[C#]C#调用cplex

测试环境：

vs2019

cplex==12.10.0

winform代码：

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using ILOG.Concert;
using ILOG.CPLEX;
using System.Collections;
using static WindowsFormsApp1.AdMIPex1;

namespace WindowsFormsApp1
{
    public class AdMIPex1
    {
        internal class MyBranch : Cplex.BranchCallback
        {
            internal INumVar[] _vars;
            internal MyBranch(INumVar[] vars) { _vars = vars; }

            public override void Main()
            {
                if (!GetBranchType().Equals(Cplex.BranchType.BranchOnVariable))
                    return;

                // Branch on var with largest objective coefficient
                // among those with largest infeasibility

                double[] x = GetValues(_vars);
                double[] obj = GetObjCoefs(_vars);
                Cplex.IntegerFeasibilityStatus[] feas = GetFeasibilities(_vars);

                double maxinf = 0.0;
                double maxobj = 0.0;
                int bestj = -1;
                int cols = _vars.Length;
                for (int j = 0; j < cols; ++j)
                {
                    if (feas[j].Equals(Cplex.IntegerFeasibilityStatus.Infeasible))
                    {
                        double xj_inf = x[j] - System.Math.Floor(x[j]);
                        if (xj_inf > 0.5) xj_inf = 1.0 - xj_inf;
                        if (xj_inf >= maxinf &&
                             (xj_inf > maxinf || System.Math.Abs(obj[j]) >= maxobj))
                        {
                            bestj = j;
                            maxinf = xj_inf;
                            maxobj = System.Math.Abs(obj[j]);
                        }
                    }
                }

                if (bestj >= 0)
                {
                    MakeBranch(_vars[bestj], x[bestj],
                               Cplex.BranchDirection.Up, GetObjValue());
                    MakeBranch(_vars[bestj], x[bestj],
                               Cplex.BranchDirection.Down, GetObjValue());
                }
            }
        }

        internal class MySelect : Cplex.NodeCallback
        {
            public override void Main()
            {
                int remainingNodes = GetNremainingNodes();
                int bestnode = -1;
                int maxdepth = -1;
                double maxiisum = 0.0;

                for (int i = 0; i < remainingNodes; ++i)
                {
                    int depth = GetDepth(i);
                    double iisum = GetInfeasibilitySum(i);
                    if ((depth >= maxdepth) &&
                         (depth > maxdepth || iisum > maxiisum))
                    {
                        bestnode = i;
                        maxdepth = depth;
                        maxiisum = iisum;
                    }
                }
                if (bestnode >= 0) SelectNode(bestnode);
            }
        }
    }
        public partial class Form1 : Form
        {

            public Form1()
            {
                InitializeComponent();
            }

            private void button1_Click(object sender, EventArgs e)
            {

            try
            {
                Cplex cplex = new Cplex();

                cplex.ImportModel(@"D:\lufiles\CPLEX_Studio\cplex\examples\data\mexample.mps");

                IEnumerator matrixEnum = cplex.GetLPMatrixEnumerator();
                matrixEnum.MoveNext();

                ILPMatrix lp = (ILPMatrix)matrixEnum.Current;

                cplex.Use(new MyBranch(lp.NumVars));
                cplex.Use(new MySelect());

                cplex.SetParam(Cplex.Param.MIP.Strategy.Search, Cplex.MIPSearch.Traditional);
                if (cplex.Solve())
                {
                    System.Console.WriteLine("Solution status = " + cplex.GetStatus());
                    System.Console.WriteLine("Solution value  = " + cplex.ObjValue);
                }
                cplex.End();
            }
            catch (ILOG.Concert.Exception ex)
            {
                System.Console.WriteLine("Concert exception caught: " + ex);
            }
        }
        }
    
}

运行结果：

Selected objective sense:  MINIMIZE
Selected objective  name:  obj
Selected RHS        name:  rhs
Selected bound      name:  bnd
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_Preprocessing_Reduce                    1
CPXPARAM_Preprocessing_Linear                    0
CPXPARAM_MIP_Strategy_Search                     1
Found incumbent of value -46.000000 after 0.00 sec. (0.00 ticks)
Tried aggregator 2 times.
Aggregator did 1 substitutions.
Reduced MIP has 2 rows, 3 columns, and 6 nonzeros.
Reduced MIP has 0 binaries, 1 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.00 sec. (0.00 ticks)
Tried aggregator 1 time.
Reduced MIP has 2 rows, 3 columns, and 6 nonzeros.
Reduced MIP has 0 binaries, 1 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.00 sec. (0.00 ticks)
MIP emphasis: balance optimality and feasibility.
MIP search method: traditional branch-and-cut.
Parallel mode: none, using 1 thread.
Root relaxation solution time = 0.02 sec. (0.00 ticks)

        Nodes                                         Cuts/
   Node  Left     Objective  IInf  Best Integer    Best Bound    ItCnt     Gap         Variable B NodeID Parent  Depth

*     0+    0                          -46.0000     -163.0000           254.35%
*     0+    0                         -122.5000     -163.0000            33.06%
      0     0     -125.2083     1     -122.5000     -125.2083        3    2.21%
      0     0        cutoff           -122.5000                      3    0.00%                        0             0
Elapsed time = 0.02 sec. (0.02 ticks, tree = 0.01 MB, solutions = 2)

Root node processing (before b&c):
  Real time             =    0.02 sec. (0.02 ticks)
Sequential b&c:
  Real time             =    0.00 sec. (0.00 ticks)
                          ------------
Total (root+branch&cut) =    0.02 sec. (0.02 ticks)
Solution status = Optimal
Solution value  = -122.5

注意事项：

1、调用x64库需要选择x64平台进行编译，不能选择x86平台

2、要将DLL路径加入环境变量Path，否则需要将DLL复制到运行目录才可以

拓展：

1、更多C#案例可以参考官方安装包中的CPLEX_Studio\cplex\examples\src\cs

2、所有官方测试数据在路径CPLEX_Studio\cplex\examples\data

3、C#官方安装教程参考CPLEX_Studio\cplex\dotnet.html