Xpress-BCL Reference manual Release 3.0 Last update 26 September, 2006 Published by Dash Optimization Ltd c Copyright Dash Associates 2007. All rights reserved. All trademarks referenced in this manual that are not the property of Dash Associates are acknowledged. All companies, products, names and data contained within this book are completely fictitious and are used solely to illustrate the use of Xpress-MP. Any similarity between these names or data and reality is purely coincidental. 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Contents 1 Introduction 1 1.1 An overview of Xpress-BCL ................................. 1 1.2 Note for Optimizer library users .............................. 1 1.3 Structure of this manual .................................. 2 1.4 Conventions used ...................................... 2 I Modeling with BCL 3 2 Modeling with BCL 4 2.1 Problem handling ...................................... 4 2.1.1 Initialization and termination ........................... 4 2.1.2 Problem creation and deletion .......................... 4 2.1.3 Other basic functions ................................ 5 2.1.4 Input and output settings ............................. 5 2.1.5 Error handling .................................... 5 2.2 Variables ........................................... 6 2.2.1 Basic functions .................................... 6 2.2.2 Variable arrays .................................... 6 2.3 Constraints .......................................... 7 2.3.1 Basic functions .................................... 7 2.3.2 Predefined constraint functions .......................... 8 2.3.3 Objective function ................................. 8 2.4 Solving and solution information ............................. 9 2.5 Example ............................................ 10 2.5.1 Model formulation using basic functions .................... 10 2.5.2 Using variable arrays ................................ 11 2.5.3 Completing the example: problem solving and output ............ 12 3 Further modeling topics 14 3.1 Data input and index sets ................................. 14 3.1.1 Example ....................................... 14 3.2 Special Ordered Sets .................................... 16 3.2.1 Basic functions .................................... 16 3.2.2 Array-based SOS definition ............................ 17 3.2.3 Example ....................................... 17 3.3 Output and printing .................................... 18 3.3.1 Example ....................................... 18 3.4 Quadratic Programming with BCL ............................ 19 3.4.1 Example ....................................... 20 3.5 User error handling ..................................... 20 II BCL library and class reference 23 4 BCL C library functions 24 4.1 Layout for function descriptions ............................. 24 XPRBaddarrterm .......................................... 25 i BCL Reference Manual XPRBaddcuts ............................................ 26 XPRBaddcutterm ......................................... 27 XPRBaddcutarrterm ........................................ 28 XPRBaddidxel ........................................... 29 XPRBaddqterm ........................................... 30 XPRBaddsosarrel .......................................... 31 XPRBaddsosel ........................................... 32 XPRBaddterm ........................................... 33 XPRBapparrvarel ......................................... 34 XPRBcleardir ............................................ 35 XPRBdefcbdelvar ......................................... 36 XPRBdefcberr ........................................... 37 XPRBdefcbmsg ........................................... 38 XPRBdelarrvar ........................................... 39 XPRBdelbasis ............................................ 40 XPRBdelctr ............................................. 41 XPRBdelcut ............................................. 42 XPRBdelcutterm .......................................... 43 XPRBdelprob ............................................ 44 XPRBdelqobj ............................................ 45 XPRBdelsos ............................................. 46 XPRBdelsosel ............................................ 47 XPRBdelterm ............................................ 48 XPRBendarrvar ........................................... 49 XPRBexportprob .......................................... 50 XPRBfinish, XPRBfree ....................................... 51 XPRBfixvar ............................................. 52 XPRBgetact ............................................. 53 XPRBgetarrvarname ....................................... 54 XPRBgetarrvarsize ......................................... 55 XPRBgetbounds .......................................... 56 XPRBgetbyname .......................................... 57 XPRBgetcolnum .......................................... 58 XPRBgetctrname .......................................... 59 XPRBgetctrrng ........................................... 60 XPRBgetctrtype .......................................... 61 XPRBgetcutid ........................................... 62 XPRBgetcutrhs ........................................... 63 XPRBgetcuttype .......................................... 64 XPRBgetdual ............................................ 65 XPRBgetidxel ............................................ 66 XPRBgetidxelname ........................................ 67 XPRBgetidxsetname ........................................ 68 XPRBgetidxsetsize ......................................... 69 XPRBgetiis ............................................. 70 XPRBgetlim ............................................. 71 XPRBgetlpstat ........................................... 72 XPRBgetmipstat .......................................... 73 XPRBgetmodcut .......................................... 74 XPRBgetnumiis ........................................... 75 XPRBgetobjval ........................................... 76 XPRBgetprobname ........................................ 77 XPRBgetprobstat ......................................... 78 XPRBgetrange ........................................... 79 XPRBgetrcost ............................................ 80 XPRBgetrhs ............................................. 81 XPRBgetrownum ......................................... 82 XPRBgetsense ........................................... 83 Contents ii BCL Reference Manual XPRBgetslack ............................................ 84 XPRBgetsol ............................................. 85 XPRBgetsosname ......................................... 86 XPRBgetsostype .......................................... 87 XPRBgettime ............................................ 88 XPRBgetvarlink .......................................... 89 XPRBgetvarname ......................................... 90 XPRBgetvarrng ........................................... 91 XPRBgetvartype .......................................... 92 XPRBgetversion .......................................... 93 XPRBgetXPRSprob ......................................... 94 XPRBinit .............................................. 95 XPRBloadbasis ........................................... 96 XPRBloadmat ........................................... 97 XPRBmaxim ............................................ 98 XPRBminim ............................................. 99 XPRBnewarrsum .......................................... 100 XPRBnewarrvar .......................................... 101 XPRBnewctr ............................................ 102 XPRBnewcut ............................................ 103 XPRBnewcutarrsum ........................................ 104 XPRBnewcutprec ......................................... 105 XPRBnewcutsum .......................................... 106 XPRBnewidxset .......................................... 107 XPRBnewname ........................................... 108 XPRBnewprec ........................................... 109 XPRBnewprob ........................................... 110 XPRBnewsos ............................................ 111 XPRBnewsosrc ........................................... 112 XPRBnewsosw ........................................... 113 XPRBnewsum ........................................... 114 XPRBnewvar ............................................ 115 XPRBprintarrvar .......................................... 116 XPRBprintctr ............................................ 117 XPRBprintcut ...........................................