ILOG CPLEX 11.0 User's Manual

Specifying PreferencesYou specify the bounds or ranges that FeasOpt may consider for modification by assigningpositive preferences for each. A negative or zero preference means that the associated boundor range is not to be modified. One way to construct a weighted penalty function from thesepreferences is like this:∑vi ⁄ p i where v i is the violation and p i is the preference.Thus, the larger the preference, the more likely it will be that a given bound or range will bemodified. However, it is not necessary to specify a unique preference for each bound orrange. In fact, it is conventional to use only the values 0 (zero) and 1 (one) except when yourknowledge of the problem suggests assigning explicit preferences.Example: FeasOpt in Concert TechnologyThe following examples show you how to use FeasOpt. These fragments of code are writtenin Concert Technology for C++ users, but the same principles apply to the other APIs aswell. The examples begin with a model similar to one that you have seen repeatedly in thismanual.IloEnv env;try {IloModel model(env);IloNumVarArray x(env);IloRangeArray con(env);IloNumArray vals(env);IloNumArray infeas(env);x.add(IloNumVar(env, 0.0, 40.0));x.add(IloNumVar(env));x.add(IloNumVar(env));model.add(IloMaximize(env, x[0] + 2 * x[1] + 3 * x[2]));con.add( - x[0] + x[1] + x[2]