callback_c + + . cpp
/ *版权所有2019，Gurobi优狗万app足彩化，LLC * / / *此示例从文件中读取模型，请设置一个调用的回调，监视优化进度并实现自定义终止策略，并将进度信息输出到屏幕并向日志文件输出。在该回调中实现的终止策略停止了一旦满足以下两个条件中的至少一个条件中的至少一个：1）最佳间隙小于10％2）已经探索了至少10000个节点，并且整数已找到可行的解决方案。请注意，终止通常通过Gurobi参数（MIPGAP，Nodelimit等）处理。如果可用参数不会捕获所需的终止标准，则应仅使用回调来终止。* / #include“gurobi_c ++。h”#include #include 使用命名空间std;Class Mycallback：公共GRBCallback {PUBLIC：DOUBLE LESTER;双LastNode;int numvars;grbvar * vars; ofstream* logfile; mycallback(int xnumvars, GRBVar* xvars, ofstream* xlogfile) { lastiter = lastnode = -GRB_INFINITY; numvars = xnumvars; vars = xvars; logfile = xlogfile; } protected: void callback () { try { if (where == GRB_CB_POLLING) { // Ignore polling callback } else if (where == GRB_CB_PRESOLVE) { // Presolve callback int cdels = getIntInfo(GRB_CB_PRE_COLDEL); int rdels = getIntInfo(GRB_CB_PRE_ROWDEL); if (cdels || rdels) { cout << cdels << " columns and " << rdels << " rows are removed" << endl; } } else if (where == GRB_CB_SIMPLEX) { // Simplex callback double itcnt = getDoubleInfo(GRB_CB_SPX_ITRCNT); if (itcnt - lastiter >= 100) { lastiter = itcnt; double obj = getDoubleInfo(GRB_CB_SPX_OBJVAL); int ispert = getIntInfo(GRB_CB_SPX_ISPERT); double pinf = getDoubleInfo(GRB_CB_SPX_PRIMINF); double dinf = getDoubleInfo(GRB_CB_SPX_DUALINF); char ch; if (ispert == 0) ch = ' '; else if (ispert == 1) ch = 'S'; else ch = 'P'; cout << itcnt << " " << obj << ch << " " << pinf << " " << dinf << endl; } } else if (where == GRB_CB_MIP) { // General MIP callback double nodecnt = getDoubleInfo(GRB_CB_MIP_NODCNT); double objbst = getDoubleInfo(GRB_CB_MIP_OBJBST); double objbnd = getDoubleInfo(GRB_CB_MIP_OBJBND); int solcnt = getIntInfo(GRB_CB_MIP_SOLCNT); if (nodecnt - lastnode >= 100) { lastnode = nodecnt; int actnodes = (int) getDoubleInfo(GRB_CB_MIP_NODLFT); int itcnt = (int) getDoubleInfo(GRB_CB_MIP_ITRCNT); int cutcnt = getIntInfo(GRB_CB_MIP_CUTCNT); cout << nodecnt << " " << actnodes << " " << itcnt << " " << objbst << " " << objbnd << " " << solcnt << " " << cutcnt << endl; } if (fabs(objbst - objbnd) < 0.1 * (1.0 + fabs(objbst))) { cout << "Stop early - 10% gap achieved" << endl; abort(); } if (nodecnt >= 10000 && solcnt) { cout << "Stop early - 10000 nodes explored" << endl; abort(); } } else if (where == GRB_CB_MIPSOL) { // MIP solution callback int nodecnt = (int) getDoubleInfo(GRB_CB_MIPSOL_NODCNT); double obj = getDoubleInfo(GRB_CB_MIPSOL_OBJ); int solcnt = getIntInfo(GRB_CB_MIPSOL_SOLCNT); double* x = getSolution(vars, numvars); cout << "**** New solution at node " << nodecnt << ", obj " << obj << ", sol " << solcnt << ", x[0] = " << x[0] << " ****" << endl; delete[] x; } else if (where == GRB_CB_MIPNODE) { // MIP node callback cout << "**** New node ****" << endl; if (getIntInfo(GRB_CB_MIPNODE_STATUS) == GRB_OPTIMAL) { double* x = getNodeRel(vars, numvars); setSolution(vars, x, numvars); delete[] x; } } else if (where == GRB_CB_BARRIER) { // Barrier callback int itcnt = getIntInfo(GRB_CB_BARRIER_ITRCNT); double primobj = getDoubleInfo(GRB_CB_BARRIER_PRIMOBJ); double dualobj = getDoubleInfo(GRB_CB_BARRIER_DUALOBJ); double priminf = getDoubleInfo(GRB_CB_BARRIER_PRIMINF); double dualinf = getDoubleInfo(GRB_CB_BARRIER_DUALINF); double cmpl = getDoubleInfo(GRB_CB_BARRIER_COMPL); cout << itcnt << " " << primobj << " " << dualobj << " " << priminf << " " << dualinf << " " << cmpl << endl; } else if (where == GRB_CB_MESSAGE) { // Message callback string msg = getStringInfo(GRB_CB_MSG_STRING); *logfile << msg; } } catch (GRBException e) { cout << "Error number: " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during callback" << endl; } } }; int main(int argc, char *argv[]) { if (argc < 2) { cout << "Usage: callback_c++ filename" << endl; return 1; } // Open log file ofstream logfile("cb.log"); if (!logfile.is_open()) { cout << "Cannot open cb.log for callback message" << endl; return 1; } GRBEnv *env = 0; GRBVar *vars = 0; try { // Create environment env = new GRBEnv(); // Read model from file GRBModel model = GRBModel(*env, argv[1]); // Turn off display and heuristics model.set(GRB_IntParam_OutputFlag, 0); model.set(GRB_DoubleParam_Heuristics, 0.0); // Create a callback object and associate it with the model int numvars = model.get(GRB_IntAttr_NumVars); vars = model.getVars(); mycallback cb = mycallback(numvars, vars, &logfile); model.setCallback(&cb); // Solve model and capture solution information model.optimize(); cout << endl << "Optimization complete" << endl; if (model.get(GRB_IntAttr_SolCount) == 0) { cout << "No solution found, optimization status = " << model.get(GRB_IntAttr_Status) << endl; } else { cout << "Solution found, objective = " << model.get(GRB_DoubleAttr_ObjVal) << endl; for (int j = 0; j < numvars; j++) { GRBVar v = vars[j]; double x = v.get(GRB_DoubleAttr_X); if (x != 0.0) { cout << v.get(GRB_StringAttr_VarName) << " " << x << endl; } } } } catch (GRBException e) { cout << "Error number: " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during optimization" << endl; } // Close log file logfile.close(); delete[] vars; delete env; return 0; }
