Procedure GMP::Instance::AddLimitBinaryDeviationRow(GMP, solution, varSet, deviation, refNo)

GMP::Instance::AddLimitBinaryDeviationRow

The procedure GMP::Instance::AddLimitBinaryDeviationRow adds a row to a GMP that sets a limit on the number of binary columns, from a given set of variables, of which the solution value is allowed to vary.

A scenario in which the procedure could be used is the following. Imagine you have created a production plan based on optimizing some mathematical program and that something unexpected happened that (partly) ruined the plan. You now have to re-optimize the mathematical program, with some changes, but would like the solution of the new optimization to be close to the previous one.

GMP::Instance::AddLimitBinaryDeviationRow(
     GMP,          ! (input) a generated mathematical program
     solution,     ! (input) a solution
     variableSet,  ! (input) a reference number
     deviation,    ! (input) a scalar integer value
     [refNo]       ! (optional, default 1) a scalar integer value
     )

Arguments

GMP

An element in AllGeneratedMathematicalPrograms.

solution

An integer scalar reference to a solution.

variableSet

A subset of AllVariables.

deviation

A nonnegative integer scalar value representing the total number of binary variables that are allowed to deviate.

refNo

A positive integer scalar value representing a reference number. The default is 1.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

• This procedure will fail if variableSet contains no binary variable.

• Non-binary variables in the variableSet will be ignored. It is therefore possible to pass AllVariables as the variableSet (provided that the mathematical program contains a least one binary variable).

• A row added before for refNo will be deleted first.

• Every call to GMP::Instance::AddLimitBinaryDeviationRow adds the following row:

  \[\begin{aligned} \sum_{i\in S_{0}} x_i - \sum_{i\in S_{1}} x_i \leq d - |S_{1}| \end{aligned}\]

  where \(S_{0}\) defines the set of binary columns whose level values equals 0, \(S_{1}\) the set of binary columns whose level values equals 1 and \(d\) the deviation value.

• By using the suffix .ExtendedConstraint it is possible to refer to the row added by GMP::Instance::AddLimitBinaryDeviationRow. The constraint mp.ExtendedConstraint('Deviationk'), where mp denotes the symbolic mathematical program, is added for every call to this procedure. Here \(k\) denotes the value of the argument refNo.

Example

Assume that ‘MP’ is a mathematical program containing the binary variables x(i) and y(j). Furthermore, we have solved this mathematical program and found a solution but now we want to resolve the mathematical program after we made some changes in the data, resulting in a different generated mathematical program. However, we want to enforce that the solution variables of the binary variables in the second solve does not change much compared to the first solve. This can be achieved using the procedure GMP::Instance::AddLimitBinaryDeviationRow.

To use this procedure we declare the following identifiers (in ams format):

ElementParameter myGMP {
    Range: AllGeneratedMathematicalPrograms;
}
Set VarSet {
    SubsetOf: AllIntegerVariables;
}

If we want to enforce that at most 4 of the x(i) and y(j) variables can get different solution values compared to the first solve then we could use:

myGMP := GMP::Instance::Generate(MP);

GMP::Solution::RetrieveFromModel( myGMP, 1 );

VarSet := { 'x', 'y' };
GMP::Instance::AddLimitBinaryDeviationRow( myGMP, 1, varSet, 4, 1 );

GMP::Instance::Solve( myGMP );

After executing this code, it could be that all x(i) variables get the same solution values as before and that 4 of the y(j) variables get different solution values. If we also want to add the restriction that at most 3 of the y(j) variables get different solution values then we should use:

myGMP := GMP::Instance::Generate(MP);

GMP::Solution::RetrieveFromModel( myGMP, 1 );

VarSet := { 'x', 'y' };
GMP::Instance::AddLimitBinaryDeviationRow( myGMP, 1, varSet, 4, 1 );
VarSet := { 'y' };
GMP::Instance::AddLimitBinaryDeviationRow( myGMP, 1, varSet, 3, 2 );

GMP::Instance::Solve( myGMP );

See also

The routines GMP::Instance::DeleteIntegerEliminationRows. See Modifying an Extended Math Program Instance of the Language Reference for more details on extended suffixes.