I am trying to get the dual values for a set of constraints and bellow you can see my full code. I have following error regarding IloConstraint saying: Error CS0246 The type or namespace name 'IloLinearNumExpr' could not be found (are you missing a using directive or an assembly reference?)
I also used "IloRange" and again same error. I have already import ILOG.Concert and ILOG.CPLEX.
Here is the code:
private static double[] SolveMasterProblem(List<Customer> customers, List<Vehicle> vehicles, List<Route> routes)
{
try
{
using (Cplex cplex = new Cplex())
{
// Define decision variable
INumVar[] Z = new INumVar[vehicles.Count]; // One variable for each vehicle's route selection
// Add Z variables to the model
for (int r = 0; r < vehicles.Count; r++)
{
Z[r] = cplex.BoolVar($"Z_{r}"); // Z_r is binary (0-1 variable)
}
// Define objective: minimize total cost
IloLinearNumExpr objective = cplex.LinearNumExpr();
for (int r = 0; r < vehicles.Count; r++)
{
double routeCost = GetVehicleCost(vehicles[r]); // Calculate cost of route r
objective.AddTerm(routeCost, Z[r]); // Minimize total cost
}
cplex.AddMinimize(objective);
// Constraints: each customer must be served exactly once
List<IloConstraint> constraints = new List<IloConstraint>();
foreach (Customer customer in customers)
{
IloLinearNumExpr customerServiceConstraint = cplex.LinearNumExpr();
for (int r = 0; r < vehicles.Count; r++)
{
if (GetRouteIndicator(vehicles[r], customer))
{
customerServiceConstraint.AddTerm(1.0, Z[r]); // If route r serves customer, Z_r = 1
}
}
IloConstraint constraint = cplex.AddEq(customerServiceConstraint, 1.0);
constraints.Add(constraint);
}
// Solve the problem
if (cplex.Solve())
{
Console.WriteLine($"Objective Value: {cplex.ObjValue}");
// Get the dual values for customer service constraints
double[] dualValues = new double[customers.Count];
for (int i = 0; i < customers.Count; i++)
{
double dualValue = cplex.GetDual(constraints[i]);
dualValues[i] = dualValue;
}
return dualValues;
}
else
{
Console.WriteLine("No solution found.");
return null;
}
}
}
catch (ILOG.Concert.Exception ex)
{
Console.WriteLine($"Concert exception caught: {ex.Message}");
return null;
}
}
In the CPLEX example LPex1.cs you can see
double[] pi = cplex.GetDuals(rng[0]);
and rng is defined in
IRange[][] rng = new IRange[1][];