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lpmod.R
# Copyright 2022, Gurobi Optimization, LLC # # This example reads an LP model from a file and solves it. # If the model can be solved, then it finds the smallest positive variable, # sets its upper bound to zero, and resultolves the model two ways: # first with an advanced start, then without an advanced start # (i.e. 'from scratch'). library(Matrix) library(gurobi) args <- commandArgs(trailingOnly = TRUE) if (length(args) < 1) { stop('Usage: Rscript lpmod.R filename\n') } # Read model cat('Reading model',args[1],'...') model <- gurobi_read(args[1]) cat('... done\n') # Determine whether it is an LP if ('multiobj' %in% names(model) || 'sos' %in% names(model) || 'pwlobj' %in% names(model) || 'cones' %in% names(model) || 'quadcon' %in% names(model) || 'genconstr' %in% names(model) ) { stop('The model is not a linear program\n') } # Detect set of non-continuous variables intvars <- which(model$vtype != 'C') numintvars <- length(intvars) if (numintvars > 0) { stop('problem is a MIP, nothing to do\n') } # Optimize result <- gurobi(model) if (result$status != 'OPTIMAL') { cat('This model cannot be solved because its optimization status is', result$status, '\n') stop('Stop now\n') } # Recover number of variables in model numvars <- ncol(model$A) # Ensure bounds array is initialized if (is.null(model$lb)) { model$lb <- rep(0, numvars) } if (is.null(model$ub)) { model$ub <- rep(Inf, numvars) } # Find smallest (non-zero) variable value with zero lower bound x <- replace(result$x, result$x < 1e-4, Inf) x <- replace(x, model$lb > 1e-6, Inf) minVar <- which.min(x) minVal <- x[minVar] # Get variable name varname <- '' if (is.null(model$varnames)) { varname <- sprintf('C%d',minVar) } else { varname <- model$varnames[minVar] } cat('\n*** Setting', varname, 'from', minVal, 'to zero ***\n\n') model$ub[minVar] <- 0 # Set advance start basis information model$vbasis <- result$vbasis model$cbasis <- result$cbasis result2 <- gurobi(model) warmCount <- result2$itercount warmTime <- result2$runtime # Reset-advance start information model$vbasis <- NULL model$cbasis <- NULL result2 <- gurobi(model) coldCount <- result2$itercount coldTime <- result2$runtime cat('\n*** Warm start:', warmCount, 'iterations,', warmTime, 'seconds\n') cat('\n*** Cold start:', coldCount, 'iterations,', coldTime, 'seconds\n') # Clear space rm(model, result, result2)