A; that is, the number of linear constraints, getNQCs for querying the number of quadratic constraints, getNNZs for querying the number of nonzero elements in A, and getNSOSs for querying the number of special ordered sets (SOSs). Additional information about the active model can be obtained through iterators defined on the different types of modeling objects in the extracted or active model. ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 47
Page 1: ILOG CPLEX C++ API 9.0 Reference Ma
Page 4 and 5: T ABLE OF C ONTENTS IloCplex::Branc
Page 6 and 7: About This Manual This reference ma
Page 8 and 9: Concepts Branch & Cut IloCplex, lik
Page 10 and 11: It is possible to tell IloCplex to
Page 12 and 13: Group optim.cplex.cpp The API of IL
Page 14 and 15: IloCplex::Algorithm IloCplex::Basis
Page 16 and 17: ILOFLOAT, for continuous, ILOINT, f
Page 18 and 19: ILOBARRIERCALLBACK0 ILOBARRIERCALLB
Page 20 and 21: ILOCONTINUOUSCALLBACK0 ILOCONTINUOU
Page 22 and 23: ILOCPLEXGOAL0 } return 0; This macr
Page 24 and 25: ILOCUTCALLBACK0 ILOCUTCALLBACK0 Cat
Page 26 and 27: ILOFRACTIONALCUTCALLBACK0 ILOFRACTI
Page 28 and 29: ILOINCUMBENTCALLBACK0 ILOINCUMBENTC
Page 30 and 31: ILOMIPCALLBACK0 ILOMIPCALLBACK0 Cat
Page 32 and 33: ILONODECALLBACK0 ILONODECALLBACK0 C
Page 34 and 35: ILOPROBINGCALLBACK0 ILOPROBINGCALLB
Page 36 and 37: ILOSOLVECALLBACK0 ILOSOLVECALLBACK0
Page 38 and 39: IloCplex IloCplex Category Class In
Page 40 and 41: IloCplex public IloCplex::CplexStat
Page 42 and 43: IloCplex public void public void pu
Page 44 and 45: IloCplex IloCplex::NodeSelect IloCp
Page 48 and 49: IloCplex IloCplex effectively treat
Page 50 and 51: IloCplex classes that allow the use
Page 52 and 53: IloCplex When IloCplex is not divin
Page 54 and 55: IloCplex public const IloConstraint
Page 56 and 57: IloCplex This method deletes all la
Page 58 and 59: IloCplex to use for the constraint
Page 60 and 61: IloCplex public IloCplex::CplexStat
Page 62 and 63: IloCplex Note:CPLEX resizes these a
Page 64 and 65: IloCplex This method returns the nu
Page 66 and 67: IloCplex public IloCplex::PWLFormul
Page 68 and 69: IloCplex public void getValues(cons
Page 70 and 71: IloCplex This method creates and re
Page 72 and 73: IloCplex This method sets the prefe
Page 74 and 75: IloCplex its subgoals. See the conc
Page 76 and 77: IloCplex::Algorithm IloCplex::Algor
Page 78 and 79: IloCplex::BarrierCallbackI IloCplex
Page 80 and 81: IloCplex::BasisStatus IloCplex::Bas
Page 82 and 83: IloCplex::BoolParam IloCplex::BoolP
Page 84 and 85: IloCplex::BranchCallbackI IloCplex:
Page 86 and 87: IloCplex::BranchCallbackI ControlCa
Page 88 and 89: IloCplex::BranchCallbackI IloCplex:
Page 90 and 91: IloCplex::BranchCallbackI NodeData
Page 92 and 93: IloCplex::BranchCallbackI no branch
Page 94 and 95: IloCplex::BranchDirection IloCplex:
Page 96 and 97:
IloCplex::Callback IloCplex::Callba
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IloCplex::CallbackI IloCplex::Callb
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IloCplex::CallbackI callbacks can a
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Callback::Type Callback::Type Categ
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IloCplex::ContinuousCallbackI Descr
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IloCplex::ControlCallbackI IloCplex
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IloCplex::ControlCallbackI MIPCallb
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IloCplex::ControlCallbackI This met
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IloCplex::ControlCallbackI For each
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ControlCallbackI::IntegerFeasibilit
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IloCplex::CplexStatus See also the
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IloCplex::CrossoverCallbackI IloCpl
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IloCplex::CutCallbackI IloCplex::Cu
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IloCplex::CutCallbackI from a user-
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IloCplex::DisjunctiveCutCallbackI I
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IloCplex::DualPricing IloCplex::Dua
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IloCplex::FlowMIRCutCallbackI IloCp
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IloCplex::FractionalCutCallbackI Il
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IloCplex::Goal IloCplex::Goal Categ
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IloCplex::GoalI IloCplex::GoalI Cat
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IloCplex::GoalI public IloInt publi
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IloCplex::GoalI Methods public void
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IloCplex::GoalI Returns the solutio
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IloCplex::GoalI const IloNumVarArra
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IloCplex::GoalI Returns the branch
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IloCplex::GoalI public IloBool isIn
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GoalI::BranchType GoalI::BranchType
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GoalI::IntegerFeasibilityArray Goal
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IloCplex::HeuristicCallbackI protec
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IloCplex::HeuristicCallbackI protec
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IloCplex::HeuristicCallbackI The pa
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IloCplex::IISStatusArray IloCplex::
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IloCplex::IncumbentCallbackI MIPCal
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IloCplex::IntParam IloCplex::IntPar
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IloCplex::IntParam See the referenc
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IloCplex::IntParam = CPX_PARAM_COLR
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IloCplex::IntParam = CPX_PARAM_FRAC
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IloCplex::InvalidCutException IloCp
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IloCplex::LazyConstraintCallbackI M
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IloCplex::MIPCallbackI protected Il
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IloCplex::MIPCallbackI IloCplex::No
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IloCplex::MIPCallbackI Returns the
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MIPCallbackI::NodeData MIPCallbackI
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IloCplex::MIPEmphasisType = CPX_MIP
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IloCplex::MultipleObjException IloC
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IloCplex::NetworkCallbackI The meth
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IloCplex::NodeCallbackI protected v
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IloCplex::NodeCallbackI protected I
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IloCplex::NodeEvaluator IloCplex::N
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IloCplex::NodeEvaluatorI IloCplex::
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IloCplex::NodeEvaluatorI branch, 0
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IloCplex::NodeSelect IloCplex::Node
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IloCplex::NumParam = CPX_PARAM_EPOP
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IloCplex::PWLFormulation IloCplex::
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IloCplex::PresolveCallbackI model,
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IloCplex::ProbingCallbackI IloCplex
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IloCplex::ProbingCallbackI This met
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IloCplex::Quality Primalobj, Primal
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IloCplex::Quality = CPX_SUM_X SumSc
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IloCplex::SearchLimit The default c
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IloCplex::SearchLimitI creates a go
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IloCplex::SimplexCallbackI ILOG CPL
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IloCplex::SolveCallbackI Inherited
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IloCplex::SolveCallbackI const IloN
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IloCplex::UnknownExtractableExcepti
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IloCplex::UserCutCallbackI MIPCallb
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IloCplex::VariableSelect Group opti
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IloCplex::PWLFormulation IloCplex::
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IloCplex::PWLFormulation Descriptio
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IloCplex::LazyConstraintCallbackI I
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IloCplex::UserCutCallbackI Inherite
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I NDEX ILOFRACTIONALCUTCALLBACK0 26
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