Re: [Help-glpk] Problem using Rglpk with Ruby

[Lukas Meyer]

Dear Eric,

Many thanks for pointing me into the right direction and providing this solution. Indeed I was using the IP instead of MIP solver.

The solution works like a charm.

Thank you and all the best,

Lukas

On 11 June 2014 19:13, Eric Winter <address@hidden> wrote:

Lukas,

Your issue probably stems from a lack of good examples. rglpk (as

opposed to Rglpk) comes with a single example. That example is an LP

problem, not a MIP problem hence the confusion.

If you look at rglpk/test/test_problem_kind.rb inside the rglpk gem

you will find some useful info.

Bottom line the methods called for MIP differ from those called for a

regular LP. There was also an issue with bounding (your problem is

GLP_DB - bounded above and below) So here is my modified version of

your initial Ruby file. I also added a couple of lines to print the results.

Thanks,

Eric

#

# linear programming capital budgeting problem:

# 

# Maximize NPV of projects (x1..x5) by taking into account Budget and

# Resource constraints (c1, c2). Solution can only be 0 or 1

# 

# Maximize: 928 x1 + 908 x2 + 801 x3 + 543 x4 + 944 x5

# 

# Constraints:

# c1: 398 x1 + 151 x2 + 129 x3 + 275 x4 + 291 x5 <= 800

# c2: 111 x1 + 139 x2 + 56 x3 + 54 x4 + 123 x5 <= 200

# 

# Expected optimal mip result: X = [0,0,1,0,1]

# 

require 'rglpk'

p = Rglpk::Problem.new

p.name = "Project selection"

p.obj.dir = Rglpk::GLP_MAX

rows = p.add_rows(2)

rows[0].name = "Budget"

rows[0].set_bounds(Rglpk::GLP_DB, 0, 800)

rows[1].name = "Resources"

rows[1].set_bounds(Rglpk::GLP_DB, 0, 200)

cols = p.add_cols(5)

cols[0].name = "x1"

cols[0].kind = Rglpk::GLP_BV

cols[0].set_bounds(Rglpk::GLP_DB, 0, 1)

cols[1].name = "x2"

cols[1].kind = Rglpk::GLP_BV

cols[1].set_bounds(Rglpk::GLP_DB, 0, 1)

cols[2].name = "x3"

cols[2].kind = Rglpk::GLP_BV

cols[2].set_bounds(Rglpk::GLP_DB, 0, 1)

cols[3].name = "x4"

cols[3].kind = Rglpk::GLP_BV

cols[3].set_bounds(Rglpk::GLP_DB, 0, 1)

cols[4].name = "x5"

cols[4].kind = Rglpk::GLP_BV

cols[4].set_bounds(Rglpk::GLP_DB, 0, 1)

p.obj.coefs = [928, 908, 801, 543, 944]

p.set_matrix([398, 151, 129, 275, 291,111, 139, 56, 54, 123])

# p.simplex  not this, it is an intger programming.

p.mip(presolve: Rglpk::GLP_ON)  # ruby 1.9+

# z = p.obj.get

z = p.obj.mip   # aka glp_mip_obj_val

x1 = cols[0].mip_val 

x2 = cols[1].mip_val

x3 = cols[2].mip_val

x4 = cols[3].mip_val

x5 = cols[4].mip_val

printf("z = %g; x1 = %g; x2 = %g; x3 = %g; x4 = %g; x5 = %g\n", z, x1, x2, x3, x4, x5)

Glpk_wrapper.glp_print_mip(p.lp, "print_mip.txt")

#Glpk_wrapper.glp_print_sol(p.lp, "print_sol.txt")

p.write_lp("write_lp.txt")