JackDunnNZ

c
c                          newGLMnet (5/12/14)
c
c
c                 Elastic net with squared-error loss
c
c dense predictor matrix:
c
c call elnet(ka,parm,no,ni,x,y,w,jd,vp,cl,ne,nx,nlam,flmin,ulam,thr,isd,
c            intr,maxit,lmu,a0,ca,ia,nin,rsq,alm,nlp,jerr)

JackDunnNZ

--- /Users/jack/Downloads/glm/glmnet5dpclean.f.txt
+++ /Users/jack/Downloads/glm/glmnet5.f90.txt
@@ -1,9 +1,6 @@
- mortran 2.0     (version of 7/04/75 mod 7/4/87 (ajc))
- subroutine get_int_parms(sml,eps,big,mnlam,rsqmax,pmin,exmx,itrace
-*)
- implicit double precision(a-h,o-z)
- data sml0,eps0,big0,mnlam0,rsqmax0,pmin0,exmx0,itrace0  /1.0d-5,1.
-*0d-6,9.9d35,5,0.999,1.0d-9,250.0,0/
+ subroutine get_int_parms(sml,eps,big,mnlam,rsqmax,pmin,exmx)

JackDunnNZ

using Gurobi, JuMP

# New versions of getvalue, getobjectivevalue for solution pool

"Get the variable values for the `solnumber`th solution in the pool"
function grb_get_xn(m::JuMP.Model, solnumber::Int)
    g = getrawsolver(m)
    Gurobi.set_int_param!(g, "SolutionNumber", solnumber - 1)
    Gurobi.get_dblattrarray(g, "Xn", 1, Gurobi.num_vars(g))
end

JackDunnNZ

Option Explicit

Function Test()
    Dim Sheet as Worksheet
    Set Sheet = ThisWorkbook.Sheets("Sheet1")
    
    OpenSolver.ResetModel Sheet
    OpenSolver.SetDecisionVariables Sheet.Range("D4:F4"), Sheet
    OpenSolver.SetObjectiveFunctionCell Sheet.Range("H6"), Sheet
    OpenSolver.AddConstraint Sheet.Range("H8:H9"), RelationLE, Sheet.Range("J8:J9"), sheet:=Sheet

JackDunnNZ

.CodeMirror-lines > div > div:last-child {
    width: 80ch;
    background-color: rgba(211,211,211, 0.2);
}

JackDunnNZ

Ipopt 3.12.0: Optimal Solution Found

constraint  dual value
_scon[1]    22089.391601562464
_scon[2]    22089.39160156247

JackDunnNZ

$\begin{array}{rlllllllll}
\min&  \sum\limits_{j=1}^7 x_j \\
{\rm s.t.} &x_1 + &  &  & x_4 + & x_5 + & x_6 + & x_7 & \geq & d_1 \\
&x_1 + & x_2  &  &  & x_5 + & x_6 + & x_7 & \geq & d_2 \\
&x_1 + & x_2 + & x_3  &  &  & x_6 + & x_7 & \geq & d_3 \\
&x_1 + & x_2 + & x_3 + & x_4 + &  &  & x_7 & \geq & d_4 \\
&x_1 + & x_2 + & x_3 + & x_4 + & x_5  &  &  & \geq & d_5 \\
& & x_2 + & x_3 + & x_4 + & x_5 + & x_6  &  & \geq & d_6 \\
& &  & x_3 + & x_4 + & x_5 + & x_6 + & x_7 & \geq & d_7  \\
&  x_j \geq 0 & & & & & & & &

JackDunnNZ

Sub Test()
    Set TestSheet = Sheets("Test")
    OpenSolver.ResetModel TestSheet
    AddVariables Range("A2"), TestSheet
    AddVariables Range("B3"), TestSheet
End Sub

Sub AddVariables(VariableRange As Range, Sheet As Worksheet)
    Dim CurrentVariables As Range
    Set CurrentVariables = OpenSolver.GetDecisionVariablesWithDefault(Sheet)

JackDunnNZ

Sub Model_Creation()

Dim TestSheet As Worksheet
Set TestSheet = Sheets("test")

OpenSolver.ResetModel Sheet:=TestSheet

'Objective Definition
OpenSolver.SetObjectiveFunctionCell TestSheet.Cells(1, 1), Sheet:=TestSheet
OpenSolver.SetObjectiveSense MinimiseObjective, Sheet:=TestSheet

JackDunnNZ

g3 1 1 0
 1604 1204 1 0 1204 0
 400 0
 0 0
 1604 0 0
 0 0 0 0
 0 0 0 0 0
 4804 1
 0 0
 0 0 0 0 0