Questions tagged [c++]
For questions about solving Operations Research problems using the C++ programming language.
29
questions
2
votes
1answer
76 views
The precision of the decimal number of the Cplex
I have faced a little weird problem when I use Cplex to solve my test problem. Basically, some of my data are float numbers up to three decimal numbers (For instance, 0.627). But, when I print out the ...
10
votes
1answer
640 views
Linear Optimization Library for C++ with GPU Support
Does anyone know any linear optimization libraries for C++ supporting GPUs for parallelization? If multiple, which do you recommend?
The GPU support is important to me since I am dealing with large ...
2
votes
0answers
45 views
Gurobi c++: Getting constraint matrix
I'm trying to get the constraint matrix from a Gurobi model in C++.
In Python, one can get this by simply calling a method that will populate a scipy object (see this post). However, in a C++ fashion, ...
0
votes
1answer
118 views
Invalid solutions to Piecewise Mccormick Envelope Implementation
I am currently trying to implement a piecewise McCormick envelope in Drake (c++). The current issue I am having is that the solution produced by the optimization does not produce a valid $x$ and $y$ ...
4
votes
1answer
104 views
How does CPLEX handle objective estimates passed to the makeBranch method?
I want to implement a (simple) branching heuristic through a CPLEX generic callback. There are multiple overloads of the makeBranch method in CPLEX's C++ API, see here:
...
3
votes
1answer
256 views
Implementing benders decomposition using Lazy and User cuts callback of Cplex
I am trying to implement benders decomposition for a simple fixed charge transportation problem for the purpose of learning. I implemented the classic Benders decomposition successfully by adding ...
2
votes
0answers
57 views
CPU time on Linux with Gurobi
I am solving a MILP model in C++ using Gurobi 10.1.
I retrieve the CPU time of my C++ program under Linux via the following commands:
...
3
votes
2answers
303 views
Calculated CPU time of C++ is different from actual time to solve MILP model via Gurobi
I am solving a MILP model in C++ using Gurobi 7.5.2. More specifically, I am determining the CPU time of my C++ program via the following commands:
clock_t start_time;
double elapsed_time;
start_time=...
3
votes
2answers
219 views
How to get an extreme ray of an LP from Gurobi
I am working on a problem of form
\begin{equation}
\begin{array}{l @{\quad} l}
\mathrm{max}_{x, u} & p^{\top} u
\\
\text{st.} & A u + a x \leq 0
\\
& x \in \{0, 1\...
2
votes
1answer
155 views
C++ code for branch and price
I looking to learn to use bpcolumn generation techniques in c++.
Does any body know of GitHub repository or any other site where I can find some code And learn about it...
The application can be ...
3
votes
1answer
200 views
Gurobi C++: adding variables with vector
I am solving an LP by using GUROBI - C++ combo.
Assume I have a variable $p \in \mathbb{R}^n$. I am adding this as a vector:
...
6
votes
3answers
650 views
No solution found from n MIP starts
Currently, I am working on the implementation of a MILP formulation with lazy constraints for an optimization problem, and I am using the MIP Start strategy. I am generating the integer feasible ...
4
votes
1answer
243 views
How exactly does OptionalIntervalVar work in OR-Tools?
I created OptionalIntervals for a number of tasks:
...
5
votes
1answer
629 views
assigning values to IntVar if and only if BoolVar, else zero [or-tools]
If I have an IntVar s[j] stored in a vector s, is it possible to iterate for (a period of ...
6
votes
0answers
120 views
OptionalIntervalVar enforced but not working OR-TOOLS
I'm using OptionalIntervalVar and then maximizing the starts. The optimal solution is not affecting the other variables that creates the ...
9
votes
1answer
510 views
Check which constraints are violated (Concert - Cplex Studio 12.10 - C++)
Currently, I am working on the implementation of a formulation for an optimization problem, at the moment I already have the MIP formulation implemented in C++ using Cplex studio 12.10 with the ...
6
votes
0answers
121 views
Modelling issue with precedence constraint in OR-Tools
I'm trying to solve an RCPSPDc model It is infeasible, although Ilog Cplex solves it, so I think I have a modelling issue. I have more constraints but the precedence is the one that makes it ...
3
votes
1answer
144 views
ValidateModel or tools in c++ and proto problems
I'm trying to validate my model, this is the relevant part of my code:
...
8
votes
2answers
452 views
Solving multiple easy ILP instances
I have an application where I am solving millions of ILP instances that differ from each other only on one constraint. The instances, of course, are relatively easy to solve or otherwise this would be ...
5
votes
0answers
85 views
Modelling issue with rcpsp and boolean expressions
I'm trying to solve an RCPSPDc problem in OR-Tools with CP-SAT solver.
In my RCPSPDc model (with discount rate) i want to set this objective:
$$\max_{s}\sum_{j\in J}\text{profit}_{j}\cdot \frac{1}{(1+...
5
votes
1answer
805 views
Cumulative Constraint OR-Tools
I'm trying to solve an rcpsp model.
I can't find documentation for the AddCumulative function of OR-Tools. How should this function be used?
I want to write this ...
8
votes
1answer
248 views
Precedence Constraint in OR-Tools
I'm trying to write this constraint in C++ and add it to my model (addLessOrEqual):
$$\text{start}_{i}+\text{duration}_{i}\le\text{start}_{j}$$ for an $(i,j)$ arc ...
6
votes
1answer
219 views
GUROBI Re-optimize a model
(For Linear Programming) I am aware of CPLEX's reoptimize methods. If I am not wrong, if you solve a problem and after that you add a new constraint, then you can call the reoptimize method for not to ...
7
votes
2answers
536 views
How can I implement a user-written lazy constraint callback in concert CPLEX with C++?
I am trying to implement a user-written lazy constraint callback in concert CPLEX with C++. Although I know there exists a way to implement callbacks in concert CPLEX with C++ via macros, I am looking ...
10
votes
1answer
194 views
Specify the sense of a constraint in CPLEX
I am writing a small wrapper around Gurobi and Cplex so that the models I write are solver independent. I'm very familiar with Gurobi but I'm very new to Cplex and I'm having trouble replicating ...
8
votes
2answers
906 views
CPLEX exceeds time limit issue
I am solving a MILP model using CPLEX 12.8.0, but CPLEX exceeds the time limit on some test instances. More specifically, I set the time limit for 30 minutes using the cplex.setParam(IloCplex::TiLim, ...
10
votes
2answers
219 views
Parallelization of an existing Adaptive Large Neighbourhood Search Heuristic
I am solving (or say, trying to find good solutions for) an arbitrary combinatorial optimization problem, think of it as a Vehicle Routing Problem with a bunch of side constraints that are not ...
13
votes
2answers
997 views
Correct way to get a dual extreme ray for an infeasible LP in CPLEX / C++
We are coding a Benders decomposition using CPLEX/Concert (C++) and we are having some troubles to generate a feasibility cut because we are not sure how to get an extreme ray of the dual for a primal ...
14
votes
2answers
293 views
How to implement a custom global constraint in IBM's ILOG CP optimizer
How do you implement a custom, global constraint in CP Optimizer? This is not a trivial thing to do, as CP Optimizer does not ship any examples of a custom constraint, and the documentation is very ...
