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c#cplex

Get dual values for a set of constraints


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;
            }
        }

Solution

  • 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][];