Public version of personal cplex interface module.

This version has been in use for many years and really needs some work to clean it up, but it works as is so may be of use to some people.

Author: andreas-ernst

mymip/README.md

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+
+Basic CPLEX wrapper for python 3.x At the moment talks directly to
+CPLEX only, future versions will hopefully allow using gurobi or 
+other solvers with the same interface.
+
+The module looks for `cplex*.dll` in various places under Windows
+(or `libcplex*.so` for Linux). If it cannot find it, you may need to
+manually edit the `loadCPLEX()` function in the mycplex.py file, or
+add a link to the cplex library into this directory.
+
+To update to a new version of CPLEX:
+  * Update top of mycplex.py to make sure it finds the right library
+    (may work automatially if you are lucky)
+  * use makecpxconst.py to create a new cpxconst.py (possibly editing location
+    of the cplex library again)

mymip/UnitTest.py

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+### NEEDS UPDATING FOR PYTHON version 3.x
+from mycplex import *
+
+passed,failed=0,0
+
+def OK(testPassed):
+    if testPassed:
+        global passed
+        passed += 1
+        print("OK")
+    else:
+        global failed
+        failed += 1
+    return testPassed
+
+m = Model()
+N = range(3)
+x = [m.variable() for j in N]
+m.min(x[0])
+for i in N: 0 <= x[i] <= 1
+#m.SubjectTo(0.1*x[0] <= 10)
+#cplex.CPXdelrows(m.Env,m.LP,0,0)
+
+print("Testing load with empty constraints ...",end="")
+m.optimise()
+if not OK(cplex.CPXgetnumcols(m.Env,m.LP) == len(N)):
+    print("FAIL: Model has",cplex.CPXgetnumcols(m.Env,m.LP),"cols and",
+          cplex.CPXgetnumrows(m.Env,m.LP),"rows")
+
+print("Testing change bounds ...",end="")
+x[0] == 2
+m.optimise()
+if not OK(m.objective() == 2.0):
+    print("FAIL: x[0] fixed to",m.objective(),"not 2.0")
+
+print("Testing change objective ...",end="")
+x[1].setCost(-1.0)
+m.optimise()
+if not OK(x[1].x == 1.0 or x[1].getCost() != -1.0):
+    print("FAIL: cost should be -1 but is",x[1].getCost()," x[1] =",x[1].x)
+
+print("Testing adding row ...",end="")
+m.addRows( sum(x) == 2, dict( (i,sum(x) <= 10+i) for i in N) )
+m.optimise()
+if not OK(x[1].x == 0.0):
+    print("FAIL: addRow() didn't work correctly")
+
+print("Testing change of variable type ...",end="")
+x[2] in ZeroOne
+m.max(sum(x))
+m.addRows( 2*x[2] <= 1)
+m.optimise()
+if not OK(x[2].x == 0.0):
+    print("FAIL: binary variable should have forced x[2]==0 but it's",x[2].x)
+
+print("Passed %d tests and failed %d" % (passed,failed))
+
+

mymip/__init__.py

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+from .mycplex import CPLEXversion,cplex,ptr,Env,ZeroOne,Integer,Continuous,SemiCont,SemiInt,Constraint,pSUM,sum,Model,__doc__
+from .cpxconst import *
+#__doc__ = .pycplex.__doc__