sensitivity_c + + . cpp
*/ /*一个简单的灵敏度分析示例，从狗万app足彩一个文件中读取一个MIP模型并解决它。然后将每个二进制变量设为1-X，其中X为其在最优解中的值，报告对目标函数值的影响。*/ #include "gurobi_c++.h" using namespace std;int main(int argc, char *argv[]) {if (argc < 2) {cout << "Usage: sensitivity_c++ filename" << endl;返回1;} GRBVar* var = NULL;double* origX = NULL;try{//创建环境GRBEnv env = GRBEnv();//读取和求解模型GRBModel model = GRBModel(env, argv[1]);if (Model .get(GRB_IntAttr_IsMIP) == 0) {cout << "Model is not a MIP" << endl; return 1; } model.optimize(); if (model.get(GRB_IntAttr_Status) != GRB_OPTIMAL) { cout << "Optimization ended with status " << model.get(GRB_IntAttr_Status) << endl; return 1; } // Store the optimal solution double origObjVal = model.get(GRB_DoubleAttr_ObjVal); vars = model.getVars(); int numVars = model.get(GRB_IntAttr_NumVars); origX = model.get(GRB_DoubleAttr_X, vars, numVars); // Disable solver output for subsequent solves model.set(GRB_IntParam_OutputFlag, 0); // Iterate through unfixed, binary variables in model for (int i = 0; i < numVars; i++) { GRBVar v = vars[i]; char vType = v.get(GRB_CharAttr_VType); if (v.get(GRB_DoubleAttr_LB) == 0 && v.get(GRB_DoubleAttr_UB) == 1 && (vType == GRB_BINARY || vType == GRB_INTEGER)) { // Set variable to 1-X, where X is its value in optimal solution if (origX[i] < 0.5) { v.set(GRB_DoubleAttr_LB, 1.0); v.set(GRB_DoubleAttr_Start, 1.0); } else { v.set(GRB_DoubleAttr_UB, 0.0); v.set(GRB_DoubleAttr_Start, 0.0); } // Update MIP start for the other variables for (int j = 0; j < numVars; j++) { if (j != i) { vars[j].set(GRB_DoubleAttr_Start, origX[j]); } } // Solve for new value and capture sensitivity information model.optimize(); if (model.get(GRB_IntAttr_Status) == GRB_OPTIMAL) { cout << "Objective sensitivity for variable " << v.get(GRB_StringAttr_VarName) << " is " << (model.get(GRB_DoubleAttr_ObjVal) - origObjVal) << endl; } else { cout << "Objective sensitivity for variable " << v.get(GRB_StringAttr_VarName) << " is infinite" << endl; } // Restore the original variable bounds v.set(GRB_DoubleAttr_LB, 0.0); v.set(GRB_DoubleAttr_UB, 1.0); } } } catch (GRBException e) { cout << "Error code = " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during optimization" << endl; } delete[] vars; delete[] origX; return 0; }
