$Title Test disjunctions using not on binary variable and constraint (EMPDISJ5,SEQ=517) $ontext Contributor: Jan-H. Jagla, March 2011 $offtext $onechoV > testm1.inc abort$(abs(%1.objval-(-2.0))>1e-6) 'Objective value wrong [%1,%2]' , %1.objval; abort$(abs(b.l-0.0) >1e-6) 'b.l wrong [%1,%2]' , b.l ; abort$(abs(x.l-2.0) >1e-6) 'x.l wrong [%1,%2]' , x.l ; $offecho variable z,x; binary variable b; equation obj1,obj2,e1,e2; obj1.. z =e= -0.9*b - x; e1.. x =l= 1; x.up = 2; $onecho > jams.opt Filename mymodel.gms Dict mydoc.txt $offecho model m1 / obj1,e1 /; m1.optcr=0; m1.optfile=1; * Test with ConvexHull (default reformulation) execute 'echo disjunction chull b e1 else not e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 CHull execute 'echo disjunction chull not b not e1 else e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 CHull * Test with bigM execute 'echo disjunction bigM b e1 else not e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 BigM execute 'echo disjunction bigM not b not e1 else e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 BigM * Test with bigM and threshold 0 (means equalities will always be split) * m1/m2 test only for the sake of completeness ( threshold has no impact on inequalities) execute 'echo disjunction bigM 1e4 1e-4 0 b e1 else not e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 BigM2 execute 'echo disjunction bigM 1e4 1e-4 0 not b not e1 else e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 BigM2 $IF not SOLVER cplex $GOTO SCIP * Test with Indicators and CPLEX option mip=cplex; execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 Indic execute 'echo disjunction indic not b not e1 else e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 Indic $LABEL SCIP $IF not SOLVER scip $GOTO XPRESS * Test with Indicators and SCIP option mip=scip; execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 Indic execute 'echo disjunction indic not b not e1 else e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 Indic $LABEL XPRESS $IF not SOLVER xpress $GOTO DONE * Test with Indicators and XPRESS option mip=xpress; execute 'echo disjunction indic b e1 else not e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 Indic execute 'echo disjunction indic not b not e1 else e1 > "%emp.info%"'; solve m1 us emp min z; $batinclude testm1.inc m1 Indic $LABEL DONE