java - Java Cplex 中的最优解

Question

我正在使用 Cplex 库用 Java 编写数学模型，我想知道是否有预定义函数来确定使用 Cplex 获得的解决方案是否可行或最优。

非常感谢您的帮助。

Answer 1

IloCplex.solve()方法返回:

A Boolean value reporting whether a feasible solution has been found. This solution is not necessarily optimal. If false is returned, a feasible solution may still be present, but IloCplex has not been able to prove its feasibility.

您可以查看IloCplex.getStatus()确定解决方案是否可行、最优等。

CPLEX 附带了许多示例来说明如何检查这些模型。例如，考虑 LPex1.java 中的以下代码片段:

 // solve the model and display the solution if one was found
 if ( cplex.solve() ) {
    double[] x     = cplex.getValues(var[0]);
    double[] dj    = cplex.getReducedCosts(var[0]);
    double[] pi    = cplex.getDuals(rng[0]);
    double[] slack = cplex.getSlacks(rng[0]);

    cplex.output().println("Solution status = " + cplex.getStatus());
    cplex.output().println("Solution value  = " + cplex.getObjValue());

    int nvars = x.length;
    for (int j = 0; j < nvars; ++j) {
       cplex.output().println("Variable " + j +
                              ": Value = " + x[j] +
                              " Reduced cost = " + dj[j]);
    }

    int ncons = slack.length;
    for (int i = 0; i < ncons; ++i) {
       cplex.output().println("Constraint " + i +
                             ": Slack = " + slack[i] +
                             " Pi = " + pi[i]);
    }
 }