opl - How can I add new constraints to existing model in Cplex Script (flow control)?

Question

In my heuristic algorithm I solve the model multiple times with different data and after each solve I need to add some new constraints to the existing model and solve again. I want to do this in Cplex Script (flow control).

question from:https://stackoverflow.com/questions/65862686/how-can-i-add-new-constraints-to-existing-model-in-cplex-script-flow-control

Answer 1

I am not sure whether it is an optimal way to do it (but I did not find a better one), but if your constraints have known structure, you might edit (in runtime) a set of bounds in a .dat file and let CPLEX generate constraints from it.

dvar float k;

{float} bounds = ...; //data.dat: bounds = {4.0};

main {
  var model = thisOplModel
  model.generate()
  cplex.solve()
  writeln(cplex.getObjValue())

  var model2 = new IloOplModel(model.modelDefinition, cplex)
  var data = model.dataElements
  data.bounds.add(3.0)
  model2.addDataSource(data)
  model2.generate()
  cplex.solve()
  writeln(cplex.getObjValue())
}

maximize k;

subject to {
  forall (b in bounds) k <= b;
}

The output is then

4
3