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//!
//! Copyright : Copyright (c) MOSEK ApS, Denmark. All rights reserved.
//!
//! Purpose : Demonstrates how to solve a linear
//! optimization problem using the MOSEK API
//! and modify and re-optimize the problem.
extern crate mosek;
extern crate itertools;
use mosek::{Task,Boundkey,Objsense,Soltype};
use itertools::izip;
const INF : f64 = 0.0;
fn main() -> Result<(),String> {
let numcon = 3;
let numvar = 3;
let c = &[1.5, 2.5, 3.0 ];
let bkc = &[ Boundkey::UP,
Boundkey::UP,
Boundkey::UP ];
let blc = &[ -INF,
-INF,
-INF ];
let buc = &[ 100000.0,
50000.0,
60000.0 ];
let bkx = &[ Boundkey::LO,
Boundkey::LO,
Boundkey::LO
];
let blx = &[ 0.0, 0.0, 0.0 ];
let bux = &[ INF,
INF,
INF ];
let asub = &[
&[ 0i32, 1, 2 ],
&[ 0i32, 1, 2 ],
&[ 0i32, 1, 2 ] ];
let aval = &[
&[ 2.0, 3.0, 2.0 ],
&[ 4.0, 2.0, 3.0 ],
&[ 3.0, 3.0, 2.0 ] ];
let mut task = Task::new().unwrap();
/* Append the constraints. */
task.append_cons(numcon)?;
/* Append the variables. */
task.append_vars(numvar)?;
/* Put C. */
for (j,&cj) in (0..numvar).zip(c.iter()) {
task.put_c_j(j,cj)?;
}
/* Put constraint bounds. */
for (i,&bki,&bli,&bui) in izip!(0..numcon,bkc,blc,buc) {
task.put_con_bound(i, bki, bli, bui)?;
}
/* Put variable bounds. */
for (j,&bki,&bli,&bui) in izip!(0..numvar,bkx,blx,bux) {
task.put_var_bound(j, bki, bli, bui)?;
}
/* Put A. */
if numcon > 0 {
for (j,&asubj,&avalj) in izip!(0..numvar,asub,aval) {
task.put_a_col(j,
asubj,
avalj)?;
}
}
/* A maximization problem */
task.put_obj_sense(Objsense::MAXIMIZE)?;
/* Solve the problem */
let _trm = task.optimize()?;
let mut xx = vec![0.0; task.get_num_var()? as usize];
task.get_xx(Soltype::BAS, // Request the basic solution.
xx.as_mut_slice())?;
for (j,xj) in xx.iter().enumerate() {
println!("x[{}]: {}",j,xj);
}
/****************** Make a change to the A matrix ******************/
task.put_aij(0, 0, 3.0)?;
let _trm = task.optimize()?;
task.get_xx(Soltype::BAS, // Request the basic solution.
xx.as_mut_slice())?;
for (j,xj) in xx.iter().enumerate() {
println!("x[{}]: {}",j,xj);
}
/***************** Add a new variable ******************************/
/* Get index of new variable. */
let varidx = task.get_num_var()?;
/* Append a new variable x_3 to the problem */
task.append_vars(1)?;
let numvar = numvar + 1;
/* Set bounds on new varaible */
task.put_var_bound(varidx, Boundkey::LO, 0.0, INF)?;
/* Change objective */
task.put_c_j(varidx, 1.0)?;
/* Put new values in the A matrix */
let acolsub = &[0i32, 2];
let acolval = &[4.0, 1.0];
task.put_a_col(varidx, /* column index */
acolsub,
acolval)?;
/* Change optimizer to simplex free and reoptimize */
task.put_int_param(mosek::Iparam::OPTIMIZER, mosek::Optimizertype::FREE_SIMPLEX)?;
let _trm = task.optimize()?;
let mut xx = vec![0.0; task.get_num_var()? as usize];
task.get_xx(Soltype::BAS, xx.as_mut_slice())?;
for (j,xj) in (0..numvar).zip(xx.iter()) {
println!("x[{}]: {}",j,xj);
}
/********************** Add a new constraint ***************************/
/* Get index of new constraint. */
let conidx = task.get_num_con()?;
/* Append a new constraint */
task.append_cons(1)?;
let numcon = numcon + 1;
/* Set bounds on new constraint */
task.put_con_bound(conidx,
Boundkey::UP,
-INF,
30000.0)?;
/* Put new values in the A matrix */
let arowsub = &[0i32, 1, 2, 3 ];
let arowval = &[1.0, 2.0, 1.0, 1.0 ];
task.put_a_row(conidx, /* row index */
arowsub,
arowval)?;
let _trm = task.optimize()?;
task.get_xx(Soltype::BAS, // Request the basic solution.
xx.as_mut_slice())?;
for (j,xj) in (0..numvar).zip(xx.iter()) {
println!("x[{}]: {}",j,xj);
}
/********************** Change constraint bounds ********************/
let newbkc = &[Boundkey::UP,
Boundkey::UP,
Boundkey::UP,
Boundkey::UP];
let newblc = &[-INF,
-INF,
-INF,
-INF];
let newbuc = &[ 80000.0, 40000.0, 50000.0, 22000.0 ];
task.put_con_bound_slice(0, numcon, newbkc, newblc, newbuc)?;
let _ = task.optimize()?;
task.get_xx(Soltype::BAS, // Request the basic solution.
xx.as_mut_slice())?;
for (j,xj) in (0..numvar).zip(xx.iter()) {
println!("x[{}]: {}",j,xj);
}
Ok(())
}
#[cfg(test)]
mod tests {
#[test]
fn test() {
super::main().unwrap();
}
}