FICO® Xpress

8.5

.NET INTERFACE

FICO® Xpress Optimization

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FICO® Xpress 8.5

Deliverable Version: A

Last Revised: May 2018

Contents

Xpress Optimizer .NET Interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

Using the Wrapper in Projects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5

Using the New Interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

Controls and Attributes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Return Codes and Error Checking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Destroying the Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

Branch Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

Appendix A: Contacting FICO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

Product Support . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

Product Education . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

Product Documentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

Sales and Maintenance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

Related Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

FICO Community . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

About FICO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

Index. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

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Contents

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Xpress Optimizer .NET Interface

IntroductionApplications written in a .NET language, such as Visual C#, Visual Basic, Visual J#,or Visual C++, can use the Xpress-Optimizer via the .NET wrapper library.

The best way to get started using the wrapper is to open up the example projectsincluded with this package and experiment with them. The auto-completion featurein Visual Studio .NET can be used to obtain a full list of class methods andproperties and prototypes of each method.

Using the Wrapper in ProjectsThe Optimizer functionality is exposed through the XPRS and XPRSprob classes,which reside in the Optimizer namespace, which resides in the xprsdn.dllassembly.

Each source file that uses the Optimizer should import the Optimizer namespaceand should be compiled with a reference to xprsdn.dll.

To add a reference to a Visual Studio .NET project, select Add Reference from theProject menu. Click the Browse button and locate xprsdn.dll in the XpressMP\bin folder.

Users of the .NET command line compilers, for example, csc for C#, or vbc forVisual Basic, can add a reference with the /reference option:csc /reference:<path to xprsdn.dll> <your source file>

Using the New InterfaceThe .NET wrapper for the Xpress-Optimizer has been designed to look and feel likethe Common Language Runtime.

Compare code using the existing C and Visual Basic Optimizer interfaces with thefollowing C# example:using Optimizer;XPRS.Init("");Console.WriteLine(XPRS.GetBanner());XPRSprob prob = new XPRSprob();prob.ReadProb("myprob","");

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prob.Maxim("g");prob.Destroy();XPRS.Free();

The Optimizer functions have been renamed and put into classes. The functionname is missing the XPRS prefix, and according to the .NET naming convention,each word is capitalized. Functions operating on a problem pointer are methods ofan XPRSprob object; the rest are static methods of the XPRS class.

Controls and AttributesThe Optimizer controls and attributes are properties of the XPRSprob object.

They have been renamed in a similar way to the functions:prob.Presolve = 0;

The MIPStatus and LPStatus attributes are no longer integers but haveenumeration types, MIPStatus and LPStatus:if (prob.MIPStatus == MIPStatus.Infeasible) {...

CallbacksThe Optimizer callbacks are accessed using the .NET event / delegate mechanism.

For example, to install a method OptimizerMsg of the current class as acallback to receive Optimizer messages, you must to create aMessageCallback delegate object from the function and add it to theMessageCallbacks event field of the problem:prob.MessageCallbacks += new MessageCallback(this.OptimizerMsg);

To remove a callback you must still create a delegate object, but use the -=operator to remove it from the event field:prob.MessageCallbacks -= new MessageCallback(this.OptimizerMsg);

Return Codes and Error CheckingMost of the functions in the C interface to the Optimizer use an integer return codeto indicate if an error occurred.

The XPRS and XPRSprob member functions instead use the .NET exceptionmechanism to handle errors, throwing an exception of type XPRSException.This makes error handling easier, since a check is not required with every functioncall:try { XPRS.Init(""); Console.WriteLine(XPRS.GetBanner()); XPRSprob prob = new XPRSprob(); prob.ReadProb("myprob",""); prob.Maxim("g"); } catch (XPRSException e) {

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Console.WriteLine (e);}

Because the return code is not used to indicate error status, several methodsinstead return data that in the C interface is returned via an output parameter. Ingeneral, a function that retrieves a single value returns it, whereas a function thatretrieves more than one value is declared void and uses output parameters. Forexample:/* In C */char name[32];int ret = XPRSgetprobname (name);if (ret != 0) {.../* In C# */try {string name = prob.GetProbName ();} catch (XPRSException e) {...

Destroying the ProblemSince .NET uses a garbage collector, it does not provide a mechanism for explicitlydestroying objects.

Optimizer problems can take up large amounts of memory and so a Destroyfunction is provided to free up this memory. Any operation performed on anXPRSprob object after it has been destroyed will throw an exception.XPRSprob prob = new XPRSprob ();...prob.Destroy ();

Branch BoundsAnother notable change with the .NET interface is to the functions used to storeand set the bounds for node separation during a global search.

The C interface function XPRSstorebounds returns a void pointer, representing aset of bounds, to the user, which is then passed into the call toXPRSsetbranchbounds. The .NET interface replaces the void pointer with aBounds object, as demonstrated in the setbranchbounds example and below:Bounds b = prob.StoreBounds (nbnds, mcols, qbtype, dbd);prob.SetBranchBounds (b);

FICO® Xpress Optimizer

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Appendix A

Contacting FICO

FICO provides clients with support and services for all our products. Refer to thefollowing sections for more information.

Product SupportFICO offers technical support and services ranging from self-help tools to directassistance with a FICO technical support engineer. Support is available to allclients who have purchased a FICO product and have an active support ormaintenance contract. You can find support contact information and a link to theCustomer Self Service Portal (online support) on the Product Support home page(www.fico.com/en/product-support).

The FICO Customer Self Service Portal is a secure web portal that is available 24hours a day, 7 days a week from the Product Support home page. The portal allowsyou to open, review, update, and close cases, as well as find solutions to commonproblems in the FICO Knowledge Base.

Product EducationFICO Product Education is the principal provider of product training for our clientsand partners. Product Education offers instructor-led classroom courses, web-based training, seminars, and training tools for both new user enablement andongoing performance support. For additional information, visit the ProductEducation home page (www.fico.com/en/product-training) or email producteducation@fico.com.

Product DocumentationFICO continually looks for new ways to improve and enhance the value of theproducts and services we provide. If you have comments or suggestions regardinghow we can improve this documentation, let us know by sending your suggestionsto techpubs@fico.com.

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Sales and MaintenanceIf you need information on other Xpress Optimization products, or you need todiscuss maintenance contracts or other sales-related items, contact FICO by:

■ Phone: +1 (408) 535-1500 or +44 207 940 8718

■ Email: XpressSalesUS@fico.com or XpressSalesUK@fico.com

■ Web: http://www.fico.com/en/analytics/optimization and use the availablecontact forms

Related ServicesStrategy Consulting: Included in your contract with FICO may be a specified amountof consulting time to assist you in using FICO Xpress to meet your business needs.Additional consulting time can be arranged by contract.

Conferences and Seminars: FICO offers conferences and seminars on our productsand services. For announcements concerning these events, go to www.fico.com orcontact your FICO account representative.

FICO CommunityThe FICO Community is a great resource to find the experts and information youneed to collaborate, support your business, and solve common businesschallenges. You can get informal technical support, build relationships with localand remote professionals, and improve your business practices. For additionalinformation, visit the FICO Community (community.fico.com/welcome).

About FICOFICO (NYSE:FICO) powers decisions that help people and businesses around theworld prosper. Founded in 1956 and based in Silicon Valley, the company is apioneer in the use of predictive analytics and data science to improve operationaldecisions. FICO holds more than 165 US and foreign patents on technologies thatincrease profitability, customer satisfaction, and growth for businesses in financialservices, telecommunications, health care, retail, and many other industries. UsingFICO solutions, businesses in more than 100 countries do everything fromprotecting 2.6 billion payment cards from fraud, to helping people get credit, toensuring that millions of airplanes and rental cars are in the right place at the righttime. Learn more at www.fico.com.

Appendix A: Contacting FICO

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Index

Aattributes 6

Bbranch bounds 7

Ccallbacks 6controls 6

Ddestroying the problem 7

Eerror checking 6

FFICO

about 10

community 10conferences and seminars 10consulting 10documentation 9education 9maintenance 10product support 9professional services 10sales 10support 9training 9

Iindex term 5introduction 5

Rreturn codes 6

Uusing the interface 5using the wrapper in projects 5

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Index

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