odow

# This file is machine-generated - editing it directly is not advised

[[AbstractTrees]]
git-tree-sha1 = "03e0550477d86222521d254b741d470ba17ea0b5"
uuid = "1520ce14-60c1-5f80-bbc7-55ef81b5835c"
version = "0.3.4"

[[Adapt]]
deps = ["LinearAlgebra"]
git-tree-sha1 = "af92965fb30777147966f58acb05da51c5616b5f"

odow

using JuMP, Ipopt

function minimize(
    f::Function,
    A::Matrix,
    b::Vector,
    optimizer::JuMP.OptimizerFactory
)
    M, N = size(A)
    @assert length(b) == M

odow

Academic license - for non-commercial use only

Gurobi Optimizer version 7.5.2 build v7.5.2rc1 (mac64)
Copyright (c) 2017, Gurobi Optimization, Inc.

Read MPS format model from file server_file.mps
Reading time = 0.00 seconds
mdpDEFthreshold: 507 rows, 165 columns, 3561 nonzeros
Optimize a model with 507 rows, 165 columns and 3561 nonzeros
Variable types: 121 continuous, 44 integer (44 binary)

odow

using Calculus, MathOptInterface
const MOI = MathOptInterface

# ==============================================================================
#
#   First we construct a simple subtype of MOI.AbstractNLPEvaluator. We use it
#   to provide thin overloads for all the MOI NLP functions.
#
# ==============================================================================

odow

using Gurobi

model = Gurobi.Model(Gurobi.Env(), "model")

Gurobi.add_cvar!(model, 0.0, 0.0, 100.0)
Gurobi.add_cvar!(model, 0.0, 0.0, 100.0)
Gurobi.update_model!(model)

Gurobi.add_constr!(model, [1, 2], [1.0, 2.0], '=', 2.0)
Gurobi.update_model!(model)

odow

@everywhere begin
    using SDDP, JuMP, SDDiP, Gurobi

    srand(myid() * 111111)

    const NUMBER_OF_DAYS      = 3 # Number of days
    const NUMBER_OF_ROOMS     = 2 # Number of rooms (room 1 cost 1 dollar, room 2 cost 2 dollar etc.)
    const NUMBER_OF_REQUESTS  = 5 # Number of requests (i.e. stages)

    # revenue

odow

using BenchmarkTools

struct VarRef
    x::UInt64
end
function f(A, B)
    s = 0
    for y in Y
        s += X[y]
    end

odow

C:\Users\odow003>julia
               _
   _       _ _(_)_     |  A fresh approach to technical computing
  (_)     | (_) (_)    |  Documentation: http://docs.julialang.org
   _ _   _| |_  __ _   |  Type "?help" for help.
  | | | | | | |/ _` |  |
  | | |_| | | | (_| |  |  Version 0.5.0 (2016-09-19 18:14 UTC)
 _/ |\__'_|_|_|\__'_|  |  Official http://julialang.org/ release
|__/                   |  x86_64-w64-mingw32

odow

using JuMP, Clp

n = 4
m = 3
# Investment cost
ic = [16, 5, 32, 2]
# Fuel cost
C = [25, 80, 6.5, 160]
# Duration
T = [8760, 7000, 1500] / 8760

odow

# First comment out lines https://github.com/JuliaOpt/Gurobi.jl/blob/master/src/GurobiSolverInterface.jl#L246-L254
using Gurobi,JuMP

# Create the JuMP Model:
# min 0
# s.t.
#     x >= 1
#     x <= 3
m=Model(solver=GurobiSolver())
@variable(m, x)