Description

Contributor: Jan-H. Jagla, January 2011

Small Model of Type : GAMS

Category : GAMS Test library

Main file : empdisj3.gms

$title Test disjunctions using not (equivalence) (EMPDISJ3,SEQ=507)

$onText
Contributor: Jan-H. Jagla, January 2011
$offText

$onEchoV > testm1.inc
abort$(abs(%1.objval-(-2.0))>1e-6) 'Objective value wrong [%1,%2]' , %1.objval;
abort$(abs(b.l-0.0)         >1e-6) 'b.l wrong [%1,%2]'             , b.l      ;
abort$(abs(x.l-2.0)         >1e-6) 'x.l wrong [%1,%2]'             , x.l      ;
$offEcho

$onEchoV > testm2.inc
abort$(abs(%1.objval-(-2.1))>1e-6) 'Objective value wrong [%1,%2]' , %1.objval;
abort$(abs(b.l-1.0)         >1e-6) 'b.l wrong [%1,%2]'             , b.l      ;
abort$(abs(x.l-1.0)         >1e-6) 'x.l wrong [%1,%2]'             , x.l      ;
$offEcho

variable z,x;
binary variable b;
equation obj1,obj2,e1,e2;

obj1.. z =e= -0.9*b - x;
obj2.. z =e= -1.1*b - x;
e1.. x =l= 1;
e2.. x =e= 1;

x.up = 2;

$onEcho > jams.opt
Filename mymodel.gms
Dict mydoc.txt
$offEcho

model m1  / obj1,e1 /; m1.optcr=0; m1.optfile=1;
model m2  / obj2,e1 /; m2.optcr=0; m2.optfile=1;
model m1e / obj1,e2 /; m1e.optcr=0; m1e.optfile=1;
model m2e / obj2,e2 /; m2e.optcr=0; m2e.optfile=1;

* Test with ConvexHull (default reformulation)
execute 'echo disjunction chull b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 CHull
solve m2 us emp min z;
$batInclude testm2.inc m2 CHull
$onText  The following are disabled for now, because convex hull reform on equality equations is not allowed currently.
execute 'echo disjunction chull b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e CHull
solve m2e us emp min z;
$batInclude testm2.inc m2e CHull
$offText

* Test with bigM
execute 'echo disjunction bigM b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 BigM
solve m2 us emp min z;
$batInclude testm2.inc m2 BigM
execute 'echo disjunction bigM b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e BigM
solve m2e us emp min z;
$batInclude testm2.inc m2e BigM

* Test with bigM and threshold 0 (means equalities will never be split)
* m1/m2 test only for the sake of completeness (threshold has no impact on inequalities)
execute 'echo disjunction bigM 1e4 1e-4 0 b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 BigM2
solve m2 us emp min z;
$batInclude testm2.inc m2 BigM2
execute 'echo disjunction bigM 1e4 1e-4 0 b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e BigM2
solve m2e us emp min z;
$batInclude testm2.inc m2e BigM2

$if not SOLVER cplex $goTo CPLEX_SKIP
* Test with Indicators and CPLEX
option mip=cplex;
execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 Indic
solve m2 us emp min z;
$batInclude testm2.inc m2 Indic
execute 'echo disjunction indic b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e Indic
solve m2e us emp min z;
$batInclude testm2.inc m2e Indic
$label CPLEX_SKIP

$if not SOLVER gurobi $goTo GUROBI_SKIP
* check first if gurobi will solve a MIP
option mip=gurobi;
solve m1 us mip min z;

if {(m1.solvestat <> %solveStat.licensingProblems%),

* Test with Indicators and GUROBI
execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 Indic
solve m2 us emp min z;
$batInclude testm2.inc m2 Indic
execute 'echo disjunction indic b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e Indic
solve m2e us emp min z;
$batInclude testm2.inc m2e Indic

}
$label GUROBI_SKIP

$if not SOLVER scip $goTo SCIP_SKIP
* Test with Indicators and SCIP
option mip=scip;
execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 Indic
solve m2 us emp min z;
$batInclude testm2.inc m2 Indic
execute 'echo disjunction indic b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e Indic
solve m2e us emp min z;
$batInclude testm2.inc m2e Indic
$label SCIP_SKIP

$if not SOLVER xpress $goTo XPRESS_SKIP
* Test with Indicators and XPRESS
option mip=xpress;
execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"';
solve m1 us emp min z;
$batInclude testm1.inc m1 Indic
solve m2 us emp min z;
$batInclude testm2.inc m2 Indic
execute 'echo disjunction indic b e2 else not e2 > "%emp.info%"';
solve m1e us emp min z;
$batInclude testm1.inc m1e Indic
solve m2e us emp min z;
$batInclude testm2.inc m2e Indic
$label XPRESS_SKIP