Construct LP from matrix using GRBnewmodel, GRBaddvars, and GRBaddconstr

回答済み

jake roth

2023年03月03日 01:32

• 
• 
• 

Hi, I am trying to use the C API to build an LP from scratch. I want to solve

`max{c' * x : Ax <= b, x >= 0}`.

In particular, I am using Julia and calling the `GRBnewmodel`, `GRBaddvars`, and `GRBaddconstr` functions for problem data `A`, `b`, and `c`. To verify my construction, I compare against solving the same problem in `JuMP`. My code below shows that I am making an error in constructing the problem using the C interface. Can you please help me identify what is going wrong? Are there any examples of creating a model using the C API in a flexible way like this? I don't want to load from an LP file.

Any help would be appreciated!

#=

maximize c' * x

subject to A * x <= b

x >= 0

=#

using Gurobi

using JuMP

function solve_lp_direct(A::Matrix{Tf}, b::Vector{Tf}, c::Vector{Tf}) where Tf<:Cdouble

setup_time = @elapsed begin

# initialize model

start_time = time()

env_p = Ref{Ptr{Cvoid}}()

error = GRBloadenv(env_p, "lp.log")

env = env_p[]

model_p = Ref{Ptr{Cvoid}}()

error = GRBnewmodel(

env,

model_p,

"lp",

0,

C_NULL,

C_NULL,

C_NULL,

C_NULL,

C_NULL

)

model = model_p[]

m, n = size(A)

# maximize

error = GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, GRB_MAXIMIZE)

# output

optimstatus = Ref{Cint}()

objval = Ref{Cdouble}()

sol = ones(Tf, n)

# variables and objective

error = GRBaddvars(

model, # model

n, # : numvars

0, # : numnz

C_NULL, # : *vbeg

C_NULL, # : *vind

C_NULL, # : *vval

c, # : *obj

zeros(Cdouble, n), # : *lb

fill(+Inf, n), # : *ub

C_NULL, # : *vtype

C_NULL# : **varnames

)

# constraint

for i in 1:size(A,1)

Ai = A[i,:]

cind = findall(Ai .!= 0.0)

numnz = Cint(length(cind))

cval = Ai[cind]

cind .-= 1

cind = Cint.(cind)

sense = GRB_LESS_EQUAL

rhs = b[i]

error = GRBaddconstr(

model, # : *model

numnz, # : numnz

cind, # : *cind

cval, # : *cval

sense, # : sense

rhs, # : rhs

C_NULL, # : *constrname

)

@assert(error == 0)

end

end# begin

println("model setup = $(setup_time)")

solve_time = @elapsed error = GRBoptimize(model)

println("model solve = $(solve_time)")

# error = GRBwrite(model, "lp.lp");

error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, optimstatus);

error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, objval);

error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, n, sol);

return sol

end

function solve_lp_jump(A::Matrix{Tf}, b::Vector{Tf}, c::Vector{Tf}) where Tf<:Cdouble

setup_time = @elapsed begin

m, n = size(A)

M = Model(Gurobi.Optimizer)

@variable(M, x[1:n] .>= 0)

@objective(M, Max, c'*x)

@constraint(M, A*x .<= b)

end

println("model setup = $setup_time")

solve_time = optimize!(M)

println("model solve = $(solve_time)")

returnvalue.(x)

end

m = 50

n = 100

A = randn(Cdouble, m, n)

b = randn(Cdouble, m)

c = randn(Cdouble, n)

@time sol1 = solve_lp_direct(copy(A), copy(b), copy(c));

@time sol2 = solve_lp_jump(copy(A), copy(b), copy(c));

sum(abs.(sol1-sol2))

関連

• Julia
• C

1

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:47

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  Oscar Dowson

  2023年03月03日 02:13

  • 
  • 

  Discussing on the JuMP forum: https://discourse.julialang.org/t/slow-model-construction-in-jump/95455/4

  The C calls don't free memory with GRBfreemodel or GRBfreeenv.

  1

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