how to revise a existing cplex model in C++

Question

I have a very large LP problem to solve and have to solve it many times.

Each time, I only need to change some coefficient and run again.

So my strategy is to formulate model for the basic problem, and save it.

Each time, I get a copy of the basic model, and try to change the coefficient.

The problem is how can I change the coefficient for the new copy.

I know how to change the coefficient when creating the model. But I dont want to repeat the creating process , since it costs a lot of time.

Is there any direct method to change the coefficient without creating the model again?

Answer 1

I've modified the ilolpex1.cpp example that is shipped with CPLEX below:

#include <ilcplex/ilocplex.h>
ILOSTLBEGIN

static void
   populatebyrow     (IloModel model, IloNumVarArray var, IloRangeArray con);

int
main (int argc, char **argv)
{
   IloEnv   env;
   try {
      IloModel model(env);
      IloNumVarArray var(env);
      IloRangeArray con(env);

      populatebyrow (model, var, con);

      IloCplex cplex(model);
      cplex.exportModel("lpex1.1.lp");

      // Optimize the problem and obtain solution.
      if ( !cplex.solve() ) {
         env.error() << "Failed to optimize LP" << endl;
         throw(-1);
      }

      env.out() << "Solution status = " << cplex.getStatus() << endl;
      env.out() << "Solution value  = " << cplex.getObjValue() << endl;

      // Modify one of the coefficients and solve again.
      con[0].setLinearCoef(var[2], 2);
      cplex.exportModel("lpex1.2.lp");

      // Optimize the problem and obtain solution.
      if ( !cplex.solve() ) {
         env.error() << "Failed to optimize LP" << endl;
         throw(-1);
      }

      env.out() << "Solution status = " << cplex.getStatus() << endl;
      env.out() << "Solution value  = " << cplex.getObjValue() << endl;
   }
   catch (IloException& e) {
      cerr << "Concert exception caught: " << e << endl;
   }
   catch (...) {
      cerr << "Unknown exception caught" << endl;
   }

   env.end();

   return 0;
}  // END main


// To populate by row, we first create the variables, and then use them to
// create the range constraints and objective.

static void
populatebyrow (IloModel model, IloNumVarArray x, IloRangeArray c)
{
   IloEnv env = model.getEnv();

   x.add(IloNumVar(env, 0.0, 40.0));
   x.add(IloNumVar(env));
   x.add(IloNumVar(env));

   model.add(IloMaximize(env, x[0] + 2 * x[1] + 3 * x[2]));

   c.add( - x[0] +     x[1] + x[2] <= 20);
   c.add(   x[0] - 3 * x[1] + x[2] <= 30);

   x[0].setName("x1");
   x[1].setName("x2");
   x[2].setName("x3");

   c[0].setName("c1");
   c[1].setName("c2");
   model.add(c);

}  // END populatebyrow

I've used the setLinearCoef method to change one of the coefficients. You can compare the two LP files ("lpex1.1.lp" and "lpex1.2.lp") to see/verify the changes.