Saturday, June 1, 2019

Naming CPLEX Objects

A CPLEX user recently asked the following question on a user forum: "Is there a way to print the constraints as interpreted by CPLEX immediately after adding these constraints using addEq, addLe etc." The context for a question like this is often an attempt to debug either a model or the code creating the model. Other users in the past have indicated difficulty in parsing models after exporting them to a text (LP format) file, because they cannot associate the variable names and constraint names assigned by CPLEX to the variables and constraints in their mathematical models. For example, here is part of a simple set covering model created in Java using CPLEX 12.9 and exported to an LP file:

 obj: x1 + x2 + x3 + x4 + x5
Subject To
 c1: x1 + x4 >= 1
 c2: x1 + x3 + x4 >= 1
 c3: x2 + x5 >= 1

Assume that the decisions relate to possible locations for depots. The text is perfectly legible, but is "x4" the decision to put a depot in "San Jose" or the decision to put a depot in "Detroit"? Is constraint "c1" the requirement to have a depot near central Ohio or the requirement to have a depot near the metro New York area?

Assigning meaningful names to variables and constraints is easy. In the Java and C++ APIs (and, I assume, the others), the functions that create variables and constraints have optional string arguments for names. Let's say that I create my variables and my constraints inside loops, both indexed by a variable i. I just need to change
mip.addGe(sum, 1)
(where sum is an expression calculated inside the loop) to
mip.addGe(sum, 1, cnames[i]);
where vnames[] and cnames[] are string arrays containing the names I want to use for variables and constraints, respectively. the previous model fragment now looks like the following:
 obj: Pittsburgh + San_Jose + Newark + Detroit + Fresno
Subject To
 Central_Ohio: Pittsburgh + Detroit >= 1
 Metro_NY:     Pittsburgh + Newark + Detroit >= 1
 SF_Oakland:   San_Jose + Fresno >= 1
This version is much more useful when either explaining the model (to someone else) or looking for problems with it. (Just don't look for any geographic logic in the example.)

Note the use of underscores, rather than spaces, in the names. CPLEX has some rules about what is syntactically a legitimate name in an LP file, and if you violate those rules, CPLEX with futz with your names and add index numbers to them. So "San Jose" might become "San_Jose#2", and "SF/Oakland" would turn into something at least as silly.

That's part of the battle. The question I cited asks how to print out constraints as they arise. The key there is that the various constraint constructors (, IloCplex.addGe(), IloCplex.le(), IloCplex.addLe(), IloCplex.eq(), IloCplex.addEq(), ...) return a pointer to the constraint they construct. If you pass that pointer to a print statement, you print the constraint. Extending my example, I will tweak the constraint construction a bit, to
IloRange newConstraint = mip.addGe(sum, 1, cnames[i]);
which creates the cover constraint, adds it to the model and then prints it. That results in output lines like this:
IloRange Central_Ohio : 1.0 <= (1.0*Detroit + 1.0*Pittsburgh) <= infinity

One last observation: If you want to print the entire model out, you do not need to save it to an LP file. Just pass the model (IloCplex object) to a print statement. If I execute
after the model is complete, I get this:
IloModel  {
IloMinimize  : (1.0*San_Jose + 1.0*Detroit + 1.0*Pittsburgh + 1.0*Newark + 1.0*Fresno)
IloRange Central_Ohio : 1.0 <= (1.0*San_Jose + 1.0*Pittsburgh) <= infinity
IloRange Metro_NY : 1.0 <= (1.0*Pittsburgh + 1.0*Fresno) <= infinity
IloRange SF_Oakland : 1.0 <= (1.0*Detroit + 1.0*Fresno) <= infinity

It is not entirely complete (you don't see the declarations of the variables as binary), but it is arguably enough for most model debugging.

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