[FlopCpp] Using "symbolic" variable names.

[marc.roth at rwe.com]

Hi,

I am developing a toy problem in order to figure out how FlopC++ has to be used. I consulted the example problems in the examples section to get started but have a couple of questions:

1) Use of symbolic names and LP file output: I would like to use the setName method on MP_variable, lets say, such as

	MP_model lp(new OsiCbcSolverInterface)	;
	MP_set T(123);
	MP_variable dispatch_period_volume(T);
	x.setName("dp_volume_");

Once the model has been set up, I write the problem to a file, such as

	lp.attach();	
	lp.Solver->writeLp("c:\\temp\\bmt);

What I expect to see in the file bmt.lp is that the variable names are printed like dp_volume_1, dp_volume_2, ..., dp_volume_124, but what I get is only x1, ..., x124. Am I doing something wrong or is this feature not supported (in this case what is the MP_variable::setNames() method for?).

2) In the objective function in question some of the decision variables x are modelled by abs(x) (the absolute value of x). Obviously this is not a linear construct, but can be modelled as:
	x <= abs_x
	-1.0*x <= abs_x
	0 <= abs_x

Because I require various variables to be modelled as abs(.) I would like to implement a function that;
A) creates the auxiliary variable(s) abs_x for each such x,
B) adds above constraints/bounds to the model, and
C) returns a MP_expression that can be added to the objective function expression in terms of the abs_x variables.

I.e., I would like to delegate/encapsulate all issues to model the absolute value of a decision variable to a function.

My initial approach, listed below, failed miserably because of the issue of automatic variables and copy constructors, etc., I guess boiling down to that FlopC++ elements are not "shallow" copied and reference counted on the one had and that MP_variables are not added to the model implicitly but only through their use in constraints and objective function. What is the proper way to accomplish this?


static MP_expression
lp_objective_absolute(
		MP_variable& x,
		MP_data& weight,
		MP_model& lp/*=MP_model::getDefaultModel()*/,
		const string& prefix/*="abs_"*/) {
	if (x.size() > 0) {
		if (x.getName().empty()) {
			string message;
			message += "decision variable(s) or affine expression(s) is/are not named";
			throw BmtException(message.c_str());
		}
		MP_set D(x.size());
		MP_variable abs_x(D);
		abs_x.setName(prefix + x.getName());
		abs_x.lowerLimit(D) = 0.0;
		MP_constraint abs_x_linctr_a(D);
		MP_constraint abs_x_linctr_b(D);
		abs_x_linctr_a(D) = x(D) <= abs_x(D);
		abs_x_linctr_b(D) = -1.0*x(D) <= abs_x(D);

		lp.add(abs_x_linctr_a);
		lp.add(abs_x_linctr_b);

		return sum(D, weight(D)*abs_x(D));
	} else {
		return MP_expression();
	}
}

And would be used such as

	MP_expression objective;
	MP_data UNIT_WEIGHT_X(T);
	UNIT_WEIGHT_X(T) = 1.0;
	objective = lp_objective_absolute(dispatch_period_volume, UNIT_WEIGHT_X, lp);

Best Regards/Mit freundlichen Grüßen
Marc Roth
External Consultant,
Structuring & Valuation
Tel.: +41 55 534 44 82
Mob: +44 7795 276 136
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mailto:marc.roth at rwe.com
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