/* nag_opt_handle_add_vars (e04tac) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.3, 2023.
*/
#include <nag.h>
int main(void) {
/* This example program demonstrates how to edit an LP model using the
* NAG Optimization Modeling Suite functionality
* We solve here 3 variants of a small LP model:
*
* I/ max 2x1 + 4.5x2
* 1.2x1 + 3x2 <= 1500
* 6x1 + 10x2 <= 6000
* 40x1 + 80x2 = 16000
* 0 <= x1
* 0 <= x2 <= 100
*
* II/ A variable is added
* max 2x1 + 4.5x2 + 7x3
* 1.2x1 + 3x2 + 5x3 <= 1500
* 6x1 + 10x2 + 12x3 <= 6000
* 40x1 + 80x2 + 120x3 = 16000
* 0 <= x1
* 0 <= x2 <= 100
* 0 <= x3 <= 50
*
* III/ A linear constraint is added
* max 2x1 + 4.5x2 + 7x3
* 1.2x1 + 3x2 + 5x3 <= 1500
* 6x1 + 10x2 + 12x3 <= 6000
* 40x1 + 80x2 + 120x3 = 16000
* x2 + x3 <= 100
* 0 <= x1
* 0 <= x2 <= 100
* 0 <= x3 <= 50
*/
const double infbnd = 1.0e20;
const char *cmdstr = "pinfo";
Integer exit_status = 0;
Integer nvar, nclin, nnza, nnzu, i, idlc, ioflag, liarr;
Integer *irowa = 0, *icola = 0;
Integer pinfo[100];
double *x = 0, *xl = 0, *xu = 0, *bla = 0, *bua = 0, *a = 0, *cvec = 0,
*ulag = 0;
double rinfo[100], stats[100], u[1];
void *handle = 0;
Nag_Comm comm;
NagError fail;
printf("nag_opt_handle_add_vars (e04tac) Example Program Results\n\n");
fflush(stdout);
nvar = 2;
nclin = 3;
nnza = 6;
/* Allocate memory */
if (!(irowa = NAG_ALLOC(nnza, Integer)) ||
!(icola = NAG_ALLOC(nnza, Integer)) ||
!(cvec = NAG_ALLOC(nvar, double)) || !(a = NAG_ALLOC(nnza, double)) ||
!(bla = NAG_ALLOC(nclin, double)) || !(bua = NAG_ALLOC(nclin, double)) ||
!(xl = NAG_ALLOC(nvar, double)) || !(xu = NAG_ALLOC(nvar, double)) ||
!(x = NAG_ALLOC(nvar + 1, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Create the problem handle
* nag_opt_handle_init (e04rac). */
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* Define the objective function
* nag_opt_handle_set_linobj (e04rec) */
cvec[0] = 2.0;
cvec[1] = 4.5;
nag_opt_handle_set_linobj(handle, nvar, cvec, NAGERR_DEFAULT);
/* nag_opt_handle_set_simplebounds (e04rhc)
* Define bounds on the variables */
xl[0] = 0.0;
xl[1] = 0.0;
xu[0] = infbnd;
xu[1] = 100.0;
nag_opt_handle_set_simplebounds(handle, nvar, xl, xu, NAGERR_DEFAULT);
/* nag_opt_handle_set_linconstr (e04rjc)
* Define linear constraints */
idlc = 0;
bla[0] = -infbnd;
bla[1] = -infbnd;
bla[2] = 16000.0;
bua[0] = 1500.0;
bua[1] = 6000.0;
bua[2] = 16000.0;
for (i = 0; i < nnza / 2; i++) {
irowa[2 * i] = i + 1;
irowa[2 * i + 1] = i + 1;
icola[2 * i] = 1;
icola[2 * i + 1] = 2;
}
a[0] = 1.2;
a[1] = 3.0;
a[2] = 6.0;
a[3] = 10.0;
a[4] = 40.0;
a[5] = 80.0;
nag_opt_handle_set_linconstr(handle, nclin, bla, bua, nnza, irowa, icola, a,
&idlc, NAGERR_DEFAULT);
/* nag_opt_handle_opt_set (e04zmc)
* Set optional parameters */
nag_opt_handle_opt_set(handle, "Task = Max", NAGERR_DEFAULT);
nag_opt_handle_opt_set(handle, "Print Level = 1", NAGERR_DEFAULT);
nag_opt_handle_opt_set(handle, "Print options = No", NAGERR_DEFAULT);
nag_opt_handle_opt_set(handle, "Print Solution = X", NAGERR_DEFAULT);
printf("Solve the first LP\n\n");
fflush(stdout);
/* nag_opt_handle_solve_lp_ipm (e04mtc)
* Solve the model */
nnzu = 0;
nag_opt_handle_solve_lp_ipm(handle, nvar, x, nnzu, u, rinfo, stats, NULL,
&comm, NAGERR_DEFAULT);
/* Second variant: add a variable */
/* nag_opt_handle_add_vars (e04tac)
* Add the third variable to the handle */
nag_opt_handle_add_vars(handle, 1, &nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_bound (e04tdc)
* The new variable is nonnegative */
nag_opt_handle_set_bound(handle, "variable", nvar, 0.0, 50.0, NAGERR_DEFAULT);
/* nag_opt_handle_set_linobj_coeff (e04tec)
* Set the objective coefficient */
nag_opt_handle_set_linobj_coeff(handle, 3, 7.0, NAGERR_DEFAULT);
/* nag_opt_handle_set_linconstr_coeff (e04tjc)
* Add linear constraints coefficients */
nag_opt_handle_set_linconstr_coeff(handle, 1, 3, 5.0, NAGERR_DEFAULT);
nag_opt_handle_set_linconstr_coeff(handle, 2, 3, 12.0, NAGERR_DEFAULT);
nag_opt_handle_set_linconstr_coeff(handle, 3, 3, 120.0, NAGERR_DEFAULT);
printf("\nThe new variable has been added, solve the handle again\n\n");
fflush(stdout);
/* Solve the altered problem */
nag_opt_handle_solve_lp_ipm(handle, nvar, x, nnzu, u, rinfo, stats, NULL,
&comm, NAGERR_DEFAULT);
/* Add a linear constraint */
nclin = 1;
bla[0] = -infbnd;
bua[0] = 100.0;
nnza = 2;
irowa[0] = 1;
irowa[1] = 1;
icola[0] = 2;
icola[1] = 3;
a[0] = 1.0;
a[1] = 1.0;
idlc = 0;
nag_opt_handle_set_linconstr(handle, nclin, bla, bua, nnza, irowa, icola, a,
&idlc, NAGERR_DEFAULT);
printf("\nThe new constraint has been added, solve the handle again\n\n");
fflush(stdout);
/* nag_opt_handle_set_get_integer (e04rwc)
* Query the problem sizes to request the Lagrangian multipliers for the last
* solve */
ioflag = 1;
liarr = 100;
nag_opt_handle_set_get_integer(handle, cmdstr, ioflag, &liarr, pinfo, NAGERR_DEFAULT);
nnzu = pinfo[10];
if (!(ulag = NAG_ALLOC(nnzu, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Solve the third version of the problem */
INIT_FAIL(fail);
nag_opt_handle_solve_lp_ipm(handle, nvar, x, nnzu, ulag, rinfo, stats, NULL,
&comm, &fail);
END:
/* nag_opt_handle_free (e04rzc).
* Destroy the problem handle and deallocate all the memory. */
if (handle)
nag_opt_handle_free(&handle, NAGERR_DEFAULT);
NAG_FREE(cvec);
NAG_FREE(irowa);
NAG_FREE(icola);
NAG_FREE(a);
NAG_FREE(bla);
NAG_FREE(bua);
NAG_FREE(xl);
NAG_FREE(xu);
NAG_FREE(x);
NAG_FREE(ulag);
return exit_status;
}