XPRBlpoptimize
Purpose
Synopsis
int XPRBlpoptimize(XPRBprob prob, char *alg);
Arguments
|
prob
|
Reference to a problem.
|
||||||||||
|
alg
|
Choice of the solution algorithm and options, as a string of flags. If no flag is specified, solve the problem using the default LP/QP algorithm; otherwise, if the argument includes:
|
Return value
0 if function executed successfully, 1 otherwise.
Example
The following code uses the primal simplex algorithm to solve
expl2 as a continuous problem.
XPRBprob expl2;
expl2 = XPRBnewprob("example2");
...
XPRBlpoptimize(expl2, "p");
Further information
This function selects and starts the Xpress Optimizer LP/QP solution algorithm. The characters indicating the algorithm choice may be combined where it makes sense,
e.g. "
pn. If the matrix loaded in the Optimizer does not correspond to the current state of the specified problem definition it is regenerated automatically prior to the start of the algorithm. Matrix reloading can also be forced by calling XPRBsync before the optimization. The sense of the optimization (default: minimization) can be changed with function XPRBsetsense. Before solving a problem, the objective function must be selected with
XPRBsetobj.
Related topics
© 2001-2024 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation ("FICO"). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.
