Multiple Subproblems

The OPTMODEL procedure enables multiple models to be manipulated easily by using named problems to switch the active model components. Problems keep track of an objective, a set of included variables and constraints, and some status information that is associated with the variables and constraints. Other data, such as parameter values, bounds, and the current value of variables, are shared by all problems.

Problems are declared with the PROBLEM declaration. You can easily switch between problems by using the USE PROBLEM statement. The USE PROBLEM statement makes the specified problem become the current problem. The various statements that generate problem data, such as SOLVE, EXPAND, and SAVE MPS, always operate using the model components included in the current problem.

A problem declaration can specify the problem’s initial objective by copying it from the problem named in a FROM clause or by including the objective symbol. This objective can be overridden while the problem is current by declaring a new non-array objective or by executing programming statements that specify a new objective.

Variables can also be included when the problem is current by declaring them or by using the FIX or UNFIX statement. Similarly, constraints can be included when the problem is current by declaring them or by using the RESTORE or DROP statement. There is no way to exclude a variable or constraint item after it has been included in a problem, although the variable or constraint can be fixed or dropped.

Variables that are declared but not included in a problem are treated as fixed when a problem is generated, while constraints that are declared but not included are ignored. The solver does not update the values and status for these model components.

A problem also tracks certain other status information that is associated with its included symbols, and this information can be changed without affecting other problems. This information includes the fixed status for variables, and the dropped status for constraints. The following additional data that are tracked by the problem are available through variable and constraint suffixes:

  • var.STATUS (including IIS status)

  • var.INIT

  • var.MSINIT

  • var.RC

  • var.DUAL (alias of var.RC)

  • con.STATUS (including IIS status)

  • con.DUAL

The initial problem when OPTMODEL starts is predeclared with the name _START_. This problem can be reinstated again (after other USE PROBLEM statements) with the statement

   use problem _start_;

See Multiple Subproblems for example statements that use multiple subproblems.