gurobiLpDualCut.py

import gurobipy as gp
from gurobipy import GRB
import sys

def getPai_in_Sb(x1,x2):
    m = gp.Model('getPaiTrial(LP)')
    y, z1, z2 = m.addVar(), m.addVar(), m.addVar()
    m.addConstr(z1 == x1)
    m.addConstr(z2 == x2)
    m.addConstr(y + z1 / 4 + z2 / 2 >= 2.6)
    m.addConstr(y <= 4)
    m.addConstr(z1 <= 1)
    m.addConstr(z2 <= 1)
    m.setObjective(4 * y)
    m.setParam('OutputFlag', 0)
    m.optimize()
    if m.status != GRB.OPTIMAL:
        print('opt Fail >>>>>>>>>>>>>')
        sys.exit(3)
    l = m.getConstrs()  # Y,p,n,x,const
    pai1 = l[0].Pi
    pai2 = l[1].Pi
    return pai1,pai2

def cutSb(x1,x2):
    pai1,pai2 = getPai_in_Sb(x1,x2)
    m = gp.Model('getSbCutCoeff(IP)')
    y,z1,z2 = m.addVar(vtype=GRB.INTEGER),m.addVar(vtype=GRB.INTEGER),m.addVar(vtype=GRB.INTEGER)
    m.addConstr(y + z1 / 4 + z2 / 2 >= 2.6)
    m.addConstr(y <= 4)
    m.addConstr(z1 <= 1)
    m.addConstr(z2 <= 1)
    m.setObjective(4 * y - pai1 * z1 - pai2 * z2)
    m.setParam('OutputFlag', 0)
    m.optimize()
    if m.status != GRB.OPTIMAL:
        print('opt Fail >>>>>>>>>>>>>')
        sys.exit(3)
    return m.ObjVal,pai1,pai2

x1 = 2
x2 = 3

m = gp.Model('getPaiTrial(LP)')
y = m.addVar()
m.setObjective(4 * y)
m.addConstr(y >= 4.6-x1/4 -x2/2)
m.addConstr(y <= 4)
m.optimize()
if m.status != GRB.OPTIMAL:
    print('opt Fail >>>>>>>>>>>>>')
    sys.exit(3)
l = m.getConstrs()  # Y,p,n,x,const
cst = 4.6*l[0].Pi + 4 * l[1].Pi
cx1 = l[0].Pi/-4
cx2 = l[0].Pi/-2
# theta >= cx1 * x1 + cx2 * x2 + cst
print(cx1)
print(cx2)
print(cst)
print(m.ObjVal - cx1 * x1 - cx2 * x2 )