Extracting Variables in CPLEX

It's never happened to me, but apparently some CPLEX users (working with one of the programming APIs) inherit a fully formed problem, an instance of IloCplex or perhaps IloModel, without having access to the Concert code that constructed it.  You only need the problem object to solve it and get the solution status and objective value; but in order to get the values of the variables in an optimal solution, you need to pass either an array of variables (IloNumVar[]) or individual variables in function calls (so that CPLEX can return values matched to the corresponding variables).  If all you have is the problem object, how do you know what the variables are?

This has been asked more than once on help forums, so I list below a Java function that I believe will extract all variables from an instance of IloCplex.  Something quite similar should work in the C++ API, and hopefully if you use the C API you can make the leap from the Java code.  The Python API seems to provide a VariablesInterface class that I think provides a mechanism (if it's even needed in Python -- I don't really know).  I'm blissfully ignorant about the Matlab API.

I've tried to stress-test the Java code, but nonetheless you use it at your own peril.

  private IloNumVar[] parse(IloCplex cplex) throws IloException {
    HashSet<IloNumVar> vars = new HashSet<IloNumVar>();
    Iterator it = cplex.iterator();
    IloLinearNumExpr expr;
    IloLinearNumExprIterator it2;
    while (it.hasNext()) {
      IloAddable thing = (IloAddable) it.next();
      if (thing instanceof IloRange) {
        expr = (IloLinearNumExpr) ((IloRange) thing).getExpr();
        it2 = expr.linearIterator();
        while (it2.hasNext()) {
          vars.add(it2.nextNumVar());
        }
      } else if (thing instanceof IloObjective) {
        expr = (IloLinearNumExpr) ((IloObjective) thing).getExpr();
        it2 = expr.linearIterator();
        while (it2.hasNext()) {
          vars.add(it2.nextNumVar());
        }
      } else if (thing instanceof IloSOS1) {
        vars.addAll(Arrays.asList(((IloSOS1) thing).getNumVars()));
      } else if (thing instanceof IloSOS2) {
        vars.addAll(Arrays.asList(((IloSOS2) thing).getNumVars()));
      } else if (thing instanceof IloLPMatrix) {
        vars.addAll(Arrays.asList(((IloLPMatrix) thing).getNumVars()));
      }
    }
    IloNumVar[] varray = vars.toArray(new IloNumVar[1]);
    return varray;
  } 

Update: I have updated the code, incorporating some suggestions I received on a CPLEX forum. The parser is now a static method in a class of its own. You can download the source code (one file, plain text) from Google Docs. To use it, you will likely want to change the package name. Also feel free to delete the various print statements, which are there only for demonstration purposes.