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Model Update

The OPTMODEL modeling language provides several means of modifying a model after it is first specified. You can change the parameter values of the model. You can add new model components. The FIX and UNFIX statements can fix variables to specified values or rescind previously fixed values. The DROP and RESTORE statements can deactivate and reactivate constraints.

To illustrate how these statements work, reconsider the following example from the section "Constraints":

    proc optmodel;
       var x, y;
       min r = x**2 + y**2;
       con c: x+y >= 1;
       solve;
       print x y;
 

As described previously, the solver finds the optimal point x = y = 0.5 with r = 0.5. You can see the effect of the constraint c on the solution by temporarily removing it. You can add the following code:

       drop c;
       solve;
       print x y;
 

This change produces the output in Output 6.55.

Note that the SOLVE statement was able to use LBFGS, a solver for unconstrained problems (see "Broyden-Fletcher-Goldfarb-Shanno (BFGS) Algorithm"). The optimal point is , as expected.

You can restore the constraint c with the RESTORE statement, and you can also investigate the effect of forcing the value of variable x to 0.3. This requires the following statements:

       restore c;
       fix x=0.3;
       solve;
       print x y c.dual;
 

This produces the output in Output 6.56.

The variable x still has the value that was defined in the FIX statement. The objective value has increased by 0.08 from its constrained optimum 0.5 (see Output 6.47). The constraint c is active, as confirmed by the positive dual value.

You can return to the original optimization problem by allowing the solver to vary variable x with the UNFIX statement, as follows:

       unfix x;
       solve;
       print x y c.dual;
 

This produces the output in Output 6.57. The model was returned to its original conditions.